JAGS

This is an example of running rjags inside this project’s docker container. For more information on Just Another Gibbs Sampler (JAGS), please visit this page.

Example

Library

## Loading required package: coda
## Linked to JAGS 4.3.0
## Loaded modules: basemod,bugs

Data

## $x
## [1]  8 15 22 29 36
## 
## $xbar
## [1] 22
## 
## $N
## [1] 30
## 
## $T
## [1] 5
## 
## $Y
##       [,1] [,2] [,3] [,4] [,5]
##  [1,]  151  141  154  157  132
##  [2,]  199  189  200  212  185
##  [3,]  246  231  244  259  237
##  [4,]  283  275  289  307  286
##  [5,]  320  305  325  336  331
##  [6,]  145  159  171  152  160
##  [7,]  199  201  221  203  207
##  [8,]  249  248  270  246  257
##  [9,]  293  297  326  286  303
## [10,]  354  338  358  321  345
## [11,]  147  177  163  154  169
## [12,]  214  236  216  205  216
## [13,]  263  285  242  253  261
## [14,]  312  350  281  298  295
## [15,]  328  376  312  334  333
## [16,]  155  134  160  139  157
## [17,]  200  182  207  190  205
## [18,]  237  220  248  225  248
## [19,]  272  260  288  267  289
## [20,]  297  296  324  302  316
## [21,]  135  160  142  146  137
## [22,]  188  208  187  191  180
## [23,]  230  261  234  229  219
## [24,]  280  313  280  272  258
## [25,]  323  352  316  302  291
## [26,]  159  143  156  157  153
## [27,]  210  188  203  211  200
## [28,]  252  220  243  250  244
## [29,]  298  273  283  285  286
## [30,]  331  314  317  323  324

Model Definition

The following model definition is taken from this document.

##  [1] "model {"                                                              
##  [2] "    # likelihood"                                                     
##  [3] "    for (i in 1:n) {"                                                 
##  [4] "        for (j in 1:k) {"                                             
##  [5] "            Y[i, j] ~ dnorm(alpha + beta[i] * (x[j] - mean(x)), tauy)"
##  [6] "        }"                                                            
##  [7] "        beta[i] ~ dnorm(mub, taub)"                                   
##  [8] "    }"                                                                
##  [9] "    "                                                                 
## [10] "    ## flat prior for (alpha, tauy, mub, taub)"                       
## [11] "    alpha ~ dnorm(0, 0.000001)"                                       
## [12] "    tauy  ~ dgamma(0.001, 0.001)"                                     
## [13] "    mub   ~ dnorm(0, 0.000001)"                                       
## [14] "    taub  ~ dgamma(0.001, 0.001)"                                     
## [15] "}"

