[R-sig-ME] mcmcsamp(lme4) & mcsamp(arm) & HPDinterval(coda): 2 questions

[Marco Demont]

Dear lme4 users,

I want to generate a sample from the posterior distribution of the 
parameters of my fitted mixed model using the mcmcsamp function (lme4 
Package). Additionally, I would also like to create 95% highest posterior 
density (HPD) intervals for the parameters in the MCMC sample (maybe with 
the HPDinterval function from the coda Package?).

For that purpose I got two questions:

Question 1:
How can I adjust or change the number of chains, the thinning interval and 
the burn-in for the mcmcsamp function (lme4 Package)?

Question 2:
I did this (e.g. change number of chains, thinning interval, etc) in the 
mcsamp function (arm Package) (mcsamp relies on mcmcsamp). mcsamp creates an 
object of class “bugs”. How can I get 95% highest posterior density (HPD) 
intervals for this “bugs” object?

To summarize my problem: in my first approach (Question 1) I’m able to 
create HPD intervals, but NOT to change number of chains, thinning interval 
etc; in my second approach (Question 2) I’m able to change number of chains, 
thinning interval etc, but NOT to create HPD intervals.

Would be nice if somebody could help!

Sincerely,
Marco




**************************************************************
Marco Demont
Zoological Museum
University of Zuerich
Winterthurerstrasse 190
CH-8057 Zuerich
Switzerland

Tel.: +41 44 635 47 79
demont at access.uzh.ch
demont at gmx.ch
www.unizh.ch/zoolmus/zmneu/englisch/forschung_e/demont_marco_e.html