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MCMC in Mathematica

• To: mathgroup at smc.vnet.net
• Subject: [mg95966] MCMC in Mathematica
• From: Ramiro <ramiro.barrantes at gmail.com>
• Date: Sat, 31 Jan 2009 01:12:26 -0500 (EST)

Hello,

I use Mathematica a lot and now I would like to do MCMC to work on
some of my problems.  Is this something that people with experience
would recommend?  Or should I move to a different programming language
such as C++ or R?  I have done a little samples of MCMC on mathematica
and it does not take much code to get it running, but I am wondering
if I would be better off in the long-run to work on something that
would be faster.

Thank you,
Ramiro