Re: [R] R vs. Bugs

From: Peter Muhlberg <peter.muhlberger_at_gmail.com>
Date: Mon, 23 Jun 2008 12:30:21 -0500


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 system.

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!

Peter



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