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.