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Bayesian Data Analysis, Third Edition, 3rd Edition by Donald B. Rubin, Aki Vehtari, David B. Dunson, Hal S. Stern, John B. Carlin, Andrew Gelman

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Appendix C

Computation in R and Stan

We illustrate some practical issues of simulation by fitting a single example—the hierarchical normal model for the eight schools described in Section 5.5. After some background in Section C.1, we show in Section C.2 how to fit the model using the Bayesian inference package Stan, operating from within the general statistical package R. Sections C.3 and C.4 present several different ways of programming the model directly in R. These algorithms require programming efforts that are unnecessary for the Stan user ...

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