This technical report does the computation for the “Introduction to MCMC” chapter of Brooks, Gelman, Jones and Meng (forthcoming). All analyses are done in R (R Development Core Team, 2008) using the Sweave function so this entire technical report and all of the analyses reported in it are exactly reproducible by anyone who has R with the mcmc package (Geyer, 2005) installed and the R noweb file specifying the document.
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