Some excellent R posts regarding Bayesian statistics:
1. How to program the Laplace approximation in R:
Though heavily dominated by Monte Carlo methods, Bayesian computation with the Laplace expansion is a nice tool to deploy in cases your MCMC fails to converge. Plus it makes one appreciate Laplace’s genius.
2. A bird’s eye view of R’s Bayesian analysis facilities:
Watch this blog for a series of posts about Bayesian survival analysis with R, BUGS and stan.