Statistics: Bayesian inference using BUGS

From MathWiki

BUGS can be invoked from R and output can be printed, plotted and otherwise analyzed within R.

See http://www.stat.columbia.edu/~gelman/bugsR/

GeoR:

http://www.est.ufpr.br/geoR/
http://www.est.ufpr.br/geoR/geoRdoc/vignette/geoRintro.pdf