R – Comparing OpenBugs and JAGS for Gibbs Sampling

bugsgibbsjagsrsoftware

I am about to try out a BUGS style environment for estimating Bayesian models. Are there any important advantages to consider in choosing between OpenBugs or JAGS? Is one likely to replace the other in the foreseeable future?

I will be using the chosen Gibbs Sampler with R. I don't have a specific application yet, but rather I am deciding which to intall and learn.

Best Answer

BUGS/OpenBugs has a peculiar build system which made compiling the code difficult to impossible on some systems — such as Linux (and IIRC OS X) where people had to resort to Windows emulation etc.

Jags, on the other hand, is a completely new project written with standard GNU tools and hence portable to just about anywhere — and therefore usable anywhere.

So in short, if your system is Windows then you do have a choice, and a potential cost of being stuck to Bugs if you ever move. If you are not on Windows, then Jags is likely to be the better choice.

Related Solutions

Solved – JAGS: posterior predictive distribution

disclaimer I still don't fully understand your model; but without at least a reproducible example, this is the best I can offer. It is not clear exactly what you are doing here. For example, how are pvr and pir calculated? Would it make sense to calculate them inside the same model?

Answer

I am assuming that your data includes observations for mu[] but not pmu[] and you want to estimate pmu[j] given j values of pvr and pir.

Append the pir and pvr to the ir and vr columns, get rid of the second for loop, and then consider the values of mu[] estimated using pir and pvr to be the posterior predictive estimates of mu. Then replace the two for loops with this:

for (i in 1:length(ri)+length(pri)){
    ri[i] ~ dnorm(mu[i],tau)
    mu[i] <- alpha + b.vr*vr[i] + b.ir*ir[i]
}

I have done something similar, but without predicted regressors, similar to the example given by Gelman et al in 'Bayesian Data Analysis' (pp 598-599 starting under posterior predictive simulations).

Solved – Vector multiplication in BUGS and JAGS

Unlike JAGS, WinBUGS and OpenBUGS does not do this form of vectorization; you have to write a loop, and compute each element 'by hand', as described above.

Best Answer

Related Solutions

Solved – JAGS: posterior predictive distribution

Solved – Vector multiplication in BUGS and JAGS

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