The R2WinBUGS PackageSeptember 13 2007

Title Running WinBUGS and OpenBUGS from R S-PLUS

Date 2007-09-12

Version 21-6

Author originally written by Andrew Gelman ltgelmanstatcolumbiaedugt changes and packagedby Sibylle Sturtz ltsturtzstatistikuni-dortmunddegt and Uwe Liggesltliggesstatistikuni-dortmunddegt With considerable contributions by Gregor Gorjancltgregorgorjancbfrouni-ljsigt and Jouni Kerman ltkermanstatcolumbiaedugt Ported toS-PLUS by Insightful Corp

Description Using this package it is possible to call a BUGS model summarize inferences andconvergence in a table and graph and save the simulations in arrays for easy access in R S-PLUS In S-PLUS the openbugs functionality and the windows emulation functionality is notyet available

Depends R (gt= 250) coda (gt= 011-0)

Suggests BRugs (gt= 03-2)

SystemRequirements WinBUGS 14

URL httpwwwstatcolumbiaedu~gelmanbugsR

Maintainer Sibylle Sturtz ltsturtzstatistikuni-dortmunddegt

License GPL version 2

Dialect R S-PLUS

R topics documentedR2WinBUGS-package 2asbugsarray 2attachall 4bugs 5bugsdata 10bugsinits 11

1

2 R2WinBUGS-package

bugslog 11bugsplot 12bugsrun 13bugsscript 14bugssims 15bugsupdatesettings 15decodeparametername 16monitor 17openbugs 18plotbugs 20printbugs 20readbugs 21schools 22writedatafile 22writemodel 23

Index 25

R2WinBUGS-package Running WinBUGS and OpenBUGS from R S-PLUS

Description

R2WinBUGS package provides possiblity to call a BUGS model summarize inferences and con-vergence in a table and graph and save the simulations in arrays for easy access in R S-PLUS InS-PLUS the OpenBUGS functionality and the windows emulation functionality is not yet avail-able The main command is bugs

Details

The following are sources of information on R2WinBUGS package

DESCRIPTION file library(help=R2WinBUGS)

This file packageR2WinBUGS

Vignette vignette(R2WinBUGS)

Some help files bugswritemodelprintbugsplotbugs

News fileshow(systemfile(NEWS package=R2WinBUGS))

asbugsarray 3

asbugsarray Convert to bugs object

Description

Function converting results from Markov chain simulations that might not be from BUGS to bugsobject Used mainly to display results with plotbugs

Usage

asbugsarray(simsarray modelfile=NULL program=NULLDIC=FALSE DICOutput=NULL niter=NULL nburnin=0 nthin=1)

Arguments

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

modelfile file containing the model written in WinBUGS code

program the program used

DIC logical whether DIC should be calculated see also argument DICOutput anddetails

DICOutput DIC value

niter number of total iterations per chain used for generating simsarray

nburnin length of burn in ie number of iterations to discarded at the beginning forgenerating simsarray

nthin thinning rate a positive integer used for generating simsarray

Details

This function takes a 3-way array of simulations and makes it into a bugs object that can beconveniently displayed using print and plot and accessed using attachbugs If the thirddimension of sims() has names the resulting bugs object will respect that naming conventionFor example if the parameter names are ldquoalpha[1]rdquo ldquoalpha[2]rdquo ldquoalpha[8]rdquo ldquomurdquo ldquotaurdquo thenasbugsarray will know that alpha is a vector of length 8 and mu and tau are scalar parame-ters These will all be plotted appropriately by plot and attached appropriately by attachbugs

If DIC=TRUE then DIC can be either already passed to argument DICOutput as it is done inopenbugs or calculated from deviance values in simsarray

Value

A bugs object is returned

Author(s)

Jouni Kerman 〈kermanstatcolumbiaedu〉 with modification by Andrew Gelman 〈gelmanstatcolumbiaedu〉packaged by Uwe Ligges 〈liggesstatistikuni-dortmundde〉

4 attachall

See Also

bugs

attachall Attach detach elements of (bugs) objects to search path

Description

The database is attacheddetached to the search path See attach for details

Usage

attachall(x overwrite = NA name = attachall)attachbugs(x overwrite = NA)detachall(name = attachall)detachbugs()

Arguments

x An object which must be of class bugs for attachbugs

overwrite If TRUE objects with identical names in the Workspace (GlobalEnv) that aremasking objects in the database to be attached will be deleted If NA (the default)and an interactive session is running a dialog box asks the user whether maskingobjects should be deleted In non-interactive mode behaviour is identical tooverwrite=FALSE ie nothing will be deleted

name The name of the environment where x will be attached which will be detached

Details

While attachall attaches all elements of an object x to a database called name attachbugsattaches all elements of x$simslist to the database bugssims itself making use of attachall

detachall and detachbugs are removing the databases mentioned aboveattachall also attaches nsims (the number of simulations saved from the MCMC runs) tothe database

Each scalar parameter in the model is attached as vectors of length nsims each vector is attachedas a 2-way array (with first dimension equal to nsims) each matrix is attached as a 3-way arrayand so forth

Value

attachall and attachbugs invisibly return the environment(s)

detachall and detachbugs detach the environment(s) named name created by attachall

bugs 5

Note

Without detaching do not use attachall or attachbugs on another (bugs) object be-cause instead of the given name an object called name is attached Therefore strange things mayhappen

See Also

bugs attach detach

Examples

An example model file is given inmodelfile lt- filepath(pathpackage(R2WinBUGS) model schoolstxt) Some example data (see schools for details)data(schools)J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

parameters lt- c(theta mutheta sigmatheta) Not run You may need to edit bugsdirectory also you need write access in the working directoryschoolssim lt- bugs(data inits parameters modelfile

nchains = 3 niter = 1000bugsdirectory = cProgram FilesWinBUGS14workingdirectory = NULL)

Do some inferential summariesattachbugs(schoolssim) posterior probability that the coaching program in school A is better than in school Cprint(mean(theta[1] gt theta[3])) 50 and school Cs programprint(quantile(theta[1] - theta[3] c(25 75)))plot(theta[1] theta[3])detachbugs() End(Not run)

bugs Run WinBUGS and OpenBUGS from R or S-PLUS

6 bugs

Description

The bugs function takes data and starting values as input It automatically writes a WinBUGSscript calls the model and saves the simulations for easy access in R or S-PLUS

Usage

bugs(data inits parameterstosave modelfile=modelbugnchains=3 niter=2000 nburnin=floor(niter2)nthin=max(1 floor(nchains (niter - nburnin)1000))bin=(niter - nburnin) nthindebug=FALSE DIC=TRUE digits=5 codaPkg=FALSEbugsdirectory=cProgram FilesWinBUGS14program=c(WinBUGS OpenBUGS winbugs openbugs)workingdirectory=NULL clearWD=FALSEuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the WinBUGS model or a vector or list of the names of the dataobjects used by the model If data=datatxt it is assumed that data havealready been written to the working directory in a file called lsquodatatxtrsquo eg bythe function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the WinBUGS model or a function creating (possibly random)initial values Alternatively if inits=NULL initial values are generated byWinBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in WinBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If the extension is lsquobugrsquo and program==WinBUGSa copy of the file with extension lsquotxtrsquo will be created in the bugs() call andremoved afterwards Note that similarly named lsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

bin number of iterations between saving of results (ie the coda files are saved aftereach bin iterations) default is to save only at the end

bugs 7

debug if FALSE (default) WinBUGS is closed automatically when the script has fin-ished running otherwise WinBUGS remains open for further investigation

DIC logical if TRUE (default) compute deviance pD and DIC This is done inWinBUGS directly using the rule pD = Dbar - Dhat If there are less iter-ations than required for the adaptive phase the rule pD=var(deviance) 2 is used

digits number of significant digits used for WinBUGS input see formatC

codaPkg logical if FALSE (default) a bugs object is returned if TRUE file names ofWinBUGS output are returned for easy access by the coda package throughfunction readbugs (not used if program=OpenBUGS)

bugsdirectorydirectory that contains the WinBUGS executable

program the program to use either winbugsWinBUGS or openbugsOpenBUGSthe latter makes use of function openbugs and requires the CRAN packageBRugs The openbugsOpenBUGS choice is not available in S-PLUS

workingdirectorysets working directory during execution of this function WinBUGSrsquo in- andoutput will be stored in this directory if NULL the current working directory ischosen

clearWD logical indicating whether the files lsquodatatxtrsquo lsquoinits[1nchains]txtrsquo lsquologodcrsquolsquocodaIndextxtrsquo and lsquocoda[1nchains]txtrsquo should be removed after WinBUGShas finished If set to TRUE this argument is only respected if codaPkg=FALSE

useWINE logical attempt to use the Wine emulator to run WinBUGS defaults to FALSEon Windows and TRUE otherwise Not available in S-PLUS

WINE character path to lsquowinersquo binary file it is tried hard to get the information auto-matically if not given

newWINE Use new versions of Wine that have lsquowinepathrsquo utility

WINEPATH character path to lsquowinepathrsquo binary file it is tried hard to get the informationautomatically if not given

Details

To run

1 Write a BUGS model in an ASCII file (hint use writemodel)

2 Go into R S-PLUS

3 Prepare the inputs for the bugs function and run it (see Example section)

4 A WinBUGS window will pop up and R S-PLUS will freeze up The model will now runin WinBUGS It might take awhile You will see things happening in the Log window withinWinBUGS When WinBUGS is done its window will close and R S-PLUS will work again

5 If an error message appears re-run with debug=TRUE

BUGS version support

WinBUGS 14 default

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

2 R2WinBUGS-package

bugslog 11bugsplot 12bugsrun 13bugsscript 14bugssims 15bugsupdatesettings 15decodeparametername 16monitor 17openbugs 18plotbugs 20printbugs 20readbugs 21schools 22writedatafile 22writemodel 23

Index 25

R2WinBUGS-package Running WinBUGS and OpenBUGS from R S-PLUS

Description

R2WinBUGS package provides possiblity to call a BUGS model summarize inferences and con-vergence in a table and graph and save the simulations in arrays for easy access in R S-PLUS InS-PLUS the OpenBUGS functionality and the windows emulation functionality is not yet avail-able The main command is bugs

Details

The following are sources of information on R2WinBUGS package

DESCRIPTION file library(help=R2WinBUGS)

This file packageR2WinBUGS

Vignette vignette(R2WinBUGS)

Some help files bugswritemodelprintbugsplotbugs

News fileshow(systemfile(NEWS package=R2WinBUGS))

asbugsarray 3

asbugsarray Convert to bugs object

Description

Function converting results from Markov chain simulations that might not be from BUGS to bugsobject Used mainly to display results with plotbugs

Usage

asbugsarray(simsarray modelfile=NULL program=NULLDIC=FALSE DICOutput=NULL niter=NULL nburnin=0 nthin=1)

Arguments

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

modelfile file containing the model written in WinBUGS code

program the program used

DIC logical whether DIC should be calculated see also argument DICOutput anddetails

DICOutput DIC value

niter number of total iterations per chain used for generating simsarray

nburnin length of burn in ie number of iterations to discarded at the beginning forgenerating simsarray

nthin thinning rate a positive integer used for generating simsarray

Details

This function takes a 3-way array of simulations and makes it into a bugs object that can beconveniently displayed using print and plot and accessed using attachbugs If the thirddimension of sims() has names the resulting bugs object will respect that naming conventionFor example if the parameter names are ldquoalpha[1]rdquo ldquoalpha[2]rdquo ldquoalpha[8]rdquo ldquomurdquo ldquotaurdquo thenasbugsarray will know that alpha is a vector of length 8 and mu and tau are scalar parame-ters These will all be plotted appropriately by plot and attached appropriately by attachbugs

If DIC=TRUE then DIC can be either already passed to argument DICOutput as it is done inopenbugs or calculated from deviance values in simsarray

Value

A bugs object is returned

Author(s)

Jouni Kerman 〈kermanstatcolumbiaedu〉 with modification by Andrew Gelman 〈gelmanstatcolumbiaedu〉packaged by Uwe Ligges 〈liggesstatistikuni-dortmundde〉

