Bayesian Parameter Estimation System

A Bayesian Parameter Estimation System is a Parameter Estimation System (that implements a Bayesian Parameter Estimation Algorithm to solve a Bayesian Parameter Estimation Task.

• See: MLE System, Method of Moments System.

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References

2013

• http://en.wikibooks.org/wiki/R_Programming/Bayesian_Methods#Introduction
  • R has lots of bayesian estimation procedures, much more than Stata or SAS.
    • LearnBayes by Jim Albert
    • bayesm by Peter Rossi and Rob McCulloch
    • BaM by Jeff Gill
    • arm package by Jennifer Hill and Andrew Gelman.
    • MCMCpack package.
    • mcsm package by Christian Robert and George Casella.
    • umacs (link) by Jouni Kerman and Andrew Gelman.

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