[R] Which BUGS should one use?

Petar Milin pmilin at ff.uns.ac.rs
Thu Aug 30 14:21:09 CEST 2012


Hello ALL!
Some times ago I started to learn and play with Bayesian stuffs. Many
advice use of WinBUGS for Bayesian inference Using Gibbs Sampler.
However, WinBUGS is discontinued, and now, development is under
OpenBUGS. I wasn't lazy, so I installed both and tried out. In more than
90% of cases they give comparable outcome. But in few cases I got
substantial differences. Recently, I read nice things about JAGS (Just
Another Gibbs Sampler). However, I did not try it.

Since I am using Linux, Fedora 64-bit, and have Windows XP under
VirtualBox, I even tested WinBUGS/OpenBUGS under bot Linux and Windows.
Same, occasional differences repeated.

My question is, as in the Subject: which BUGS should one use? Sintax is
similar. They are all nicely integrated with R. But, what would be the
best for a beginner? And for the future too?

Best,
PM



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