4 attachall

See Also

bugs

attachall Attach detach elements of (bugs) objects to search path

Description

The database is attacheddetached to the search path See attach for details

Usage

attachall(x overwrite = NA name = attachall)attachbugs(x overwrite = NA)detachall(name = attachall)detachbugs()

Arguments

x An object which must be of class bugs for attachbugs

overwrite If TRUE objects with identical names in the Workspace (GlobalEnv) that aremasking objects in the database to be attached will be deleted If NA (the default)and an interactive session is running a dialog box asks the user whether maskingobjects should be deleted In non-interactive mode behaviour is identical tooverwrite=FALSE ie nothing will be deleted

name The name of the environment where x will be attached which will be detached

Details

While attachall attaches all elements of an object x to a database called name attachbugsattaches all elements of x$simslist to the database bugssims itself making use of attachall

detachall and detachbugs are removing the databases mentioned aboveattachall also attaches nsims (the number of simulations saved from the MCMC runs) tothe database

Each scalar parameter in the model is attached as vectors of length nsims each vector is attachedas a 2-way array (with first dimension equal to nsims) each matrix is attached as a 3-way arrayand so forth

Value

attachall and attachbugs invisibly return the environment(s)

detachall and detachbugs detach the environment(s) named name created by attachall

bugs 5

Note

Without detaching do not use attachall or attachbugs on another (bugs) object be-cause instead of the given name an object called name is attached Therefore strange things mayhappen

See Also

bugs attach detach

Examples

An example model file is given inmodelfile lt- filepath(pathpackage(R2WinBUGS) model schoolstxt) Some example data (see schools for details)data(schools)J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

parameters lt- c(theta mutheta sigmatheta) Not run You may need to edit bugsdirectory also you need write access in the working directoryschoolssim lt- bugs(data inits parameters modelfile

nchains = 3 niter = 1000bugsdirectory = cProgram FilesWinBUGS14workingdirectory = NULL)

Do some inferential summariesattachbugs(schoolssim) posterior probability that the coaching program in school A is better than in school Cprint(mean(theta[1] gt theta[3])) 50 and school Cs programprint(quantile(theta[1] - theta[3] c(25 75)))plot(theta[1] theta[3])detachbugs() End(Not run)

bugs Run WinBUGS and OpenBUGS from R or S-PLUS

6 bugs

Description

The bugs function takes data and starting values as input It automatically writes a WinBUGSscript calls the model and saves the simulations for easy access in R or S-PLUS

Usage

bugs(data inits parameterstosave modelfile=modelbugnchains=3 niter=2000 nburnin=floor(niter2)nthin=max(1 floor(nchains (niter - nburnin)1000))bin=(niter - nburnin) nthindebug=FALSE DIC=TRUE digits=5 codaPkg=FALSEbugsdirectory=cProgram FilesWinBUGS14program=c(WinBUGS OpenBUGS winbugs openbugs)workingdirectory=NULL clearWD=FALSEuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the WinBUGS model or a vector or list of the names of the dataobjects used by the model If data=datatxt it is assumed that data havealready been written to the working directory in a file called lsquodatatxtrsquo eg bythe function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the WinBUGS model or a function creating (possibly random)initial values Alternatively if inits=NULL initial values are generated byWinBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in WinBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If the extension is lsquobugrsquo and program==WinBUGSa copy of the file with extension lsquotxtrsquo will be created in the bugs() call andremoved afterwards Note that similarly named lsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

bin number of iterations between saving of results (ie the coda files are saved aftereach bin iterations) default is to save only at the end

bugs 7

debug if FALSE (default) WinBUGS is closed automatically when the script has fin-ished running otherwise WinBUGS remains open for further investigation

DIC logical if TRUE (default) compute deviance pD and DIC This is done inWinBUGS directly using the rule pD = Dbar - Dhat If there are less iter-ations than required for the adaptive phase the rule pD=var(deviance) 2 is used

digits number of significant digits used for WinBUGS input see formatC

codaPkg logical if FALSE (default) a bugs object is returned if TRUE file names ofWinBUGS output are returned for easy access by the coda package throughfunction readbugs (not used if program=OpenBUGS)

bugsdirectorydirectory that contains the WinBUGS executable

program the program to use either winbugsWinBUGS or openbugsOpenBUGSthe latter makes use of function openbugs and requires the CRAN packageBRugs The openbugsOpenBUGS choice is not available in S-PLUS

workingdirectorysets working directory during execution of this function WinBUGSrsquo in- andoutput will be stored in this directory if NULL the current working directory ischosen

clearWD logical indicating whether the files lsquodatatxtrsquo lsquoinits[1nchains]txtrsquo lsquologodcrsquolsquocodaIndextxtrsquo and lsquocoda[1nchains]txtrsquo should be removed after WinBUGShas finished If set to TRUE this argument is only respected if codaPkg=FALSE

useWINE logical attempt to use the Wine emulator to run WinBUGS defaults to FALSEon Windows and TRUE otherwise Not available in S-PLUS

WINE character path to lsquowinersquo binary file it is tried hard to get the information auto-matically if not given

newWINE Use new versions of Wine that have lsquowinepathrsquo utility

WINEPATH character path to lsquowinepathrsquo binary file it is tried hard to get the informationautomatically if not given

Details

To run

1 Write a BUGS model in an ASCII file (hint use writemodel)

2 Go into R S-PLUS

3 Prepare the inputs for the bugs function and run it (see Example section)

4 A WinBUGS window will pop up and R S-PLUS will freeze up The model will now runin WinBUGS It might take awhile You will see things happening in the Log window withinWinBUGS When WinBUGS is done its window will close and R S-PLUS will work again

5 If an error message appears re-run with debug=TRUE

BUGS version support

WinBUGS 14 default

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

asbugsarray 3

asbugsarray Convert to bugs object

Description

Function converting results from Markov chain simulations that might not be from BUGS to bugsobject Used mainly to display results with plotbugs

Usage

asbugsarray(simsarray modelfile=NULL program=NULLDIC=FALSE DICOutput=NULL niter=NULL nburnin=0 nthin=1)

Arguments

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

modelfile file containing the model written in WinBUGS code

program the program used

DIC logical whether DIC should be calculated see also argument DICOutput anddetails

DICOutput DIC value

niter number of total iterations per chain used for generating simsarray

nburnin length of burn in ie number of iterations to discarded at the beginning forgenerating simsarray

nthin thinning rate a positive integer used for generating simsarray

Details

This function takes a 3-way array of simulations and makes it into a bugs object that can beconveniently displayed using print and plot and accessed using attachbugs If the thirddimension of sims() has names the resulting bugs object will respect that naming conventionFor example if the parameter names are ldquoalpha[1]rdquo ldquoalpha[2]rdquo ldquoalpha[8]rdquo ldquomurdquo ldquotaurdquo thenasbugsarray will know that alpha is a vector of length 8 and mu and tau are scalar parame-ters These will all be plotted appropriately by plot and attached appropriately by attachbugs

If DIC=TRUE then DIC can be either already passed to argument DICOutput as it is done inopenbugs or calculated from deviance values in simsarray

Value

A bugs object is returned

Author(s)

Jouni Kerman 〈kermanstatcolumbiaedu〉 with modification by Andrew Gelman 〈gelmanstatcolumbiaedu〉packaged by Uwe Ligges 〈liggesstatistikuni-dortmundde〉

4 attachall

See Also

bugs

attachall Attach detach elements of (bugs) objects to search path

Description

The database is attacheddetached to the search path See attach for details

Usage

attachall(x overwrite = NA name = attachall)attachbugs(x overwrite = NA)detachall(name = attachall)detachbugs()

Arguments

x An object which must be of class bugs for attachbugs

overwrite If TRUE objects with identical names in the Workspace (GlobalEnv) that aremasking objects in the database to be attached will be deleted If NA (the default)and an interactive session is running a dialog box asks the user whether maskingobjects should be deleted In non-interactive mode behaviour is identical tooverwrite=FALSE ie nothing will be deleted

name The name of the environment where x will be attached which will be detached

Details

While attachall attaches all elements of an object x to a database called name attachbugsattaches all elements of x$simslist to the database bugssims itself making use of attachall

detachall and detachbugs are removing the databases mentioned aboveattachall also attaches nsims (the number of simulations saved from the MCMC runs) tothe database

Each scalar parameter in the model is attached as vectors of length nsims each vector is attachedas a 2-way array (with first dimension equal to nsims) each matrix is attached as a 3-way arrayand so forth

Value

attachall and attachbugs invisibly return the environment(s)

detachall and detachbugs detach the environment(s) named name created by attachall

bugs 5

Note

Without detaching do not use attachall or attachbugs on another (bugs) object be-cause instead of the given name an object called name is attached Therefore strange things mayhappen

See Also

bugs attach detach

Examples

An example model file is given inmodelfile lt- filepath(pathpackage(R2WinBUGS) model schoolstxt) Some example data (see schools for details)data(schools)J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

parameters lt- c(theta mutheta sigmatheta) Not run You may need to edit bugsdirectory also you need write access in the working directoryschoolssim lt- bugs(data inits parameters modelfile

nchains = 3 niter = 1000bugsdirectory = cProgram FilesWinBUGS14workingdirectory = NULL)

Do some inferential summariesattachbugs(schoolssim) posterior probability that the coaching program in school A is better than in school Cprint(mean(theta[1] gt theta[3])) 50 and school Cs programprint(quantile(theta[1] - theta[3] c(25 75)))plot(theta[1] theta[3])detachbugs() End(Not run)

bugs Run WinBUGS and OpenBUGS from R or S-PLUS

6 bugs

Description

The bugs function takes data and starting values as input It automatically writes a WinBUGSscript calls the model and saves the simulations for easy access in R or S-PLUS

Usage

bugs(data inits parameterstosave modelfile=modelbugnchains=3 niter=2000 nburnin=floor(niter2)nthin=max(1 floor(nchains (niter - nburnin)1000))bin=(niter - nburnin) nthindebug=FALSE DIC=TRUE digits=5 codaPkg=FALSEbugsdirectory=cProgram FilesWinBUGS14program=c(WinBUGS OpenBUGS winbugs openbugs)workingdirectory=NULL clearWD=FALSEuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the WinBUGS model or a vector or list of the names of the dataobjects used by the model If data=datatxt it is assumed that data havealready been written to the working directory in a file called lsquodatatxtrsquo eg bythe function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the WinBUGS model or a function creating (possibly random)initial values Alternatively if inits=NULL initial values are generated byWinBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in WinBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If the extension is lsquobugrsquo and program==WinBUGSa copy of the file with extension lsquotxtrsquo will be created in the bugs() call andremoved afterwards Note that similarly named lsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

bin number of iterations between saving of results (ie the coda files are saved aftereach bin iterations) default is to save only at the end

bugs 7

debug if FALSE (default) WinBUGS is closed automatically when the script has fin-ished running otherwise WinBUGS remains open for further investigation

DIC logical if TRUE (default) compute deviance pD and DIC This is done inWinBUGS directly using the rule pD = Dbar - Dhat If there are less iter-ations than required for the adaptive phase the rule pD=var(deviance) 2 is used

digits number of significant digits used for WinBUGS input see formatC

codaPkg logical if FALSE (default) a bugs object is returned if TRUE file names ofWinBUGS output are returned for easy access by the coda package throughfunction readbugs (not used if program=OpenBUGS)

bugsdirectorydirectory that contains the WinBUGS executable

program the program to use either winbugsWinBUGS or openbugsOpenBUGSthe latter makes use of function openbugs and requires the CRAN packageBRugs The openbugsOpenBUGS choice is not available in S-PLUS

workingdirectorysets working directory during execution of this function WinBUGSrsquo in- andoutput will be stored in this directory if NULL the current working directory ischosen

clearWD logical indicating whether the files lsquodatatxtrsquo lsquoinits[1nchains]txtrsquo lsquologodcrsquolsquocodaIndextxtrsquo and lsquocoda[1nchains]txtrsquo should be removed after WinBUGShas finished If set to TRUE this argument is only respected if codaPkg=FALSE

useWINE logical attempt to use the Wine emulator to run WinBUGS defaults to FALSEon Windows and TRUE otherwise Not available in S-PLUS

