[R] rjags and parallel chains

[Noah Silverman]

Hello,

I have a fairly complex hierarchical model that I using rjags to fit.  Short test runs verify that it works and everything appears to be setup correctly.

Now that I want to collect a larger sample from the posterior (5,000 or more).  This looks like it will take several days to run on my hardware (Intel core i7, 16GB RAM) 

I read in the rjags documentation that there is an option for parallel chains.  Since my cpu has 4 cores, it seems logical to run 4 chains in parallel, collection 1,250 samples each.  Should provide a nice speedup.

However, when calling rjags with the n.chains options set to 4, I don't see it actually doing anything in parallel.  Watching a cpu monitor, I only see a single thread running on a single core.  So clearly something isn't working correctly.

Software versions:
R 2.15.2
jags 3.2.0
Ubuntu 12.04  (64bit version)


Can anyone suggest where I might look to get this running in parallel?

Thanks


--
Noah Silverman, M.S.
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095