Bayesian Inference Using R

Here are the steps I took to create an environment for doing Bayesian Inference.

  1. Download and install R
    Find a mirror near you, download the executable, then run the install.
  2. Get familiar with the R environment
    Read the manual.
  3. Download and install OpenBUGS
    Go to OpenBUGS, pick an OS, download, and install.
  4. 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.
  5. 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.