WINE character path to lsquowinersquo binary file it is tried hard to get the information auto-matically if not given

newWINE Use new versions of Wine that have lsquowinepathrsquo utility

WINEPATH character path to lsquowinepathrsquo binary file it is tried hard to get the informationautomatically if not given

Details

To run

1 Write a BUGS model in an ASCII file (hint use writemodel)

2 Go into R S-PLUS

3 Prepare the inputs for the bugs function and run it (see Example section)

4 A WinBUGS window will pop up and R S-PLUS will freeze up The model will now runin WinBUGS It might take awhile You will see things happening in the Log window withinWinBUGS When WinBUGS is done its window will close and R S-PLUS will work again

5 If an error message appears re-run with debug=TRUE

BUGS version support

WinBUGS 14 default

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

4 attachall

See Also

bugs

attachall Attach detach elements of (bugs) objects to search path

Description

The database is attacheddetached to the search path See attach for details

Usage

attachall(x overwrite = NA name = attachall)attachbugs(x overwrite = NA)detachall(name = attachall)detachbugs()

Arguments

x An object which must be of class bugs for attachbugs

overwrite If TRUE objects with identical names in the Workspace (GlobalEnv) that aremasking objects in the database to be attached will be deleted If NA (the default)and an interactive session is running a dialog box asks the user whether maskingobjects should be deleted In non-interactive mode behaviour is identical tooverwrite=FALSE ie nothing will be deleted

name The name of the environment where x will be attached which will be detached

Details

While attachall attaches all elements of an object x to a database called name attachbugsattaches all elements of x$simslist to the database bugssims itself making use of attachall

detachall and detachbugs are removing the databases mentioned aboveattachall also attaches nsims (the number of simulations saved from the MCMC runs) tothe database

Each scalar parameter in the model is attached as vectors of length nsims each vector is attachedas a 2-way array (with first dimension equal to nsims) each matrix is attached as a 3-way arrayand so forth

Value

attachall and attachbugs invisibly return the environment(s)

detachall and detachbugs detach the environment(s) named name created by attachall

bugs 5

Note

Without detaching do not use attachall or attachbugs on another (bugs) object be-cause instead of the given name an object called name is attached Therefore strange things mayhappen

See Also

bugs attach detach

Examples

An example model file is given inmodelfile lt- filepath(pathpackage(R2WinBUGS) model schoolstxt) Some example data (see schools for details)data(schools)J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

parameters lt- c(theta mutheta sigmatheta) Not run You may need to edit bugsdirectory also you need write access in the working directoryschoolssim lt- bugs(data inits parameters modelfile

nchains = 3 niter = 1000bugsdirectory = cProgram FilesWinBUGS14workingdirectory = NULL)

Do some inferential summariesattachbugs(schoolssim) posterior probability that the coaching program in school A is better than in school Cprint(mean(theta[1] gt theta[3])) 50 and school Cs programprint(quantile(theta[1] - theta[3] c(25 75)))plot(theta[1] theta[3])detachbugs() End(Not run)

bugs Run WinBUGS and OpenBUGS from R or S-PLUS

6 bugs

Description

The bugs function takes data and starting values as input It automatically writes a WinBUGSscript calls the model and saves the simulations for easy access in R or S-PLUS

Usage

bugs(data inits parameterstosave modelfile=modelbugnchains=3 niter=2000 nburnin=floor(niter2)nthin=max(1 floor(nchains (niter - nburnin)1000))bin=(niter - nburnin) nthindebug=FALSE DIC=TRUE digits=5 codaPkg=FALSEbugsdirectory=cProgram FilesWinBUGS14program=c(WinBUGS OpenBUGS winbugs openbugs)workingdirectory=NULL clearWD=FALSEuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the WinBUGS model or a vector or list of the names of the dataobjects used by the model If data=datatxt it is assumed that data havealready been written to the working directory in a file called lsquodatatxtrsquo eg bythe function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the WinBUGS model or a function creating (possibly random)initial values Alternatively if inits=NULL initial values are generated byWinBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in WinBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If the extension is lsquobugrsquo and program==WinBUGSa copy of the file with extension lsquotxtrsquo will be created in the bugs() call andremoved afterwards Note that similarly named lsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

bin number of iterations between saving of results (ie the coda files are saved aftereach bin iterations) default is to save only at the end

bugs 7

debug if FALSE (default) WinBUGS is closed automatically when the script has fin-ished running otherwise WinBUGS remains open for further investigation

DIC logical if TRUE (default) compute deviance pD and DIC This is done inWinBUGS directly using the rule pD = Dbar - Dhat If there are less iter-ations than required for the adaptive phase the rule pD=var(deviance) 2 is used

digits number of significant digits used for WinBUGS input see formatC

codaPkg logical if FALSE (default) a bugs object is returned if TRUE file names ofWinBUGS output are returned for easy access by the coda package throughfunction readbugs (not used if program=OpenBUGS)

bugsdirectorydirectory that contains the WinBUGS executable

program the program to use either winbugsWinBUGS or openbugsOpenBUGSthe latter makes use of function openbugs and requires the CRAN packageBRugs The openbugsOpenBUGS choice is not available in S-PLUS

workingdirectorysets working directory during execution of this function WinBUGSrsquo in- andoutput will be stored in this directory if NULL the current working directory ischosen

clearWD logical indicating whether the files lsquodatatxtrsquo lsquoinits[1nchains]txtrsquo lsquologodcrsquolsquocodaIndextxtrsquo and lsquocoda[1nchains]txtrsquo should be removed after WinBUGShas finished If set to TRUE this argument is only respected if codaPkg=FALSE

useWINE logical attempt to use the Wine emulator to run WinBUGS defaults to FALSEon Windows and TRUE otherwise Not available in S-PLUS

WINE character path to lsquowinersquo binary file it is tried hard to get the information auto-matically if not given

newWINE Use new versions of Wine that have lsquowinepathrsquo utility

WINEPATH character path to lsquowinepathrsquo binary file it is tried hard to get the informationautomatically if not given

Details

To run

1 Write a BUGS model in an ASCII file (hint use writemodel)

2 Go into R S-PLUS

3 Prepare the inputs for the bugs function and run it (see Example section)

4 A WinBUGS window will pop up and R S-PLUS will freeze up The model will now runin WinBUGS It might take awhile You will see things happening in the Log window withinWinBUGS When WinBUGS is done its window will close and R S-PLUS will work again

5 If an error message appears re-run with debug=TRUE

BUGS version support

WinBUGS 14 default

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

bugs 5

Note

Without detaching do not use attachall or attachbugs on another (bugs) object be-cause instead of the given name an object called name is attached Therefore strange things mayhappen

See Also

bugs attach detach

Examples

An example model file is given inmodelfile lt- filepath(pathpackage(R2WinBUGS) model schoolstxt) Some example data (see schools for details)data(schools)J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

parameters lt- c(theta mutheta sigmatheta) Not run You may need to edit bugsdirectory also you need write access in the working directoryschoolssim lt- bugs(data inits parameters modelfile

nchains = 3 niter = 1000bugsdirectory = cProgram FilesWinBUGS14workingdirectory = NULL)

Do some inferential summariesattachbugs(schoolssim) posterior probability that the coaching program in school A is better than in school Cprint(mean(theta[1] gt theta[3])) 50 and school Cs programprint(quantile(theta[1] - theta[3] c(25 75)))plot(theta[1] theta[3])detachbugs() End(Not run)

bugs Run WinBUGS and OpenBUGS from R or S-PLUS

6 bugs

Description

The bugs function takes data and starting values as input It automatically writes a WinBUGSscript calls the model and saves the simulations for easy access in R or S-PLUS

Usage

bugs(data inits parameterstosave modelfile=modelbugnchains=3 niter=2000 nburnin=floor(niter2)nthin=max(1 floor(nchains (niter - nburnin)1000))bin=(niter - nburnin) nthindebug=FALSE DIC=TRUE digits=5 codaPkg=FALSEbugsdirectory=cProgram FilesWinBUGS14program=c(WinBUGS OpenBUGS winbugs openbugs)workingdirectory=NULL clearWD=FALSEuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the WinBUGS model or a vector or list of the names of the dataobjects used by the model If data=datatxt it is assumed that data havealready been written to the working directory in a file called lsquodatatxtrsquo eg bythe function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the WinBUGS model or a function creating (possibly random)initial values Alternatively if inits=NULL initial values are generated byWinBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in WinBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If the extension is lsquobugrsquo and program==WinBUGSa copy of the file with extension lsquotxtrsquo will be created in the bugs() call andremoved afterwards Note that similarly named lsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

bin number of iterations between saving of results (ie the coda files are saved aftereach bin iterations) default is to save only at the end

bugs 7

debug if FALSE (default) WinBUGS is closed automatically when the script has fin-ished running otherwise WinBUGS remains open for further investigation

DIC logical if TRUE (default) compute deviance pD and DIC This is done inWinBUGS directly using the rule pD = Dbar - Dhat If there are less iter-ations than required for the adaptive phase the rule pD=var(deviance) 2 is used

digits number of significant digits used for WinBUGS input see formatC

codaPkg logical if FALSE (default) a bugs object is returned if TRUE file names ofWinBUGS output are returned for easy access by the coda package throughfunction readbugs (not used if program=OpenBUGS)

bugsdirectorydirectory that contains the WinBUGS executable

program the program to use either winbugsWinBUGS or openbugsOpenBUGSthe latter makes use of function openbugs and requires the CRAN packageBRugs The openbugsOpenBUGS choice is not available in S-PLUS

workingdirectorysets working directory during execution of this function WinBUGSrsquo in- andoutput will be stored in this directory if NULL the current working directory ischosen

clearWD logical indicating whether the files lsquodatatxtrsquo lsquoinits[1nchains]txtrsquo lsquologodcrsquolsquocodaIndextxtrsquo and lsquocoda[1nchains]txtrsquo should be removed after WinBUGShas finished If set to TRUE this argument is only respected if codaPkg=FALSE

useWINE logical attempt to use the Wine emulator to run WinBUGS defaults to FALSEon Windows and TRUE otherwise Not available in S-PLUS

WINE character path to lsquowinersquo binary file it is tried hard to get the information auto-matically if not given

newWINE Use new versions of Wine that have lsquowinepathrsquo utility

WINEPATH character path to lsquowinepathrsquo binary file it is tried hard to get the informationautomatically if not given

Details

To run

1 Write a BUGS model in an ASCII file (hint use writemodel)

2 Go into R S-PLUS

3 Prepare the inputs for the bugs function and run it (see Example section)

4 A WinBUGS window will pop up and R S-PLUS will freeze up The model will now runin WinBUGS It might take awhile You will see things happening in the Log window withinWinBUGS When WinBUGS is done its window will close and R S-PLUS will work again

5 If an error message appears re-run with debug=TRUE

BUGS version support

WinBUGS 14 default

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

6 bugs

Description

The bugs function takes data and starting values as input It automatically writes a WinBUGSscript calls the model and saves the simulations for easy access in R or S-PLUS

Usage

bugs(data inits parameterstosave modelfile=modelbugnchains=3 niter=2000 nburnin=floor(niter2)nthin=max(1 floor(nchains (niter - nburnin)1000))bin=(niter - nburnin) nthindebug=FALSE DIC=TRUE digits=5 codaPkg=FALSEbugsdirectory=cProgram FilesWinBUGS14program=c(WinBUGS OpenBUGS winbugs openbugs)workingdirectory=NULL clearWD=FALSEuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the WinBUGS model or a vector or list of the names of the dataobjects used by the model If data=datatxt it is assumed that data havealready been written to the working directory in a file called lsquodatatxtrsquo eg bythe function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the WinBUGS model or a function creating (possibly random)initial values Alternatively if inits=NULL initial values are generated byWinBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in WinBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If the extension is lsquobugrsquo and program==WinBUGSa copy of the file with extension lsquotxtrsquo will be created in the bugs() call andremoved afterwards Note that similarly named lsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

bin number of iterations between saving of results (ie the coda files are saved aftereach bin iterations) default is to save only at the end

bugs 7

debug if FALSE (default) WinBUGS is closed automatically when the script has fin-ished running otherwise WinBUGS remains open for further investigation

