"Shaw, Ewart" <[email protected]> writes: > [This is a belated follow-up to posts by Bill Harris & Mike Day, Aug 30th & > 31st] > > I think Mike Day's probably right in recommending following up links > between J, R & BUGS. Note also the recently published (August 2007) > paperback "Bayesian Computation with R" by Jim Albert - but beware of > misprints etc.! > > MCMC is inherently iterative, and can be relatively slow in J.
This is an even more belated follow-up. I've been doing a bit of Bayesian analysis in RStan (http://mc-stan.org/). While realizing I could use the J - R - RStan connection, it might be easier and faster to call Stan directly from J. I don't have the time for the foreseeable future to implement something like that, but I could see Stan giving J some high-end analysis capability it lacks with a relatively rapid sampler. I could foresee utility in a verb to make calling Stan easy, a verb to replace RStan's extract function to get the data out of a Stan object, and a lab to show both how to use Stan from J and a few simple (or not-so-simple) examples of analysis using Stan -- perhaps as easy as working through the examples in the Stan manual. I gather that the Stan community would welcome Stan support in other languages; there's already a PyStan out there. Just an idea. Bill -- Bill Harris Facilitated Systems http://makingsense.facilitatedsystems.com/ ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
