# 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.

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.