DIC logical if TRUE (default) compute deviance pD and DIC This is done inWinBUGS directly using the rule pD = Dbar - Dhat If there are less iter-ations than required for the adaptive phase the rule pD=var(deviance) 2 is used

digits number of significant digits used for WinBUGS input see formatC

codaPkg logical if FALSE (default) a bugs object is returned if TRUE file names ofWinBUGS output are returned for easy access by the coda package throughfunction readbugs (not used if program=OpenBUGS)

bugsdirectorydirectory that contains the WinBUGS executable

program the program to use either winbugsWinBUGS or openbugsOpenBUGSthe latter makes use of function openbugs and requires the CRAN packageBRugs The openbugsOpenBUGS choice is not available in S-PLUS

workingdirectorysets working directory during execution of this function WinBUGSrsquo in- andoutput will be stored in this directory if NULL the current working directory ischosen

clearWD logical indicating whether the files lsquodatatxtrsquo lsquoinits[1nchains]txtrsquo lsquologodcrsquolsquocodaIndextxtrsquo and lsquocoda[1nchains]txtrsquo should be removed after WinBUGShas finished If set to TRUE this argument is only respected if codaPkg=FALSE

useWINE logical attempt to use the Wine emulator to run WinBUGS defaults to FALSEon Windows and TRUE otherwise Not available in S-PLUS

WINE character path to lsquowinersquo binary file it is tried hard to get the information auto-matically if not given

newWINE Use new versions of Wine that have lsquowinepathrsquo utility

WINEPATH character path to lsquowinepathrsquo binary file it is tried hard to get the informationautomatically if not given

Details

To run

1 Write a BUGS model in an ASCII file (hint use writemodel)

2 Go into R S-PLUS

3 Prepare the inputs for the bugs function and run it (see Example section)

4 A WinBUGS window will pop up and R S-PLUS will freeze up The model will now runin WinBUGS It might take awhile You will see things happening in the Log window withinWinBUGS When WinBUGS is done its window will close and R S-PLUS will work again

5 If an error message appears re-run with debug=TRUE

BUGS version support

WinBUGS 14 default

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

bugs 7

debug if FALSE (default) WinBUGS is closed automatically when the script has fin-ished running otherwise WinBUGS remains open for further investigation

DIC logical if TRUE (default) compute deviance pD and DIC This is done inWinBUGS directly using the rule pD = Dbar - Dhat If there are less iter-ations than required for the adaptive phase the rule pD=var(deviance) 2 is used

digits number of significant digits used for WinBUGS input see formatC

codaPkg logical if FALSE (default) a bugs object is returned if TRUE file names ofWinBUGS output are returned for easy access by the coda package throughfunction readbugs (not used if program=OpenBUGS)

bugsdirectorydirectory that contains the WinBUGS executable

program the program to use either winbugsWinBUGS or openbugsOpenBUGSthe latter makes use of function openbugs and requires the CRAN packageBRugs The openbugsOpenBUGS choice is not available in S-PLUS

workingdirectorysets working directory during execution of this function WinBUGSrsquo in- andoutput will be stored in this directory if NULL the current working directory ischosen

clearWD logical indicating whether the files lsquodatatxtrsquo lsquoinits[1nchains]txtrsquo lsquologodcrsquolsquocodaIndextxtrsquo and lsquocoda[1nchains]txtrsquo should be removed after WinBUGShas finished If set to TRUE this argument is only respected if codaPkg=FALSE

useWINE logical attempt to use the Wine emulator to run WinBUGS defaults to FALSEon Windows and TRUE otherwise Not available in S-PLUS

WINE character path to lsquowinersquo binary file it is tried hard to get the information auto-matically if not given

newWINE Use new versions of Wine that have lsquowinepathrsquo utility

WINEPATH character path to lsquowinepathrsquo binary file it is tried hard to get the informationautomatically if not given

Details

To run

1 Write a BUGS model in an ASCII file (hint use writemodel)

2 Go into R S-PLUS

3 Prepare the inputs for the bugs function and run it (see Example section)

4 A WinBUGS window will pop up and R S-PLUS will freeze up The model will now runin WinBUGS It might take awhile You will see things happening in the Log window withinWinBUGS When WinBUGS is done its window will close and R S-PLUS will work again

5 If an error message appears re-run with debug=TRUE

BUGS version support

WinBUGS 14 default

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

8 bugs

OpenBUGS 2 via argument program=OpenBUGS

Operation system support

MS Windows no problem

Linux Mac OS X and Unix in general possible with Wine emulation via useWINE=TRUE but only for WinBUGS 14

If useWINE=TRUE is used all paths (such as workingdirectory and modelfile mustbe given in native (Unix) style but workingdirectory can be given in Windows path style(eg ldquocProgram FilesWinBUGS14rdquo) or native (Unix) style (eg ldquopathtowinefolderdosdevicescProgramFilesWinBUGS14rdquo) This is done to achieve greatest portability with default argument value forworkingdirectory

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGScontaining the Markov Chain Monte Carlo output in the CODA format This is useful for directaccess with readbugs

If codaPkg=FALSE the following values are returned

nchains see Section lsquoArgumentsrsquo

niter see Section lsquoArgumentsrsquo

nburnin see Section lsquoArgumentsrsquo

nthin see Section lsquoArgumentsrsquo

nkeep number of iterations kept per chain (equal to (niter-nburnin) nthin)

nsims number of posterior simulations (equal to nchains nkeep)

simsarray 3-way array of simulation output with dimensions nkeep nchains and lengthof combined parameter vector

simslist list of simulated parameters for each scalar parameter a vector of length nsimsfor each vector parameter a 2-way array of simulations for each matrix parame-ter a 3-way array of simulations etc (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

simsmatrix matrix of simulation output with nchainsnkeep rows and one columnfor each element of each saved parameter (for convenience the nkeepnchainssimulations in simsmatrix and simslist (but NOT simsarray) have been ran-domly permuted)

summary summary statistics and convergence information for each saved parameter

mean a list of the estimated parameter means

sd a list of the estimated parameter standard deviations

median a list of the estimated parameter medians

rootshort names of argument parameterstosave and ldquodeviancerdquo

longshort indexes programming stuffdimensionshort

dimension of indexesshort

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

bugs 9

indexesshortindexes of rootshort

lastvalues list of simulations from the most recent iteration they can be used as startingpoints if you wish to run WinBUGS for further iterations

pD an estimate of the effective number of parameters for calculations see the sec-tion ldquoArgumentsrdquo

DIC mean(deviance) + pD

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

References

Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis 2nd editionCRC Press

Sturtz S Ligges U Gelman A (2005) R2WinBUGS A Package for Running WinBUGS fromR Journal of Statistical Software 12(3) 1-16

See Also

printbugs plotbugs as well as coda and BRugs packages

Examples

An example model file is given inmodelfile lt- systemfile(package=R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100)sigmatheta=runif(1 0 100))

or alternatively something like inits lt- list( list(theta=rnorm(J 0 90) mutheta=rnorm(1 0 90) sigmatheta=runif(1 0 90)) list(theta=rnorm(J 0 100) mutheta=rnorm(1 0 100) sigmatheta=runif(1 0 100))

10 bugsdata

list(theta=rnorm(J 0 110) mutheta=rnorm(1 0 110) sigmatheta=runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

Not run You may need to edit bugsdirectory also you need write access in the working directoryschoolssim lt- bugs(data inits parameters modelfile

nchains=3 niter=5000bugsdirectory=cProgram FilesWinBUGS14workingdirectory=NULL clearWD=TRUE)

print(schoolssim)plot(schoolssim) End(Not run)

bugsdata Writing input for WinBUGS

Description

Write file lsquodatatxtrsquo for WinBUGS to read - for internal use

Usage

bugsdata(data dir = getwd() digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the WinBUGS model or a vector or list of the names of the dataobjects used by the model

dir the directory to write the file lsquodatatxtrsquo to

digits number of significant digits used for WinBUGS input see formatC

Value

Nothing but as a side effect the data file lsquodatatxtrsquo is written

See Also

The main function to be called by the user is bugs

bugsinits 11

bugsinits Writing input for WinBUGS - intended for internal use only

Description

Write files lsquoinits1txtrsquo lsquoinits2txtrsquo etc in the working directory for WinBUGS to read - for internaluse

Usage

bugsinits(inits nchains digits)

Arguments

inits a list with nchains elements each element of the list is itself a list of startingvalues for the WinBUGS model or a function creating (possibly random) initialvalues

nchains number of Markov chains

digits number of significant digits used for WinBUGS input see formatC

Value

Nothing but as a side effect the inits files lsquoinitstxtrsquo are written

See Also

The main function to be called by the user is bugs

bugslog Read data from WinBUGS logfile

Description

Read data such as summary statistics and DIC information from the WinBUGS logfile

Usage

bugslog(file)

Arguments

file Location of the WinBUGS logfile

12 bugsplot

Details

In later releases of R2WinBUGS this function is considered to read the relevant data from the logfile rather than analysing and calculating the relevant data in R S-PLUS again

Value

A list with components

stats A matrix containing summary statistics for each saved parameter Comparableto the information in the element summary of a bugs object as returned bybugs

DIC A matrix containing the DIC statistics as returned from WinBUGS

See Also

The main function that generates the log file is bugs

bugsplot Plotting summary information - intended for internal use only

Description

Plotting summary information - intended for internal use

Usage

bugsplotsummary(sims )bugsplotinferences(sims displayparallel )

Arguments

sims an object of class lsquobugsrsquo see bugs for detailsdisplayparallel

display parallel intervals in both halves of the summary plots this is a convergence-monitoring tool and is not necessary once you have approximate convergence(default is FALSE)

further arguments to be passed to low-level plot functions

Details

bugsplotsummary (left hand side of plot) and bugsplotinferences (right hand sideof plot)

Value

Does not return anything but prints and plots as side-effects

bugsrun 13

See Also

The main function to be called by the user is plot see plotbugs for details

bugsrun Calling WinBUGS

Description

Updates the lengths of the adaptive phases in the WinBUGS registry (using bugsupdatesettings)calls WinBUGS and runs it with lsquoscripttxtrsquo - intended for internal use

Usage

bugsrun(nburnin bugsdirectoryuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

nburnin length of burn in

bugsdirectorydirectory that contains the WinBUGS executable

useWINE as in bugs meta function

WINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but has side effects as documented in bugsupdatesettings and calls WinBUGS

See Also

The main function to be called by the user is bugs

14 bugsscript

bugsscript Writes script for running WinBUGS

Description

Write file lsquoscripttxtrsquo for WinBUGS to read - intended for internal use

Usage

bugsscript(parameterstosave nchains niter nburnin nthinmodelfile debug=FALSE isinits bin DIC=FALSEuseWINE=Platform$OStype = windows newWINE=TRUE WINEPATH=NULL)

Arguments

parameterstosaveparameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

modelfile file containing the model written in WinBUGS code

debug if FALSE WinBUGS is closed automatically otherwise WinBUGS remainsopen for further investigation

isinits logical whether initial values are given by the user (TRUE) or have to be gener-ated by WinBUGS

bin number of iterations between saving of results

DIC logical if TRUE compute deviance pD and DIC automatically in WinBUGS

useWINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but as a side effect the script file lsquoscripttxtrsquo is written

See Also

The main function to be called by the user is bugs

bugssims 15

bugssims WinBUGS output reader

Description

Reads simulations from WinBUGS into R or S-PLUS formats them monitors convergence per-forms convergence checks and computes medians and quantiles - intended for internal use

Usage

bugssims(parameterstosave nchains niter nburnin nthinDIC = TRUE)

Argumentsparameterstosave

parameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

DIC calculation of DIC

Value

Returns the same values as bugs

See Also

The main function to be called by the user is bugs

bugsupdatesettingsAdjusting WinBUGS registry

Description

Adjusts WinBUGS registry - intended for internal use

Usage

bugsupdatesettings(nburnin bugsdirectory)

