# A robust R package to do MCMC and Gibbs sampling

I need to make linear model for which I need to do Gibbs sampling in MCMC simulations. The model needed to be fitted is a linear mixed model.

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The CRAN Task View on Bayesian inference lists several. I recommend arm and MCMCpack. If you can use BUGS then the R2WinBUGS and glmmBUGS will help you fits linear mixed models.

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I think mcmc doesnot have Gibbs sampling, do it? It does random-walk Metropolis for an arbitrary continuous distribution on R. I could find about gibbs sampling in arm, may be I missed something. The BUGS (Bayesian inference Using Gibbs Sampling) seems to have gibbs sampling facility. thanks for the suggestion. –  John Nov 27 '11 at 8:14
It seems that BRugs is delayed for R2.14 Doing Bayesian Data Analysis –  audijenz Nov 27 '11 at 10:18
JAGS can also be used with R packages rjags and dclone. If you're running on linux, this might be a simpler solution than R2WinBugs. –  jbowman Dec 3 '11 at 16:43