compare posterior samples from R2OpenBugs and R function bugs{R2WinBUGS}
On 18.02.2013 05:24, Jia Liu wrote:
Hi all,
I used both OpenBugs and R function bugs{R2WinBUGS} to run a linear mixed
effects model based on the same data set and initial values. I got the same
summary statistics but different posterior samples. However, if I order
these two sets of samples, one is generated from OpenBugs and the other is
generated from R, they turn to be the same. And the samples from R do not
have any autocorrelation. I do not know why and how this R function destroy
the orders of posterior samples. Have anyone ever met this situation
before? Any idea is appreciated.
Not sure what you are looking at, since there is no reproducible example nor any code in your message. However, I guess you came across a specific design decision by Andrew Gelman, who wrote some code of R2WinBUGS before it was turned into an R package. That feature is documented on the ?bugs help page: "for convenience, the n.keep*n.chains simulations in sims.matrix and sims.list (but NOT sims.array) have been randomly permuted". Best, Uwe Ligges
Thanks, Jia
sessionInfo()R version 2.15.1 (2012-06-22)
Platform: x86_64-pc-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] R2WinBUGS_2.1-18 BRugs_0.8-0 coda_0.15-2 lattice_0.20-6 loaded via a namespace (and not attached): [1] grid_2.15.1 tools_2.15.1 [[alternative HTML version deleted]]
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