16 decodeparametername

Arguments

nburnin length of burn inbugsdirectory

directory that contains the WinBUGS executable

Details

Alter the adaptive phases in the WinBUGS updaters (in the lsquoBUGSSystemRsrcRegistryodcrsquofile where BUGS is map of installed WinBUGS) so that all adaptive updating is done during theburnin stage Otherwise WinBUGS will not report results if the burnin is less than a minimumvalue such as 500 or 4000 (depending on the model) Write permission on above mentioned file isneeded for this

Value

Nothing but as a side effect the registry file lsquoBUGSSystemRsrcRegistryodcrsquo is modified

See Also

The main function to be called by the user is bugs

decodeparameternameDecodes WinBUGS parameter names

Description

Decodes WinBUGS parameter names (eg beta[314] becomes beta with 2 indexes 3 and14) for use by the bugssims function - intended for internal use

Usage

decodeparametername(a)

Arguments

a one element of the first column of lsquocodaIndextxtrsquo

Value

list with elements

root name of parameter eg beta

dimension number of indexes eg 2

indexes indexes eg 3 and 14

given a == beta[3 14]

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

bugsinits 11

bugsinits Writing input for WinBUGS - intended for internal use only

Description

Write files lsquoinits1txtrsquo lsquoinits2txtrsquo etc in the working directory for WinBUGS to read - for internaluse

Usage

bugsinits(inits nchains digits)

Arguments

inits a list with nchains elements each element of the list is itself a list of startingvalues for the WinBUGS model or a function creating (possibly random) initialvalues

nchains number of Markov chains

digits number of significant digits used for WinBUGS input see formatC

Value

Nothing but as a side effect the inits files lsquoinitstxtrsquo are written

See Also

The main function to be called by the user is bugs

bugslog Read data from WinBUGS logfile

Description

Read data such as summary statistics and DIC information from the WinBUGS logfile

Usage

bugslog(file)

Arguments

file Location of the WinBUGS logfile

12 bugsplot

Details

In later releases of R2WinBUGS this function is considered to read the relevant data from the logfile rather than analysing and calculating the relevant data in R S-PLUS again

Value

A list with components

stats A matrix containing summary statistics for each saved parameter Comparableto the information in the element summary of a bugs object as returned bybugs

DIC A matrix containing the DIC statistics as returned from WinBUGS

See Also

The main function that generates the log file is bugs

bugsplot Plotting summary information - intended for internal use only

Description

Plotting summary information - intended for internal use

Usage

bugsplotsummary(sims )bugsplotinferences(sims displayparallel )

Arguments

sims an object of class lsquobugsrsquo see bugs for detailsdisplayparallel

display parallel intervals in both halves of the summary plots this is a convergence-monitoring tool and is not necessary once you have approximate convergence(default is FALSE)

further arguments to be passed to low-level plot functions

Details

bugsplotsummary (left hand side of plot) and bugsplotinferences (right hand sideof plot)

Value

Does not return anything but prints and plots as side-effects

bugsrun 13

See Also

The main function to be called by the user is plot see plotbugs for details

bugsrun Calling WinBUGS

Description

Updates the lengths of the adaptive phases in the WinBUGS registry (using bugsupdatesettings)calls WinBUGS and runs it with lsquoscripttxtrsquo - intended for internal use

Usage

bugsrun(nburnin bugsdirectoryuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

nburnin length of burn in

bugsdirectorydirectory that contains the WinBUGS executable

useWINE as in bugs meta function

WINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but has side effects as documented in bugsupdatesettings and calls WinBUGS

See Also

The main function to be called by the user is bugs

14 bugsscript

bugsscript Writes script for running WinBUGS

Description

Write file lsquoscripttxtrsquo for WinBUGS to read - intended for internal use

Usage

bugsscript(parameterstosave nchains niter nburnin nthinmodelfile debug=FALSE isinits bin DIC=FALSEuseWINE=Platform$OStype = windows newWINE=TRUE WINEPATH=NULL)

Arguments

parameterstosaveparameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

modelfile file containing the model written in WinBUGS code

debug if FALSE WinBUGS is closed automatically otherwise WinBUGS remainsopen for further investigation

isinits logical whether initial values are given by the user (TRUE) or have to be gener-ated by WinBUGS

bin number of iterations between saving of results

DIC logical if TRUE compute deviance pD and DIC automatically in WinBUGS

useWINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but as a side effect the script file lsquoscripttxtrsquo is written

See Also

The main function to be called by the user is bugs

bugssims 15

bugssims WinBUGS output reader

Description

Reads simulations from WinBUGS into R or S-PLUS formats them monitors convergence per-forms convergence checks and computes medians and quantiles - intended for internal use

Usage

bugssims(parameterstosave nchains niter nburnin nthinDIC = TRUE)

Argumentsparameterstosave

parameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

DIC calculation of DIC

Value

Returns the same values as bugs

See Also

The main function to be called by the user is bugs

bugsupdatesettingsAdjusting WinBUGS registry

Description

Adjusts WinBUGS registry - intended for internal use

Usage

bugsupdatesettings(nburnin bugsdirectory)

16 decodeparametername

Arguments

nburnin length of burn inbugsdirectory

directory that contains the WinBUGS executable

Details

Alter the adaptive phases in the WinBUGS updaters (in the lsquoBUGSSystemRsrcRegistryodcrsquofile where BUGS is map of installed WinBUGS) so that all adaptive updating is done during theburnin stage Otherwise WinBUGS will not report results if the burnin is less than a minimumvalue such as 500 or 4000 (depending on the model) Write permission on above mentioned file isneeded for this

Value

Nothing but as a side effect the registry file lsquoBUGSSystemRsrcRegistryodcrsquo is modified

See Also

The main function to be called by the user is bugs

decodeparameternameDecodes WinBUGS parameter names

Description

Decodes WinBUGS parameter names (eg beta[314] becomes beta with 2 indexes 3 and14) for use by the bugssims function - intended for internal use

Usage

decodeparametername(a)

Arguments

a one element of the first column of lsquocodaIndextxtrsquo

Value

list with elements

root name of parameter eg beta

dimension number of indexes eg 2

indexes indexes eg 3 and 14

given a == beta[3 14]

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

12 bugsplot

Details

In later releases of R2WinBUGS this function is considered to read the relevant data from the logfile rather than analysing and calculating the relevant data in R S-PLUS again

Value

A list with components

stats A matrix containing summary statistics for each saved parameter Comparableto the information in the element summary of a bugs object as returned bybugs

DIC A matrix containing the DIC statistics as returned from WinBUGS

See Also

The main function that generates the log file is bugs

bugsplot Plotting summary information - intended for internal use only

Description

Plotting summary information - intended for internal use

Usage

bugsplotsummary(sims )bugsplotinferences(sims displayparallel )

Arguments

sims an object of class lsquobugsrsquo see bugs for detailsdisplayparallel

display parallel intervals in both halves of the summary plots this is a convergence-monitoring tool and is not necessary once you have approximate convergence(default is FALSE)

further arguments to be passed to low-level plot functions

Details

bugsplotsummary (left hand side of plot) and bugsplotinferences (right hand sideof plot)

Value

Does not return anything but prints and plots as side-effects

bugsrun 13

See Also

The main function to be called by the user is plot see plotbugs for details

bugsrun Calling WinBUGS

Description

Updates the lengths of the adaptive phases in the WinBUGS registry (using bugsupdatesettings)calls WinBUGS and runs it with lsquoscripttxtrsquo - intended for internal use

Usage

bugsrun(nburnin bugsdirectoryuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

nburnin length of burn in

bugsdirectorydirectory that contains the WinBUGS executable

useWINE as in bugs meta function

WINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but has side effects as documented in bugsupdatesettings and calls WinBUGS

See Also

The main function to be called by the user is bugs

14 bugsscript

bugsscript Writes script for running WinBUGS

Description

Write file lsquoscripttxtrsquo for WinBUGS to read - intended for internal use

Usage

bugsscript(parameterstosave nchains niter nburnin nthinmodelfile debug=FALSE isinits bin DIC=FALSEuseWINE=Platform$OStype = windows newWINE=TRUE WINEPATH=NULL)

Arguments

parameterstosaveparameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

modelfile file containing the model written in WinBUGS code

debug if FALSE WinBUGS is closed automatically otherwise WinBUGS remainsopen for further investigation

isinits logical whether initial values are given by the user (TRUE) or have to be gener-ated by WinBUGS

bin number of iterations between saving of results

DIC logical if TRUE compute deviance pD and DIC automatically in WinBUGS

useWINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but as a side effect the script file lsquoscripttxtrsquo is written

See Also

The main function to be called by the user is bugs

bugssims 15

bugssims WinBUGS output reader

Description

Reads simulations from WinBUGS into R or S-PLUS formats them monitors convergence per-forms convergence checks and computes medians and quantiles - intended for internal use

Usage

bugssims(parameterstosave nchains niter nburnin nthinDIC = TRUE)

Argumentsparameterstosave

parameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

DIC calculation of DIC

Value

Returns the same values as bugs

See Also

The main function to be called by the user is bugs

bugsupdatesettingsAdjusting WinBUGS registry

Description

Adjusts WinBUGS registry - intended for internal use

Usage

bugsupdatesettings(nburnin bugsdirectory)

16 decodeparametername

Arguments

nburnin length of burn inbugsdirectory

directory that contains the WinBUGS executable

Details

Alter the adaptive phases in the WinBUGS updaters (in the lsquoBUGSSystemRsrcRegistryodcrsquofile where BUGS is map of installed WinBUGS) so that all adaptive updating is done during theburnin stage Otherwise WinBUGS will not report results if the burnin is less than a minimumvalue such as 500 or 4000 (depending on the model) Write permission on above mentioned file isneeded for this

Value

Nothing but as a side effect the registry file lsquoBUGSSystemRsrcRegistryodcrsquo is modified

See Also

The main function to be called by the user is bugs

decodeparameternameDecodes WinBUGS parameter names

Description

Decodes WinBUGS parameter names (eg beta[314] becomes beta with 2 indexes 3 and14) for use by the bugssims function - intended for internal use

Usage

decodeparametername(a)

Arguments

a one element of the first column of lsquocodaIndextxtrsquo

Value

list with elements

root name of parameter eg beta

dimension number of indexes eg 2

indexes indexes eg 3 and 14

given a == beta[3 14]

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

bugsrun 13

See Also

The main function to be called by the user is plot see plotbugs for details

bugsrun Calling WinBUGS

Description

Updates the lengths of the adaptive phases in the WinBUGS registry (using bugsupdatesettings)calls WinBUGS and runs it with lsquoscripttxtrsquo - intended for internal use

Usage

bugsrun(nburnin bugsdirectoryuseWINE=Platform$OStype = windows WINE=NULLnewWINE=TRUE WINEPATH=NULL)

Arguments

nburnin length of burn in

bugsdirectorydirectory that contains the WinBUGS executable

useWINE as in bugs meta function

WINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but has side effects as documented in bugsupdatesettings and calls WinBUGS

See Also

The main function to be called by the user is bugs

14 bugsscript

bugsscript Writes script for running WinBUGS

Description

Write file lsquoscripttxtrsquo for WinBUGS to read - intended for internal use

Usage

bugsscript(parameterstosave nchains niter nburnin nthinmodelfile debug=FALSE isinits bin DIC=FALSEuseWINE=Platform$OStype = windows newWINE=TRUE WINEPATH=NULL)

Arguments

parameterstosaveparameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

modelfile file containing the model written in WinBUGS code

debug if FALSE WinBUGS is closed automatically otherwise WinBUGS remainsopen for further investigation

isinits logical whether initial values are given by the user (TRUE) or have to be gener-ated by WinBUGS

bin number of iterations between saving of results

DIC logical if TRUE compute deviance pD and DIC automatically in WinBUGS

useWINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but as a side effect the script file lsquoscripttxtrsquo is written

