Re: [R] R vs. Bugs

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sun, 22 Jun 2008 11:07:35 +0100 (BST)

Your request is too vague for us to be very helpful. However OpenBUGS runs without very frequent crashes only on some ix86 Linux machines -- and what those are is unclear and Uwe Ligges and I (working on BRugs) have been unable to find one recently.

There are dozens of Bayesian MCMC packages on CRAN (look at its Bayesian task view). Most are less general and faster than BUGS.

There is no 'AMCMC package in R'. There is at least one third-party effort of that name, not on CRAN and explicitly claiming

    The R function amcmc() will tend to run rather _slowly_,

(his emphasis) so perhaps that is not the one you mean.

On Sun, 22 Jun 2008, Peter Muhlberg wrote:

> A naive question from a non-statistician: I'm looking into running a
> Bayesian analysis of a model with high dimensionality. It's not a
> standard model (the likelihood requires a lot of code to implement),

'code' in what language? Note that MCMC does *not* require the likelihood to be calculated, and its renaissance in statistics ca 30 years ago was for models for which the likelihood is not even known completely.

> and I'm using a Linux machine. Was wondering if someone
> has any thoughts on what the advantages of OpenBugs are as
> opposed to just R (or should I be thinking WinBUGS under Wine?)? The
> AMCMC package in R promises to run MCMC's very rapidly. Have read
> that OpenBugs as a project was 'stalling' in 2007.
>
> Peter

-- 
Brian D. Ripley,                  ripley_at_stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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