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Notes on Statistical Rethinking: A Bayesian Course with Examples in R and Stan

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Notes on Statistical Rethinking: A Bayesian Course with Examples in R and Stan

The first two chapters of the 2nd edition of this book are available as a PDF for free. The rest of the book I used the first edition as it is available through my schools library.

Introduction

This book is an introduction to Bayesian statistics, focussing on providing an applicable education in R. This repository contains my notes; these notes are not a thorough recapitulation of the book, but instead acting as a combination of a reference and a playground for myself.

These notes have been compiled into a simple static website for ease of reference and searching.

notes website

Setting-up

This course includes an R packages called ‘rethinking’](). It can be installed as follows.

# Dependencies
install.packages(c("coda", "mvtnorm", "devtools", "loo", "dagitty"))

# Course package
devtools::install_github("rmcelreath/rethinking")

Chapter Notes

Chapter 1. The Golem of Prague

Chapter 2. Small Worlds and Large Worlds

Chapter 3. Sampling the Imaginary

Chapter 4. Linear Models

Chapter 5. Multivariate Linear Models

Chapter 6. Overfitting, Regularization, and Information Criteria

Chapter 7. Interactions

Chapter 8. Markov Chain Monte Carlo

Chapter 9. Big Entropy and the Generalized Linear Model

Chapter 10. Counting and Classification

Chapter 11. Monsters and Mixtures

Chapter 12. Multilevel Models

Chapter 13. Adventures in Covariance

Chapter 14. Missing Data and Other Opportunities


Other R packages for Bayes

Below are some of the common packages for using Baysian statistics in R. The purpose of this collection is to serve as a reference for future work. As I work through their vignettes (and possible other associated tutorals/articles), the markdown files will be linked below.

‘rstanarm’

‘brms’

‘ggmcmc’

‘tidybayes’

‘bayetestR’ (part of the ‘easystats’ suite of packages)

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