See Also

The main function to be called by the user is bugs

bugssims 15

bugssims WinBUGS output reader

Description

Reads simulations from WinBUGS into R or S-PLUS formats them monitors convergence per-forms convergence checks and computes medians and quantiles - intended for internal use

Usage

bugssims(parameterstosave nchains niter nburnin nthinDIC = TRUE)

Argumentsparameterstosave

parameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

DIC calculation of DIC

Value

Returns the same values as bugs

See Also

The main function to be called by the user is bugs

bugsupdatesettingsAdjusting WinBUGS registry

Description

Adjusts WinBUGS registry - intended for internal use

Usage

bugsupdatesettings(nburnin bugsdirectory)

16 decodeparametername

Arguments

nburnin length of burn inbugsdirectory

directory that contains the WinBUGS executable

Details

Alter the adaptive phases in the WinBUGS updaters (in the lsquoBUGSSystemRsrcRegistryodcrsquofile where BUGS is map of installed WinBUGS) so that all adaptive updating is done during theburnin stage Otherwise WinBUGS will not report results if the burnin is less than a minimumvalue such as 500 or 4000 (depending on the model) Write permission on above mentioned file isneeded for this

Value

Nothing but as a side effect the registry file lsquoBUGSSystemRsrcRegistryodcrsquo is modified

See Also

The main function to be called by the user is bugs

decodeparameternameDecodes WinBUGS parameter names

Description

Decodes WinBUGS parameter names (eg beta[314] becomes beta with 2 indexes 3 and14) for use by the bugssims function - intended for internal use

Usage

decodeparametername(a)

Arguments

a one element of the first column of lsquocodaIndextxtrsquo

Value

list with elements

root name of parameter eg beta

dimension number of indexes eg 2

indexes indexes eg 3 and 14

given a == beta[3 14]

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

14 bugsscript

bugsscript Writes script for running WinBUGS

Description

Write file lsquoscripttxtrsquo for WinBUGS to read - intended for internal use

Usage

bugsscript(parameterstosave nchains niter nburnin nthinmodelfile debug=FALSE isinits bin DIC=FALSEuseWINE=Platform$OStype = windows newWINE=TRUE WINEPATH=NULL)

Arguments

parameterstosaveparameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

modelfile file containing the model written in WinBUGS code

debug if FALSE WinBUGS is closed automatically otherwise WinBUGS remainsopen for further investigation

isinits logical whether initial values are given by the user (TRUE) or have to be gener-ated by WinBUGS

bin number of iterations between saving of results

DIC logical if TRUE compute deviance pD and DIC automatically in WinBUGS

useWINE as in bugs meta function

newWINE as in bugs meta function

WINEPATH as in bugs meta function

Value

Nothing but as a side effect the script file lsquoscripttxtrsquo is written

See Also

The main function to be called by the user is bugs

bugssims 15

bugssims WinBUGS output reader

Description

Reads simulations from WinBUGS into R or S-PLUS formats them monitors convergence per-forms convergence checks and computes medians and quantiles - intended for internal use

Usage

bugssims(parameterstosave nchains niter nburnin nthinDIC = TRUE)

Argumentsparameterstosave

parameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

DIC calculation of DIC

Value

Returns the same values as bugs

See Also

The main function to be called by the user is bugs

bugsupdatesettingsAdjusting WinBUGS registry

Description

Adjusts WinBUGS registry - intended for internal use

Usage

bugsupdatesettings(nburnin bugsdirectory)

16 decodeparametername

Arguments

nburnin length of burn inbugsdirectory

directory that contains the WinBUGS executable

Details

Alter the adaptive phases in the WinBUGS updaters (in the lsquoBUGSSystemRsrcRegistryodcrsquofile where BUGS is map of installed WinBUGS) so that all adaptive updating is done during theburnin stage Otherwise WinBUGS will not report results if the burnin is less than a minimumvalue such as 500 or 4000 (depending on the model) Write permission on above mentioned file isneeded for this

Value

Nothing but as a side effect the registry file lsquoBUGSSystemRsrcRegistryodcrsquo is modified

See Also

The main function to be called by the user is bugs

decodeparameternameDecodes WinBUGS parameter names

Description

Decodes WinBUGS parameter names (eg beta[314] becomes beta with 2 indexes 3 and14) for use by the bugssims function - intended for internal use

Usage

decodeparametername(a)

Arguments

a one element of the first column of lsquocodaIndextxtrsquo

Value

list with elements

root name of parameter eg beta

dimension number of indexes eg 2

indexes indexes eg 3 and 14

given a == beta[3 14]

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

bugssims 15

bugssims WinBUGS output reader

Description

Reads simulations from WinBUGS into R or S-PLUS formats them monitors convergence per-forms convergence checks and computes medians and quantiles - intended for internal use

Usage

bugssims(parameterstosave nchains niter nburnin nthinDIC = TRUE)

Argumentsparameterstosave

parameters that should be monitored

nchains number of Markov chains

niter number of total iterations (including burn in)

nburnin length of burn in

nthin size of thinning parameter

DIC calculation of DIC

Value

Returns the same values as bugs

See Also

The main function to be called by the user is bugs

bugsupdatesettingsAdjusting WinBUGS registry

Description

Adjusts WinBUGS registry - intended for internal use

Usage

bugsupdatesettings(nburnin bugsdirectory)

16 decodeparametername

Arguments

nburnin length of burn inbugsdirectory

directory that contains the WinBUGS executable

Details

Alter the adaptive phases in the WinBUGS updaters (in the lsquoBUGSSystemRsrcRegistryodcrsquofile where BUGS is map of installed WinBUGS) so that all adaptive updating is done during theburnin stage Otherwise WinBUGS will not report results if the burnin is less than a minimumvalue such as 500 or 4000 (depending on the model) Write permission on above mentioned file isneeded for this

Value

Nothing but as a side effect the registry file lsquoBUGSSystemRsrcRegistryodcrsquo is modified

See Also

The main function to be called by the user is bugs

decodeparameternameDecodes WinBUGS parameter names

Description

Decodes WinBUGS parameter names (eg beta[314] becomes beta with 2 indexes 3 and14) for use by the bugssims function - intended for internal use

Usage

decodeparametername(a)

Arguments

a one element of the first column of lsquocodaIndextxtrsquo

Value

list with elements

root name of parameter eg beta

dimension number of indexes eg 2

indexes indexes eg 3 and 14

given a == beta[3 14]

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

16 decodeparametername

Arguments

nburnin length of burn inbugsdirectory

directory that contains the WinBUGS executable

Details

Alter the adaptive phases in the WinBUGS updaters (in the lsquoBUGSSystemRsrcRegistryodcrsquofile where BUGS is map of installed WinBUGS) so that all adaptive updating is done during theburnin stage Otherwise WinBUGS will not report results if the burnin is less than a minimumvalue such as 500 or 4000 (depending on the model) Write permission on above mentioned file isneeded for this

Value

Nothing but as a side effect the registry file lsquoBUGSSystemRsrcRegistryodcrsquo is modified

See Also

The main function to be called by the user is bugs

decodeparameternameDecodes WinBUGS parameter names

Description

Decodes WinBUGS parameter names (eg beta[314] becomes beta with 2 indexes 3 and14) for use by the bugssims function - intended for internal use

Usage

decodeparametername(a)

Arguments

a one element of the first column of lsquocodaIndextxtrsquo

Value

list with elements

root name of parameter eg beta

dimension number of indexes eg 2

indexes indexes eg 3 and 14

given a == beta[3 14]

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

monitor 17

See Also

The main function to be called by the user is bugs

monitor Special summary statistics

Description

Special summary statistics of the WinBUGS output - intended for internal use

Usage

monitor(a nchains trans = NULL keepall = FALSE Rupperkeep = FALSE)convpar(x nchains Rupperkeep = TRUE)

Arguments

x

a a n m k array m sequences of length n k variables measurednchains number of Markov chainstrans a vector of length k if no transformation or log or logit (If trans is

NULL it will be set to log for parameters that are all-positive and 0 otherwise)keepall if FALSE (default) first half of a will be discardedRupperkeep if FALSE donrsquot return Rupper

Details

See the well documented code for details

Value

for monitor

output list of meansd quantiles (25255075975) Rhat ifnchainsgt1 Rupper if (Rupperkeep == TRUE) ampamp (nchainsgt 1) and neff if nchains gt 1

quantiles emipirical quantiles of simulated sequencesconfshrink estimated potential scale reduction (that would be achieved by continuing sim-

ulations forever) has two components an estimate and an approx 975 upperbound

neff effective sample size mnmin(sigmahat^2B1) This is a crude mea-sure of sample size because it relies on the between variance B which can onlybe estimated with m degrees of freedom

See Also

The main function to be called by the user is bugs

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

18 openbugs

openbugs Wrapper to run OpenBUGS

Description

The openbugs function takes data and starting values as input It automatically calls the packageBRugs and runs something similar to BRugsFit Not available in S-PLUS

Usage

openbugs(data inits parameterstosavemodelfile = modeltxt nchains = 3 niter = 2000nburnin = floor(niter2)nthin = max(1 floor(nchains (niter - nburnin) 1000))DIC = TRUE bugsdirectory = cProgram FilesOpenBUGSworkingdirectory = NULL digits = 5)

Arguments

data either a named list (names corresponding to variable names in the modelfile)of the data for the OpenBUGS model or a vector or list of the names of the dataobjects used by the model If data = datatxt it is assumed that datahave already been written to the working directory in a file called lsquodatatxtrsquo egby the function bugsdata

inits a list with nchains elements each element of the list is itself a list of start-ing values for the OpenBUGS model or a function creating (possibly random)initial values Alternatively if inits are missing or inits = NULL initialvalues are generated by OpenBUGS

parameterstosavecharacter vector of the names of the parameters to save which should be moni-tored

modelfile file containing the model written in OpenBUGS code The extension can beeither lsquobugrsquo or lsquotxtrsquo If lsquobugrsquo a copy of the file with extension lsquotxtrsquo will becreated in the bugs() call and removed afterwards Note that similarly namedlsquotxtrsquo files will be overwritten

nchains number of Markov chains (default 3)

niter number of total iterations per chain (including burn in default 2000)

nburnin length of burn in ie number of iterations to discard at the beginning Defaultis niter2 that is discarding the first half of the simulations

nthin thinning rate Must be a positive integer Set nthin gt 1 to save memory andcomputation time if niter is large Default is max(1 floor(nchains

(niter-nburnin) 1000)) which will only thin if there are atleast 2000 simulations

DIC logical if TRUE (default) compute deviance pD and DIC This is done inBRugs directly

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

openbugs 19

digits number of significant digits used for OpenBUGS input see formatCbugsdirectory

directory that contains the OpenBUGS executable - currently unusedworkingdirectory

sets working directory during execution of this function WinBUGS in- andoutput will be stored in this directory if NULL the current working directory ischosen

Value

A bugs object

Author(s)

Andrew Gelman 〈gelmanstatcolumbiaedu〉 httpwwwstatcolumbiaedu~gelmanbugsR modifications and packaged by Sibylle Sturtz 〈sturtzstatistikuni-dortmundde〉 andUwe Ligges

See Also

bugs and the BRugs package

Examples

An example model file is given inmodelfile lt- systemfile(package = R2WinBUGS model schoolstxt) Lets take a lookfileshow(modelfile)

Some example data (see schools for details)data(schools)schools

J lt- nrow(schools)y lt- schools$estimatesigmay lt- schools$sddata lt- list (J y sigmay)inits lt- function()

list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100)sigmatheta = runif(1 0 100))

or alternatively something like inits lt- list( list(theta = rnorm(J 0 90) mutheta = rnorm(1 0 90) sigmatheta = runif(1 0 90)) list(theta = rnorm(J 0 100) mutheta = rnorm(1 0 100) sigmatheta = runif(1 0 100)) list(theta = rnorm(J 0 110) mutheta = rnorm(1 0 110) sigmatheta = runif(1 0 110)))

parameters lt- c(theta mutheta sigmatheta)

