bugs.fit: Fit BUGS models with cloned data

Description

Convenient functions designed to work well with cloned data arguments and WinBUGS and OpenBUGS.

Usage

bugs.fit(data, params, model, inits = NULL, n.chains = 3,
    format = c("mcmc.list", "bugs"), 
    program = c("winbugs", "openbugs", "brugs"), 
    seed, ...)
# S3 method for bugs
as.mcmc.list(x, ...)

Value

By default, an mcmc.list object. If data cloning is used via the data argument, summary returns a modified summary containing scaled data cloning standard errors (scaled by sqrt(n.clones)), and \(R_{hat}\) values (as returned by gelman.diag).

bugs.fit can return a bugs object if format = "bugs". In this case, summary is not changed, but the number of clones used is attached as attribute and can be retrieved by the function nclones.

The function as.mcmc.list.bugs converts a 'bugs' object into 'mcmc.list' and retrieves data cloning information as well.

Arguments

data: A list (or environment) containing the data.
params: Character vector of parameters to be sampled.
model: Character string (name of the model file), a function containing the model, or a custommodel object (see Examples).
inits: Optional specification of initial values in the form of a list or a function. If NULL, initial values will be generated automatically.
n.chains: number of Markov chains.
format: Required output format.
program: The program to use, not case sensitive. winbugs calls the function bugs from package R2WinBUGS, openbugs calls the function bugs from package R2OpenBUGS (this has changed since dclone version 1.8-1, this is now the preferred OpenBUGS interface). brugs calls the function openbugs from package R2WinBUGS and requires the CRAN package BRugs (this is provided for back compatibility purposes, but gives a warning because it is not the preferred interface to R2OpenBUGS).
seed: Random seed (bugs.seed argument for bugs in package R2WinBUGS or bugs in package R2OpenBUGS, seed argument for openbugs). It takes the corresponding default values (NULL or 1) when missing.
x: A fitted 'bugs' object.
...: Further arguments of the bugs function, except for codaPkg are passed also, most notably the ones to set up burn-in, thin, etc. (see Details).

Author

Peter Solymos, solymos@ualberta.ca

Examples

Run this code

if (FALSE) {
## fitting with WinBUGS, bugs example
if (require(R2WinBUGS)) {
data(schools)
dat <- list(J = nrow(schools), 
    y = schools$estimate, 
    sigma.y = schools$sd)
bugs.model <- function(){
       for (j in 1:J){
         y[j] ~ dnorm (theta[j], tau.y[j])
         theta[j] ~ dnorm (mu.theta, tau.theta)
         tau.y[j] <- pow(sigma.y[j], -2)
       }
       mu.theta ~ dnorm (0.0, 1.0E-6)
       tau.theta <- pow(sigma.theta, -2)
       sigma.theta ~ dunif (0, 1000)
     }  
inits <- function(){
    list(theta=rnorm(nrow(schools), 0, 100), mu.theta=rnorm(1, 0, 100),
         sigma.theta=runif(1, 0, 100))
}
param <- c("mu.theta", "sigma.theta")
if (.Platform$OS.type == "windows") {
sim <- bugs.fit(dat, param, bugs.model, inits)
summary(sim)
}
dat2 <- dclone(dat, 2, multiply="J")
if (.Platform$OS.type == "windows") {
sim2 <- bugs.fit(dat2, param, bugs.model, 
    program="winbugs", n.iter=2000, n.thin=1)
summary(sim2)
}
}
if (require(BRugs)) {
## fitting the model with OpenBUGS
## using the less preferred BRugs interface
sim3 <- bugs.fit(dat2, param, bugs.model, 
    program="brugs", n.iter=2000, n.thin=1)
summary(sim3)
}
if (require(R2OpenBUGS)) {
## fitting the model with OpenBUGS
## using the preferred R2OpenBUGS interface
sim4 <- bugs.fit(dat2, param, bugs.model, 
    program="openbugs", n.iter=2000, n.thin=1)
summary(sim4)
}
if (require(rjags)) {
## fitting the model with JAGS
sim5 <- jags.fit(dat2, param, bugs.model)
summary(sim5)
}
}