R coder mind of a Markov chain has replicated portions of the M&W work.
They write:
There are a bunch of “hockey sticks” that calculate past global temps. through the use of proxies when instrumental data is absent.
There is a new one out there by McShane and Wyner (2010) that’s creating quite a stir in the blogosphere (here, here, here, here). The main take out being, that the uncertainty is too great for the proxies to be any good.
Here’s an output from the replication:
More including R code here: