[R] [Fwd: R2WinBUGS: Comparison to WinBUGS]

Sibylle Sturtz sturtz at statistik.uni-dortmund.de
Wed Sep 28 10:14:46 CEST 2005


This is due to the following:

In bugs(), the default for thinning is

n.thin = max(1, floor(n.chains * (n.iter - n.burnin)/1000))

which is 29 for n.iter=12000 and n.burnin=2001 as in your example. 
Therefore, the number of iterations used for calculation of posterior 
values is

(12000-2001)/29 = 344.7931

which corresponds to the number of iterations given in your plot. If you 
specify the thinning parameter directly in bugs() it should be fine.

Sibylle

> -------- Original Message --------
> Subject: [R] R2WinBUGS: Comparison to WinBUGS
> Date: Wed, 28 Sep 2005 03:55:08 -0400
> From: Hadassa Brunschwig <h.brunschwig at utoronto.ca>
> To: r-help at stat.math.ethz.ch
> 
> Hi R-Help!
> 
> 
> I used R2WinBUGS and WinBUGS directly on the same model just to compare. It
> seems I am still making a mistake: after running the function bugs() I 
> tried to
> plot the posteriors of the parameters by using read.bugs() to convert 
> the output
> to an mcmc object and then plot.mcmc() to plot the densities. Using the 
> same
> model, the same number of iterations, the same initial values and the 
> same data
> I get completely different plots for the densities (e.g. the range of one
> parameter in R2WinBUGS is from 0 to 8 but in WinBUGS only from 1.5 to 
> 3)??? That
> means my results are different, too.
> Also, on the plot it says N=345 which is not what I specified in the bugs()
> function (I specified 12000 iterations).
> Below I put some of the code I used (if that helps):
> 
> parameters <-
> c("tau","C0","st90","C0.pop","st90.pop","tau.cpop","tau.stpop","st90.pop80") 
> 
> inits      <- inits <- function(){
>     list(tau = rep(1, 17),tau.cpop = 0.2, tau.stpop = 1)
>   }
> 
> mcmcA      <-
> bugs(dataA,inits,parameters,modelA,n.chains=3,debug=T,n.iter=12000,n.burnin=2001, 
> 
>                        bugs.directory="c:/Program
> Files/WinBUGS14",working.directory="C:/Documents and
> Settings/Daikon/Roche/R2WinBUGS Output",codaPkg=T)
> 
> codaA1      <- read.bugs(mcmcA[1])
> plot(codaA1)
> 
> 
> THANKS A LOT!!

-- 
Dipl.-Stat. Sibylle Sturtz
Mathematische Statistik und biometrische Anwendungen
Fachbereich Statistik
Universität Dortmund
44221 Dortmund
Tel.: 0231/755 4391
FAX : 0231/755 5303




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