Here are the steps I took to create an environment for doing Bayesian Inference.
- Download and install R
Find a mirror near you, download the executable, then run the install. - Get familiar with the R environment
Read the manual. - Download and install OpenBUGS
Go to OpenBUGS, pick an OS, download, and install. - Go back to R and install the coda package (you will need this for BRugs)
Open the R console and type install.packages(‘coda’).
Choose a mirror, then finish install.
Type library() at the console to verify coda is in the list of installed packages. - Go back to R and install the BRugs package (you will need this to reference OpenBUGS from R)
Open the R console and type install.packages(‘BRugs’).
Type library(BRugs) at the console to open BRugs.