I am trying to perform Bayesian Analysis in R, using of Monte Carlo Markov Chains to calculate the probability of, in a set of data, there being a gaussian peak at a certain location $x_0$ (my 'target' distribution for this analysis is going to be a normal distribution, centered around $x_0$).
I'm new to R and this is my first time using MCMC, so I've been looking for resources online that could provide a step by step guide on how to perform a similar analysis (that explains the MCMC algorithm, how to use it in bayesian analysis and how to then determine statistical parameters, such as mode/mean/median/confidence interval of the distribution), but so far I am finding the online resources to be very confusing.
Does anyone know of any good introductory-level guides/tutorials/books, with some 'walkthrough' examples of MCMC, that I can look into?
