[R] R vs. Bugs

Peter Muhlberg peter.muhlberger at gmail.com
Mon Jun 23 19:30:21 CEST 2008

Hi Paul & Brian:  Thanks for your replies!

Paul:  Thank you for the encouragement.  You're right that I don't
need the working examples or Doodle generator in WinBugs.  I'm
wondering what open-source components could easily substitute for the
core Bugs functionality?  Do you know if any of these work on a Linux
computer?  It does look like JAG would do the trick for a Linux

My reservations, though, for my task are a few:  JAG is java-based and
I'm not sure how much of a performance hit there would be relative to
C.  The manual isn't very helpful for someone who wants to do
something outside the box, in my case using my own proposal density
and using different proposal densities for different parameters
(probably w/ Metropolis in Gibbs).  I'm not sure I can make JAG do the
latter.  I guess I could look through the code base (argh!)--but by
then I might be better off learning enough about C and Scythe to write
a point density function and using AMCMC.

Brian:  Thanks for the warning about instability in OpenBugs.  As for
me, I don't see any straightforward way to even install it on a Linux
system.  The Task View was very helpful (didn't realize there was a
Bayesian one)--UMACS seems very promising, but will need to go through
the documentation.  I'm just looking for a general and flexible way to
implement a Bayesian model that will run quickly.  I'm guessing this
is a need not a few people have.

You are right that AMCMC is 3rd party.  It runs slowly in R *relative
to the user defining and passing the code a C function as opposed to R
function for the point density.*  Given that it's largely just an
interface to C, I can't see how it could run slowly w/ a C density
function.  I misspoke:  by 'likelihood' I meant point density estimate
(p(y | theta, model)).

Thanks all!


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