20 printbugs

Not run both write access in the working directory and package BRugs requiredschoolssim lt- bugs(data inits parameters modelfile

nchains = 3 niter = 5000program = openbugs workingdirectory = NULL)

print(schoolssim)plot(schoolssim) End(Not run)

plotbugs Plotting a bugs object

Description

Plotting a bugs object

Usage

S3 method for class bugsplot(x displayparallel = FALSE )

Arguments

x an object of class lsquobugsrsquo see bugs for detailsdisplayparallel

display parallel intervals in both halves of the summary plots this is a convergence-monitoring tool and is not necessary once you have approximate convergence(default is FALSE)

further arguments to plot

See Also

bugs

printbugs Printing a bugs object

Description

Printing a bugs object

Usage

S3 method for class bugsprint(x digitssummary = 1 )

readbugs 21

Arguments

x an object of class lsquobugsrsquo see bugs for details

digitssummaryrounding for tabular output on the console (default is to round to 1 decimalplace)

further arguments to print

See Also

bugs

readbugs Read output files in CODA format

Description

This function reads Markov Chain Monte Carlo output in the CODA format produced by WinBUGSand returns an object of class mcmclist for further output analysis using the coda package

Usage

readbugs(codafiles )

Arguments

codafiles character vector of filenames (eg returned from bugs in call such as bugs(codaPkg=TRUE )) Each of the files contains coda output for onechain produced by WinBUGS the directory name of the corresponding filelsquocodaIndextxtrsquo is extracted from the first element of codafiles

further arguments to be passed to readcoda

See Also

bugs readcoda mcmclist

22 writedatafile

schools 8 schools analysis

Description

8 schools analysis

Usage

data(schools)

Format

A data frame with 8 observations on the following 3 variables

school See Source

estimate See Source

sd See Source

Source

Rubin DB (1981) Estimation in Parallel Randomized Experiments Journal of EducationalStatistics 6(4) 377-400

Section 55 of Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis2nd edition CRC Press

writedatafile Write data for WinBUGS

Description

Write data in files that can be read by WinBUGS - intended for internal use

Usage

writedatafile(datalist towhere fill = TRUE)formatdata(datalist)

Arguments

datalist a list to be written into an appropriate structure

towhere the name of the file which the data are to be written to

fill see cat defaults to TRUE

writemodel 23

Valuedatalisttofile

A structure appropriate to be read in by WinBUGS

See Also

The main function to be called by the user is bugs

writemodel Creating a WinBUGS model file

Description

Convert R S-PLUS function to a WinBUGS model file

Usage

writemodel(model con = modelbug)

Arguments

model R S-PLUS function containing the BUGS model in the BUGS model languagefor minor differences see Section Details

con passed to writeLines which actually writes the model file

Details

BUGS models follow closely S syntax It is teherfore possible to write most BUGS models as Rfunctions

As a difference BUGS syntax allows truncation specification like this dnorm() I()but this is illegal in R and S-PLUS To overcome this incompatibility use dummy operator _before I() dnorm() _ I() The dummy operator _ will be removedbefore the BUGS code is saved

In S-PLUS a warning is generated when the model function is defined if the last statement in themodel is an assignment To avoid this warning add the line invisible() to the end of the modeldefinition This line will be removed before the BUGS code is saved

Value

Nothing but as a side effect the model file is written

Author(s)

original idea by Jouni Kerman modified by Uwe Ligges

See Also

bugs

24 writemodel

Examples

Same schoolsmodel that is used in the examples in bugsschoolsmodel lt- function()

for (j in 1J)y[j] ~ dnorm (theta[j] tauy[j])theta[j] ~ dnorm (mutheta tautheta)tauy[j] lt- pow(sigmay[j] -2)

mutheta ~ dnorm (00 10E-6)tautheta lt- pow(sigmatheta -2)sigmatheta ~ dunif (0 1000)

if (isR()) for R some temporary filenamefilename lt- filepath(tempdir() schoolsmodelbug)

else for S-PLUS put the file in the working directoryfilename lt- schoolsmodelbug

write model filewritemodel(schoolsmodel filename) and lets take a lookfileshow(filename)

Index

lowastTopic IObugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic datasetsschools 21

lowastTopic dataattachall 3

lowastTopic filebugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic hplotplotbugs 19

lowastTopic interfaceasbugsarray 2bugs 5openbugs 17

lowastTopic internalbugsdata 9bugsinits 10bugsplot 11bugsrun 12bugsscript 13bugssims 14bugsupdatesettings 14decodeparametername 15monitor 16writedatafile 21

lowastTopic manipasbugsarray 2

lowastTopic modelsbugs 5openbugs 17

lowastTopic packageR2WinBUGS-package 2

lowastTopic printprintbugs 19

asbugsarray 2attach 3 4attachall 3attachbugs (attachall) 3

BRugsFit 17bugs 2ndash4 5 10ndash16 18ndash20 22bugsdata 6 9 17bugsinits 10bugslog 11bugsplot 11bugsrun 12bugsscript 13bugssims 14 15bugsupdatesettings 12 13 14

cat 21convpar (monitor) 16

decodeparametername 15detach 4detachall (attachall) 3detachbugs (attachall) 3

environment 4

formatC 6 10 18formatdata (writedatafile) 21

mcmclist 20monitor 16

25

26 INDEX

openbugs 3 6 17

plot 19plotbugs 2 9 12 19print 20printbugs 2 9 19

R2WinBUGS (R2WinBUGS-package) 2R2WinBUGS-package 2readbugs 6 7 20readcoda 20

schools 21

writedatafile 21writemodel 2 7 22writeLines 22

• R2WinBUGS-package
• asbugsarray
• attachall
• bugs
• bugsdata
• bugsinits
• bugslog
• bugsplot
• bugsrun
• bugsscript
• bugssims
• bugsupdatesettings
• decodeparametername
• monitor
• openbugs
• plotbugs
• printbugs
• readbugs
• schools
• writedatafile
• writemodel
• Index

readbugs 21

Arguments

x an object of class lsquobugsrsquo see bugs for details

digitssummaryrounding for tabular output on the console (default is to round to 1 decimalplace)

further arguments to print

See Also

bugs

readbugs Read output files in CODA format

Description

This function reads Markov Chain Monte Carlo output in the CODA format produced by WinBUGSand returns an object of class mcmclist for further output analysis using the coda package

Usage

readbugs(codafiles )

Arguments

codafiles character vector of filenames (eg returned from bugs in call such as bugs(codaPkg=TRUE )) Each of the files contains coda output for onechain produced by WinBUGS the directory name of the corresponding filelsquocodaIndextxtrsquo is extracted from the first element of codafiles

further arguments to be passed to readcoda

See Also

bugs readcoda mcmclist

22 writedatafile

schools 8 schools analysis

Description

8 schools analysis

Usage

data(schools)

Format

A data frame with 8 observations on the following 3 variables

school See Source

estimate See Source

sd See Source

Source

Rubin DB (1981) Estimation in Parallel Randomized Experiments Journal of EducationalStatistics 6(4) 377-400

Section 55 of Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis2nd edition CRC Press

writedatafile Write data for WinBUGS

Description

Write data in files that can be read by WinBUGS - intended for internal use

Usage

writedatafile(datalist towhere fill = TRUE)formatdata(datalist)

Arguments

datalist a list to be written into an appropriate structure

towhere the name of the file which the data are to be written to

fill see cat defaults to TRUE

writemodel 23

Valuedatalisttofile

A structure appropriate to be read in by WinBUGS

See Also

The main function to be called by the user is bugs

writemodel Creating a WinBUGS model file

Description

Convert R S-PLUS function to a WinBUGS model file

Usage

writemodel(model con = modelbug)

Arguments

model R S-PLUS function containing the BUGS model in the BUGS model languagefor minor differences see Section Details

con passed to writeLines which actually writes the model file

Details

BUGS models follow closely S syntax It is teherfore possible to write most BUGS models as Rfunctions

As a difference BUGS syntax allows truncation specification like this dnorm() I()but this is illegal in R and S-PLUS To overcome this incompatibility use dummy operator _before I() dnorm() _ I() The dummy operator _ will be removedbefore the BUGS code is saved

In S-PLUS a warning is generated when the model function is defined if the last statement in themodel is an assignment To avoid this warning add the line invisible() to the end of the modeldefinition This line will be removed before the BUGS code is saved

Value

Nothing but as a side effect the model file is written

Author(s)

original idea by Jouni Kerman modified by Uwe Ligges

See Also

bugs

24 writemodel

Examples

Same schoolsmodel that is used in the examples in bugsschoolsmodel lt- function()

for (j in 1J)y[j] ~ dnorm (theta[j] tauy[j])theta[j] ~ dnorm (mutheta tautheta)tauy[j] lt- pow(sigmay[j] -2)

mutheta ~ dnorm (00 10E-6)tautheta lt- pow(sigmatheta -2)sigmatheta ~ dunif (0 1000)

if (isR()) for R some temporary filenamefilename lt- filepath(tempdir() schoolsmodelbug)

else for S-PLUS put the file in the working directoryfilename lt- schoolsmodelbug

write model filewritemodel(schoolsmodel filename) and lets take a lookfileshow(filename)

Index

lowastTopic IObugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic datasetsschools 21

lowastTopic dataattachall 3

lowastTopic filebugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic hplotplotbugs 19

lowastTopic interfaceasbugsarray 2bugs 5openbugs 17

lowastTopic internalbugsdata 9bugsinits 10bugsplot 11bugsrun 12bugsscript 13bugssims 14bugsupdatesettings 14decodeparametername 15monitor 16writedatafile 21

lowastTopic manipasbugsarray 2

lowastTopic modelsbugs 5openbugs 17

lowastTopic packageR2WinBUGS-package 2

lowastTopic printprintbugs 19

asbugsarray 2attach 3 4attachall 3attachbugs (attachall) 3

BRugsFit 17bugs 2ndash4 5 10ndash16 18ndash20 22bugsdata 6 9 17bugsinits 10bugslog 11bugsplot 11bugsrun 12bugsscript 13bugssims 14 15bugsupdatesettings 12 13 14

cat 21convpar (monitor) 16

decodeparametername 15detach 4detachall (attachall) 3detachbugs (attachall) 3

environment 4

formatC 6 10 18formatdata (writedatafile) 21

mcmclist 20monitor 16

25

26 INDEX

openbugs 3 6 17

plot 19plotbugs 2 9 12 19print 20printbugs 2 9 19

R2WinBUGS (R2WinBUGS-package) 2R2WinBUGS-package 2readbugs 6 7 20readcoda 20

schools 21

writedatafile 21writemodel 2 7 22writeLines 22

• R2WinBUGS-package
• asbugsarray
• attachall
• bugs
• bugsdata
• bugsinits
• bugslog
• bugsplot
• bugsrun
• bugsscript
• bugssims
• bugsupdatesettings
• decodeparametername
• monitor
• openbugs
• plotbugs
• printbugs
• readbugs
• schools
• writedatafile
• writemodel
• Index

22 writedatafile

schools 8 schools analysis

Description

8 schools analysis

Usage

data(schools)

Format

A data frame with 8 observations on the following 3 variables

school See Source

estimate See Source

sd See Source

Source

Rubin DB (1981) Estimation in Parallel Randomized Experiments Journal of EducationalStatistics 6(4) 377-400

Section 55 of Gelman A Carlin JB Stern HS Rubin DB (2003) Bayesian Data Analysis2nd edition CRC Press

writedatafile Write data for WinBUGS

Description

Write data in files that can be read by WinBUGS - intended for internal use

Usage

writedatafile(datalist towhere fill = TRUE)formatdata(datalist)

Arguments

datalist a list to be written into an appropriate structure

towhere the name of the file which the data are to be written to

fill see cat defaults to TRUE

writemodel 23

Valuedatalisttofile

A structure appropriate to be read in by WinBUGS

See Also

The main function to be called by the user is bugs

writemodel Creating a WinBUGS model file

Description

Convert R S-PLUS function to a WinBUGS model file

Usage

writemodel(model con = modelbug)

Arguments

model R S-PLUS function containing the BUGS model in the BUGS model languagefor minor differences see Section Details

con passed to writeLines which actually writes the model file

Details

BUGS models follow closely S syntax It is teherfore possible to write most BUGS models as Rfunctions

