Bayesian Computation with R (Use R)

The book is a concise presentation of a wide range of Bayesian inferential problems and the computational methods to solve them. The detailed and thorough presentation style, with complete R code for the examples, makes it a welcome companion to a theoretical text on Bayesian inference.... Smart students of statistics will want to have both R and Bayesian inference in their portfolio. Jim Albert's book is a good place to try out R while learning various computational methods for Bayesian inference. (Jouni Kerman, Teh American Statistician, February 2009, Vol. 63, No.1)