VBA/excel Bayesian analysis with Gibbs Sampling

[P.Holko]

Hi all,

Is it possible to perform Bayesian analysis in Excel?
Someone knows any part of VBA script or materials which will be useful to create a worksheet (or VBA procedure) conducting Bayesian analysis?

With Regards

P.Holko

 

[shg]

You mean like http://en.wikipedia.org/wiki/Naive_Bayes_classifier#Examples?

 

[P.Holko]

Thank you shg. This will help for a start.
I meant sth more complex such as meta-analysis of clinical trials with Markov chain Monte Carlo..

 

[shg]

What does that entail? Some state machine to do sampling, plus ...?

 

[P.Holko]

Let mi start again. I can perform that calculation in WinBUGS but without any knowledge about technical aspects related with that kind of Bayesian analysis.
Creating a VBA script or worksheet formulas will help me to understand what is going on
so i will be appreciated for any source of information which would help me.

 

[shg]

Have you looked at the OpenBUGS source?