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This seems to be a book worth buying: http://www.springer.com/statistics/business/book/978-1-4419-1763-8It will come out in May 2010.
I gave R2admb a test run and found it quite promising. The design is simple: to have a simple interface between R and ADMB so ADMB can get input from R and can send output back to R for further processing. This does not eliminate the trouble of writing...
With help from Michael Spiegel, the lead developer of OpenMX, I was able to get it compiled and installed on my 64-bit Ubuntu system. Now it runs beautifully.
It seems to be something I am looking for: an interface between R and C for Bayesian analysis.http://www.probability.ca/amcmc/
This package bridges ADMB and R. It was once Windows-only and now has matured and become platform-independent. I will check it out and comment more about it.http://code.google.com/p/pbs-admb/And here is yet another R to ADMB interface: http://r-forge.r...
Looks promising: http://openmx.psyc.virginia.edu/Right now it cannot be build from source because there are some comparabilities between OpenMx and R 2.10.0, but I assume this will be resolved soon.And the development seems to be quite active.
With the recent update, I was able to get it working properly.Interestingly, while it works on my Vista 64-bit, it does not work on my Ubuntu 64-bit. I have no idea what is going on.