Description
The bugs
function takes data and starting values as input. It automatically writes a OpenBUGS script, calls the model, and saves the simulations for easy access in R.
Usage
bugs(data, inits, parameters.to.save, n.iter, model.file="model.txt", n.chains=3, n.burnin=floor(n.iter / 2), n.thin=1, saveExec=FALSE,restart=FALSE, debug=FALSE, DIC=TRUE, digits=5, codaPkg=FALSE, OpenBUGS.pgm=NULL, working.directory=NULL, clearWD=FALSE, useWINE=FALSE, WINE=NULL, newWINE=TRUE, WINEPATH=NULL, bugs.seed=1, summary.only=FALSE, save.history=(.Platform$OS.type == "windows" | useWINE==TRUE), over.relax = FALSE)
Arguments
data
either a named list (names corresponding to variable names in the model.file
) of the data for the OpenBUGS model, or a vector or list of the names of the data objects used by the model. If data
is a one element character vector (such as "data.txt"
), it is assumed that data have already been written to the working directory into that file, e.g. by the function bugs.data
.
inits
a list with n.chains
elements; each element of the list is itself a list of starting values for the OpenBUGS model, or a function creating (possibly random) initial values. Alternatively, if inits=NULL
, initial values are generated by OpenBUGS. If inits
is a character vector with n.chains
elements, it is assumed that inits have already been written to the working directory into those files, e.g. by the function bugs.inits
.
parameters.to.save
character vector of the names of the parameters to save which should be monitored
model.file
File containing the model written in OpenBUGS code. The extension must be .txt
. The default location is given by working.directory
. The old convention allowing model.file to be named .bug
has been eliminated because the new OpenBUGS feature that allows the program image to be saved and later restarted uses the .bug extension for the saved images. Alternatively, model.file
can be an R function that contains a BUGS model that is written to a temporary model file (see tempfile
) using write.model
.
n.chains
number of Markov chains (default: 3)
n.iter
number of total iterations per chain (including burn in; default: 2000)
n.burnin
length of burn in, i.e. number of iterations to discard at the beginning. Default is n.iter/2
, that is, discarding the first half of the simulations.
n.thin
Thinning rate. Must be a positive integer. The default is n.thin
= 1. The thinning is implemented in the OpenBUGS update phase, so thinned samples are never stored, and they are not counted in n.burnin
or n.iter
. Setting n.thin
=2, doubles the number of iterations OpenBUGS performs, but does not change n.iter
or n.burnin
. Thinning implemented in this manner is not captured in summaries created by packages such as coda.
saveExec
If TRUE, a re-startable image of the OpenBUGS execution is saved with basename (model.file)
and extension .bug in the working directory, which must be specified. The .bug files can be large, so users should monitor them carefully and remove them when not needed.
restart
If TRUE, execution resumes with the final status from the previous execution stored in the .bug file in the working directory. If n.burnin=0
,additional iterations are performed and all iterations since the previous burnin are used (including those from past executions). If n.burnin>0
, a new burnin is performed, and the previous iterations are discarded, but execution continues from the status at the end of the previous execution. When restart=TRUE
, only n.burnin
, n.iter
, and saveExec
inputs should be changed from the call creating the .bug file, otherwise failed or erratic results may be produced. Note the default has n.burnin>0
.
debug
if FALSE
(default), OpenBUGS is closed automatically when the script has finished running, otherwise OpenBUGS remains open for further investigation. The debug option is not available for linux execution.
DIC
logical; if TRUE
(default), compute deviance, pD, and DIC. The results are extracted directly from the OpenBUGS log, which uses the rule pD = Dbar - Dhat
. If extraction fails or if there are less iterations than required for the adaptive phase, the rule pD=var(deviance) / 2
is computed in R. See bugs.log
for more information on extracting results from the log file.
digits
number of significant digits used for OpenBUGS input, see formatC
codaPkg
logical; if FALSE
(default) a bugs
object is returned, if TRUE
file names of OpenBUGS output are returned for easy access by the coda package through function read.bugs
. A bugs
object can be converted to an mcmc.list
object as used by the coda package with the method as.mcmc.list
(for which a method is provided by R2OpenBUGS).
OpenBUGS.pgm
For Windows or WINE execution, the full path to the OpenBUGS executable. For linux execution, the full path to the OpenBUGS executable or shell script (the path to the shell script is not required if the OpenBUGS shell script is in the user's PATH variable). If NULL
(unset) and the environment variable OpenBUGS_PATH
is set the latter will be used as the default. If NULL
(unset), the environment variable OpenBUGS_PATH
is unset and the global option R2OpenBUGS.pgm
is not NULL
the latter will be used as the default. If none of the former are set and OS is Windows, the most recent OpenBUGS version registered in the Windows registry will be used as the default. For other operating systems, the location is guessed by Sys.which("OpenBUGS")
.
working.directory
sets working directory during execution of this function; OpenBUGS' input and output will be stored in this directory; if NULL
, a temporary working directory via tempdir
is used.
clearWD
logical; indicating whether the files data.txt
, inits[1:n.chains].txt
, log.odc
, codaIndex.txt
, and coda[1:nchains].txt
should be removed after OpenBUGS has finished. If set to TRUE
, this argument is only respected if codaPkg=FALSE
.
useWINE
logical; attempt to use the Wine emulator to run OpenBUGS. Default is FALSE
. If WINE is used, the arguments OpenBUGS.pgm
and working.directory
must be given in form of Linux paths rather than Windows paths (if not NULL
).
