Bayesian Data Analysis and Markov Chain Monte Carlo

Tools and code for Bayesian data analysis and Markov chain Monte Carlo workshops.

1. R programming language and RStudio
2. JAGS (Just Another Gibbs Sampler)
3. Stan

Installation instructions

All stuff should be portable i.e. working on Linux, Mac and Windows, however we only test it on Windows.

R and RStudio

To install R follow download R link, choose your mirror and install the latest version.

RStudio is great IDE for R and can be directly download from link Download RStudio Desktop

Resources to learn R.

If you do not know where to start An Introduction to R is quite good.

JAGS

JAGS for Windows To install rjags package RStudio -> Tools -> Install Packages... and type 'rjags'

To check it works run this commands in console and there should be no errors

library(rjags)
data(LINE)
LINE$recompile()
LINE.samples <- jags.samples(LINE, c("alpha","beta","sigma"), n.iter=1000)
LINE.samples

Stan

RStan Getting Started which contains installation instructions.

The main thing for Widnows is installing toolchain Install Rtools for Windows and adding them to PATH during that installation. I did not do configuration step and test worked.

Relations between R, JUGS and Stan