As a difference BUGS syntax allows truncation specification like this dnorm() I()but this is illegal in R and S-PLUS To overcome this incompatibility use dummy operator _before I() dnorm() _ I() The dummy operator _ will be removedbefore the BUGS code is saved

In S-PLUS a warning is generated when the model function is defined if the last statement in themodel is an assignment To avoid this warning add the line invisible() to the end of the modeldefinition This line will be removed before the BUGS code is saved

Value

Nothing but as a side effect the model file is written

Author(s)

original idea by Jouni Kerman modified by Uwe Ligges

See Also

bugs

24 writemodel

Examples

Same schoolsmodel that is used in the examples in bugsschoolsmodel lt- function()

for (j in 1J)y[j] ~ dnorm (theta[j] tauy[j])theta[j] ~ dnorm (mutheta tautheta)tauy[j] lt- pow(sigmay[j] -2)

mutheta ~ dnorm (00 10E-6)tautheta lt- pow(sigmatheta -2)sigmatheta ~ dunif (0 1000)

if (isR()) for R some temporary filenamefilename lt- filepath(tempdir() schoolsmodelbug)

else for S-PLUS put the file in the working directoryfilename lt- schoolsmodelbug

write model filewritemodel(schoolsmodel filename) and lets take a lookfileshow(filename)

Index

lowastTopic IObugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic datasetsschools 21

lowastTopic dataattachall 3

lowastTopic filebugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic hplotplotbugs 19

lowastTopic interfaceasbugsarray 2bugs 5openbugs 17

lowastTopic internalbugsdata 9bugsinits 10bugsplot 11bugsrun 12bugsscript 13bugssims 14bugsupdatesettings 14decodeparametername 15monitor 16writedatafile 21

lowastTopic manipasbugsarray 2

lowastTopic modelsbugs 5openbugs 17

lowastTopic packageR2WinBUGS-package 2

lowastTopic printprintbugs 19

asbugsarray 2attach 3 4attachall 3attachbugs (attachall) 3

BRugsFit 17bugs 2ndash4 5 10ndash16 18ndash20 22bugsdata 6 9 17bugsinits 10bugslog 11bugsplot 11bugsrun 12bugsscript 13bugssims 14 15bugsupdatesettings 12 13 14

cat 21convpar (monitor) 16

decodeparametername 15detach 4detachall (attachall) 3detachbugs (attachall) 3

environment 4

formatC 6 10 18formatdata (writedatafile) 21

mcmclist 20monitor 16

25

26 INDEX

openbugs 3 6 17

plot 19plotbugs 2 9 12 19print 20printbugs 2 9 19

R2WinBUGS (R2WinBUGS-package) 2R2WinBUGS-package 2readbugs 6 7 20readcoda 20

schools 21

writedatafile 21writemodel 2 7 22writeLines 22

• R2WinBUGS-package
• asbugsarray
• attachall
• bugs
• bugsdata
• bugsinits
• bugslog
• bugsplot
• bugsrun
• bugsscript
• bugssims
• bugsupdatesettings
• decodeparametername
• monitor
• openbugs
• plotbugs
• printbugs
• readbugs
• schools
• writedatafile
• writemodel
• Index

writemodel 23

Valuedatalisttofile

A structure appropriate to be read in by WinBUGS

See Also

The main function to be called by the user is bugs

writemodel Creating a WinBUGS model file

Description

Convert R S-PLUS function to a WinBUGS model file

Usage

writemodel(model con = modelbug)

Arguments

model R S-PLUS function containing the BUGS model in the BUGS model languagefor minor differences see Section Details

con passed to writeLines which actually writes the model file

Details

BUGS models follow closely S syntax It is teherfore possible to write most BUGS models as Rfunctions

As a difference BUGS syntax allows truncation specification like this dnorm() I()but this is illegal in R and S-PLUS To overcome this incompatibility use dummy operator _before I() dnorm() _ I() The dummy operator _ will be removedbefore the BUGS code is saved

In S-PLUS a warning is generated when the model function is defined if the last statement in themodel is an assignment To avoid this warning add the line invisible() to the end of the modeldefinition This line will be removed before the BUGS code is saved

Value

Nothing but as a side effect the model file is written

Author(s)

original idea by Jouni Kerman modified by Uwe Ligges

See Also

bugs

24 writemodel

Examples

Same schoolsmodel that is used in the examples in bugsschoolsmodel lt- function()

for (j in 1J)y[j] ~ dnorm (theta[j] tauy[j])theta[j] ~ dnorm (mutheta tautheta)tauy[j] lt- pow(sigmay[j] -2)

mutheta ~ dnorm (00 10E-6)tautheta lt- pow(sigmatheta -2)sigmatheta ~ dunif (0 1000)

if (isR()) for R some temporary filenamefilename lt- filepath(tempdir() schoolsmodelbug)

else for S-PLUS put the file in the working directoryfilename lt- schoolsmodelbug

write model filewritemodel(schoolsmodel filename) and lets take a lookfileshow(filename)

Index

lowastTopic IObugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic datasetsschools 21

lowastTopic dataattachall 3

lowastTopic filebugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic hplotplotbugs 19

lowastTopic interfaceasbugsarray 2bugs 5openbugs 17

lowastTopic internalbugsdata 9bugsinits 10bugsplot 11bugsrun 12bugsscript 13bugssims 14bugsupdatesettings 14decodeparametername 15monitor 16writedatafile 21

lowastTopic manipasbugsarray 2

lowastTopic modelsbugs 5openbugs 17

lowastTopic packageR2WinBUGS-package 2

lowastTopic printprintbugs 19

asbugsarray 2attach 3 4attachall 3attachbugs (attachall) 3

BRugsFit 17bugs 2ndash4 5 10ndash16 18ndash20 22bugsdata 6 9 17bugsinits 10bugslog 11bugsplot 11bugsrun 12bugsscript 13bugssims 14 15bugsupdatesettings 12 13 14

cat 21convpar (monitor) 16

decodeparametername 15detach 4detachall (attachall) 3detachbugs (attachall) 3

environment 4

formatC 6 10 18formatdata (writedatafile) 21

mcmclist 20monitor 16

25

26 INDEX

openbugs 3 6 17

plot 19plotbugs 2 9 12 19print 20printbugs 2 9 19

R2WinBUGS (R2WinBUGS-package) 2R2WinBUGS-package 2readbugs 6 7 20readcoda 20

schools 21

writedatafile 21writemodel 2 7 22writeLines 22

• R2WinBUGS-package
• asbugsarray
• attachall
• bugs
• bugsdata
• bugsinits
• bugslog
• bugsplot
• bugsrun
• bugsscript
• bugssims
• bugsupdatesettings
• decodeparametername
• monitor
• openbugs
• plotbugs
• printbugs
• readbugs
• schools
• writedatafile
• writemodel
• Index

24 writemodel

Examples

Same schoolsmodel that is used in the examples in bugsschoolsmodel lt- function()

for (j in 1J)y[j] ~ dnorm (theta[j] tauy[j])theta[j] ~ dnorm (mutheta tautheta)tauy[j] lt- pow(sigmay[j] -2)

mutheta ~ dnorm (00 10E-6)tautheta lt- pow(sigmatheta -2)sigmatheta ~ dunif (0 1000)

if (isR()) for R some temporary filenamefilename lt- filepath(tempdir() schoolsmodelbug)

else for S-PLUS put the file in the working directoryfilename lt- schoolsmodelbug

write model filewritemodel(schoolsmodel filename) and lets take a lookfileshow(filename)

Index

lowastTopic IObugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic datasetsschools 21

lowastTopic dataattachall 3

lowastTopic filebugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic hplotplotbugs 19

lowastTopic interfaceasbugsarray 2bugs 5openbugs 17

lowastTopic internalbugsdata 9bugsinits 10bugsplot 11bugsrun 12bugsscript 13bugssims 14bugsupdatesettings 14decodeparametername 15monitor 16writedatafile 21

lowastTopic manipasbugsarray 2

lowastTopic modelsbugs 5openbugs 17

lowastTopic packageR2WinBUGS-package 2

lowastTopic printprintbugs 19

asbugsarray 2attach 3 4attachall 3attachbugs (attachall) 3

BRugsFit 17bugs 2ndash4 5 10ndash16 18ndash20 22bugsdata 6 9 17bugsinits 10bugslog 11bugsplot 11bugsrun 12bugsscript 13bugssims 14 15bugsupdatesettings 12 13 14

cat 21convpar (monitor) 16

decodeparametername 15detach 4detachall (attachall) 3detachbugs (attachall) 3

environment 4

formatC 6 10 18formatdata (writedatafile) 21

mcmclist 20monitor 16

25

26 INDEX

openbugs 3 6 17

plot 19plotbugs 2 9 12 19print 20printbugs 2 9 19

R2WinBUGS (R2WinBUGS-package) 2R2WinBUGS-package 2readbugs 6 7 20readcoda 20

schools 21

writedatafile 21writemodel 2 7 22writeLines 22

• R2WinBUGS-package
• asbugsarray
• attachall
• bugs
• bugsdata
• bugsinits
• bugslog
• bugsplot
• bugsrun
• bugsscript
• bugssims
• bugsupdatesettings
• decodeparametername
• monitor
• openbugs
• plotbugs
• printbugs
• readbugs
• schools
• writedatafile
• writemodel
• Index

Index

lowastTopic IObugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic datasetsschools 21

lowastTopic dataattachall 3

lowastTopic filebugsdata 9bugsinits 10bugslog 11bugsscript 13bugssims 14bugsupdatesettings 14readbugs 20writemodel 22

lowastTopic hplotplotbugs 19

lowastTopic interfaceasbugsarray 2bugs 5openbugs 17

lowastTopic internalbugsdata 9bugsinits 10bugsplot 11bugsrun 12bugsscript 13bugssims 14bugsupdatesettings 14decodeparametername 15monitor 16writedatafile 21

lowastTopic manipasbugsarray 2

lowastTopic modelsbugs 5openbugs 17

lowastTopic packageR2WinBUGS-package 2

lowastTopic printprintbugs 19

asbugsarray 2attach 3 4attachall 3attachbugs (attachall) 3

BRugsFit 17bugs 2ndash4 5 10ndash16 18ndash20 22bugsdata 6 9 17bugsinits 10bugslog 11bugsplot 11bugsrun 12bugsscript 13bugssims 14 15bugsupdatesettings 12 13 14

cat 21convpar (monitor) 16

decodeparametername 15detach 4detachall (attachall) 3detachbugs (attachall) 3

environment 4

formatC 6 10 18formatdata (writedatafile) 21

mcmclist 20monitor 16

25

26 INDEX

openbugs 3 6 17

plot 19plotbugs 2 9 12 19print 20printbugs 2 9 19

R2WinBUGS (R2WinBUGS-package) 2R2WinBUGS-package 2readbugs 6 7 20readcoda 20

schools 21

writedatafile 21writemodel 2 7 22writeLines 22

• R2WinBUGS-package
• asbugsarray
• attachall
• bugs
• bugsdata
• bugsinits
• bugslog
• bugsplot
• bugsrun
• bugsscript
• bugssims
• bugsupdatesettings
• decodeparametername
• monitor
• openbugs
• plotbugs
• printbugs
• readbugs
• schools
• writedatafile
• writemodel
• Index

26 INDEX

openbugs 3 6 17

plot 19plotbugs 2 9 12 19print 20printbugs 2 9 19

R2WinBUGS (R2WinBUGS-package) 2R2WinBUGS-package 2readbugs 6 7 20readcoda 20

schools 21

writedatafile 21writemodel 2 7 22writeLines 22

• R2WinBUGS-package
• asbugsarray
• attachall
• bugs
• bugsdata
• bugsinits
• bugslog
• bugsplot
• bugsrun
• bugsscript
• bugssims
• bugsupdatesettings
• decodeparametername
• monitor
• openbugs
• plotbugs
• printbugs
• readbugs
• schools
• writedatafile
• writemodel
• Index