Model Run

## Compiling model graph
##    Resolving undeclared variables
##    Allocating nodes
## Graph information:
##    Observed stochastic nodes: 150
##    Unobserved stochastic nodes: 34
##    Total graph size: 501
## 
## Initializing model
## 
## Iterations = 1:10000
## Thinning interval = 1 
## Number of chains = 1 
## Sample size per chain = 10000 
## 
## 1. Empirical mean and standard deviation for each variable,
##    plus standard error of the mean:
## 
##              Mean     SD Naive SE Time-series SE
## beta[1]  -0.09426 0.5108 0.005108        0.04628
## beta[2]  -0.09443 0.5067 0.005067        0.04631
## beta[3]  -0.09263 0.5121 0.005121        0.04750
## beta[4]  -0.08245 0.5107 0.005107        0.04606
## beta[5]  -0.07303 0.5266 0.005266        0.04357
## beta[6]  -0.08485 0.5161 0.005161        0.04555
## beta[7]  -0.08623 0.5069 0.005069        0.04511
## beta[8]  -0.08369 0.5185 0.005185        0.04671
## beta[9]  -0.08962 0.5072 0.005072        0.04404
## beta[10] -0.09651 0.5138 0.005138        0.04559
## beta[11] -0.08771 0.5120 0.005120        0.04745
## beta[12] -0.09470 0.5117 0.005117        0.04370
## beta[13] -0.10293 0.5119 0.005119        0.04457
## beta[14] -0.10937 0.5045 0.005045        0.04459
## beta[15] -0.09802 0.5118 0.005118        0.04297
## beta[16] -0.08776 0.5109 0.005109        0.04313
## beta[17] -0.09006 0.5130 0.005130        0.04555
## beta[18] -0.08458 0.5103 0.005103        0.04475
## beta[19] -0.08014 0.5110 0.005110        0.04537
## beta[20] -0.08063 0.5127 0.005127        0.04431
## beta[21] -0.08972 0.5177 0.005177        0.04306
## beta[22] -0.09808 0.5232 0.005232        0.04520
## beta[23] -0.09577 0.5173 0.005173        0.04406
## beta[24] -0.10693 0.5081 0.005081        0.04415
## beta[25] -0.10825 0.5117 0.005117        0.04538
## beta[26] -0.08926 0.5132 0.005132        0.04474
## beta[27] -0.08600 0.5120 0.005120        0.04386
## beta[28] -0.09002 0.5168 0.005168        0.04494
## beta[29] -0.09194 0.5046 0.005046        0.04446
## beta[30] -0.09303 0.5123 0.005123        0.04439
## 
## 2. Quantiles for each variable:
## 
##            2.5%     25%      50%    75%  97.5%
## beta[1]  -1.107 -0.3965 -0.08910 0.2017 0.9364
## beta[2]  -1.096 -0.3906 -0.08995 0.2049 0.9210
## beta[3]  -1.099 -0.3955 -0.08581 0.1973 0.9329
## beta[4]  -1.058 -0.3848 -0.08360 0.2102 0.9592
## beta[5]  -1.077 -0.3725 -0.06825 0.2169 0.9953
## beta[6]  -1.080 -0.3910 -0.08579 0.2105 0.9760
## beta[7]  -1.087 -0.3911 -0.08609 0.2110 0.9295
## beta[8]  -1.081 -0.3914 -0.08250 0.2112 0.9661
## beta[9]  -1.083 -0.3905 -0.08507 0.1994 0.9242
## beta[10] -1.113 -0.3979 -0.08773 0.2000 0.9347
## beta[11] -1.073 -0.3927 -0.08582 0.2066 0.9331
## beta[12] -1.090 -0.3984 -0.08379 0.2064 0.9098
## beta[13] -1.097 -0.4050 -0.09775 0.1961 0.9181
## beta[14] -1.122 -0.4095 -0.10564 0.1907 0.8867
## beta[15] -1.124 -0.3953 -0.09264 0.1980 0.9130
## beta[16] -1.071 -0.3905 -0.08715 0.2054 0.9302
## beta[17] -1.104 -0.3943 -0.09157 0.2013 0.9401
## beta[18] -1.089 -0.3869 -0.08499 0.2039 0.9718
## beta[19] -1.076 -0.3857 -0.07719 0.2115 0.9334
## beta[20] -1.072 -0.3761 -0.07637 0.2110 0.9582
## beta[21] -1.101 -0.3934 -0.08499 0.2050 0.9601
## beta[22] -1.148 -0.4045 -0.09322 0.2007 0.9519
## beta[23] -1.097 -0.4022 -0.09424 0.1993 0.9458
## beta[24] -1.127 -0.4030 -0.09817 0.1919 0.8980
## beta[25] -1.137 -0.4019 -0.09662 0.1900 0.9072
## beta[26] -1.084 -0.3973 -0.08863 0.2044 0.9360
## beta[27] -1.093 -0.3883 -0.08130 0.2099 0.9256
## beta[28] -1.088 -0.3945 -0.08422 0.2050 0.9495
## beta[29] -1.066 -0.3965 -0.08555 0.1953 0.9101
## beta[30] -1.085 -0.3952 -0.08738 0.2007 0.9396

Session Info

## R version 3.6.2 (2019-12-12)
## Platform: x86_64-pc-linux-gnu (64-bit)
## Running under: Debian GNU/Linux 10 (buster)
## 
## Matrix products: default
## BLAS/LAPACK: /usr/lib/x86_64-linux-gnu/libopenblasp-r0.3.5.so
## 
## locale:
##  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
##  [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
##  [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=C             
##  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
##  [9] LC_ADDRESS=C               LC_TELEPHONE=C            
## [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       
## 
## attached base packages:
## [1] stats     graphics  grDevices utils     datasets  methods   base     
## 
## other attached packages:
## [1] rjags_4-10         coda_0.19-3        R2OpenBUGS_3.2-3.2
## 
## loaded via a namespace (and not attached):
##  [1] Rcpp_1.0.3         pillar_1.4.3       compiler_3.6.2     prettyunits_1.0.2 
##  [5] tools_3.6.2        boot_1.3-23        digest_0.6.23      pkgbuild_1.0.6    
##  [9] lattice_0.20-38    evaluate_0.14      lifecycle_0.1.0    tibble_2.1.3      
## [13] gtable_0.3.0       pkgconfig_2.0.3    rlang_0.4.2        cli_2.0.0         
## [17] yaml_2.2.0         parallel_3.6.2     xfun_0.11          loo_2.2.0         
## [21] gridExtra_2.3      stringr_1.4.0      knitr_1.26         dplyr_0.8.3       
## [25] stats4_3.6.2       grid_3.6.2         tidyselect_0.2.5   glue_1.3.1        
## [29] inline_0.3.15      R6_2.4.1           processx_3.4.1     fansi_0.4.0       
## [33] rmarkdown_2.0      rstan_2.19.2       ggplot2_3.2.1      callr_3.4.0       
## [37] purrr_0.3.3        magrittr_1.5       htmltools_0.4.0    scales_1.1.0      
## [41] ps_1.3.0           StanHeaders_2.19.0 matrixStats_0.55.0 assertthat_0.2.1  
## [45] colorspace_1.4-1   stringi_1.4.3      lazyeval_0.2.2     munsell_0.5.0     
## [49] crayon_1.3.4