I hope this will be helpful

Dear Alam Zeb Khan

I work on Bayesian approaches using R, especially the MCMC sampling under different prior distributions.. please have a look at my recent papers which might help..

Dear Alam

I suggest you to check the following urls :

https://nicercode.github.io/guides/mcmc/

http://eriqande.github.io/sisg_mcmc_course/s03-01-intro-mcmc-in-R.nb.html

http://faculty.washington.edu/eliezg/teaching/StatR503/CourseMaterials/Week9/BayesianMCMC.html

Meanwhile you can use actuar, rstan, boa, mcmc or MCMCpack packages in R.

Seyed Mahdi Amir Jahanshahi Thanks for URL.

I hope this book will be helpful to do MCMC

Best regards@Alam Zeb Khan

Hi Dear Alam Zeb Khan

For solve this problem, I suggest to use one of useful R packages to run MCMC algorithm, its called "CODA" packages. It is provides functions for summarizing and plotting the output from MCMC simulations. It is worth noting that CODA package was cited in more than 2300 work.

Please, attach file.

OR

Can be directly downloaded using the following url

https://cran.r-project.org/web/packages/coda/index.html

Thanks Ahmed Elshahhat .

I think LearnBayes is good choice for mcmc

https://cran.r-project.org/web/packages/LearnBayes/index.html

Dear Alam

I suggest you to Stan via rstan Package.

It might be easier to do the implementation in Wolfram Mathematica.