WINE
Character, path to wine
binary file, it is tried hard (by a guess and the utilities which
and locate
) to get the information automatically if not given.
newWINE
Use new versions of Wine that have winepath
utility
WINEPATH
Character, path to winepath
binary file, it is tried hard (by a guess and the utilities which
and locate
) to get the information automatically if not given.
bugs.seed
Random seed for OpenBUGS. Must be an integer between 1-14. Seed specification changed between WinBUGS and OpenBUGS; see the OpenBUGS documentation for details.
summary.only
If TRUE
, only a parameter summary for very quick analyses is given, temporary created files are not removed in that case.
save.history
If TRUE
(the default), trace plots are generated at the end.
over.relax
If TRUE
, over-relaxed form of MCMC is used if available from OpenBUGS.
Value
If codaPkg=TRUE
the returned values are the names of coda output files written by OpenBUGS containing the Markov Chain Monte Carlo output in the CODA format. This is useful for direct access with read.bugs
.
If codaPkg=FALSE
, the following values are returned:
see Section ‘Arguments’
see Section ‘Arguments’
see Section ‘Arguments’
see Section ‘Arguments’
number of iterations kept per chain (equal to (n.iter-n.burnin) / n.thin
)
number of posterior simulations (equal to n.chains * n.keep
)
3-way array of simulation output, with dimensions n.keep, n.chains, and length of combined parameter vector
list of simulated parameters: for each scalar parameter, a vector of length n.sims for each vector parameter, a 2-way array of simulations, for each matrix parameter, a 3-way array of simulations, etc. (for convenience, the n.keep*n.chains
simulations in sims.matrix and sims.list (but NOT sims.array) have been randomly permuted)
matrix of simulation output, with n.chains*n.keep
rows and one column for each element of each saved parameter (for convenience, the n.keep*n.chains
simulations in sims.matrix and sims.list (but NOT sims.array) have been randomly permuted)
summary statistics and convergence information for each saved parameter.
a list of the estimated parameter means
a list of the estimated parameter standard deviations
a list of the estimated parameter medians
names of argument parameters.to.save
and “deviance”
indexes; programming stuff
dimension of indexes.short
indexes of root.short
list of simulations from the most recent iteration; they can be used as starting points if you wish to run OpenBUGS for further iterations
an estimate of the effective number of parameters, for calculations see the section “Arguments”.
mean(deviance) + pD
Details
To run:
Write a BUGS model in an ASCII file (hint: use
write.model
).Go into R.
Prepare the inputs for the
bugs
function and run it (see Example section).An OpenBUGS window will pop up and R will freeze up. The model will now run in OpenBUGS. It might take awhile. You will see things happening in the Log window within OpenBUGS. When OpenBUGS is done, its window will close and R will work again.
If an error message appears, re-run with
debug=TRUE
.
BUGS version support:
OpenBUGS >=3.2.1
Operation system support:
MS Windows no problem
Linux, intel processors GUI display and graphics not available.
Mac OS X and Unix in general possible with Wine emulation via
useWINE=TRUE
If useWINE=TRUE
is used, all paths (such as working.directory
and model.file
, must be given in native (Unix) style, but OpenBUGS.pgm
can be given in Windows path style (e.g. “c:/Program Files/OpenBUGS/”) or native (Unix) style (e.g. “/path/to/wine/folder/dosdevices/c:/Program Files/OpenBUGS/OpenBUGS321/OpenBUGS.exe”).
References
Gelman, A., Carlin, J.B., Stern, H.S., Rubin, D.B. (2003): Bayesian Data Analysis, 2nd edition, CRC Press.
Sturtz, S., Ligges, U., Gelman, A. (2005): R2WinBUGS: A Package for Running WinBUGS from R. Journal of Statistical Software 12(3), 1-16.
See Also
print.bugs
, plot.bugs
, as well as coda and BRugs packages
Examples
# NOT RUN {# }# NOT RUN {# An example model file is given in:model.file <- system.file(package="R2OpenBUGS", "model", "schools.txt")# Let's take a look:#file.show(model.file)# Some example data (see ?schools for details):data(schools)schoolsJ <- nrow(schools)y <- schools$estimatesigma.y <- schools$sddata <- list ("J", "y", "sigma.y")inits <- function(){ list(theta=rnorm(J, 0, 100), mu.theta=rnorm(1, 0, 100), sigma.theta=runif(1, 0, 100))}## or alternatively something like:# inits <- list(# list(theta=rnorm(J, 0, 90), mu.theta=rnorm(1, 0, 90),# sigma.theta=runif(1, 0, 90)),# list(theta=rnorm(J, 0, 100), mu.theta=rnorm(1, 0, 100),# sigma.theta=runif(1, 0, 100))# list(theta=rnorm(J, 0, 110), mu.theta=rnorm(1, 0, 110),# sigma.theta=runif(1, 0, 110)))parameters <- c("theta", "mu.theta", "sigma.theta")## You may need to specify "OpenBUGS.pgm"## also you need write access in the working directory:schools.sim <- bugs(data, inits, parameters, model.file, n.chains=3, n.iter=5000)print(schools.sim)plot(schools.sim)# }
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