Uwe, thanks for helping! After some poking around, I realized that the
problem was that I had installed OpenBUGS instead of WinBUGS. I did an
additional installation of WinBUGS, which also runs fine under Wine, and now
everything seems to work! Thanks!

To clarify: both the OpenBUGS and WinBUGS distributions run nicely under
Linux/Wine. However, despite the fact that R2WinBUGS 2.1-14 claims (in
?bugs) it can run both OpenBUGS and WinBUGS, this does not seem to be true
under Linux/Wine. Only WinBUGS currently works with R2WinBUGS, at least for
me.

(I did figure out how to use CODA export from Win/OpenBUGS and the coda
package to import into R, but it's a bit tedious...)

 -Harlan

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