From: Hadassa Brunschwig <h.brunschwig_at_utoronto.ca>

Date: Wed 28 Sep 2005 - 19:13:23 EST

Date: Wed 28 Sep 2005 - 19:13:23 EST

Thanks for the tip. That was already helpful. But I am still not satisfied with the results. I now really changed n.thin to the same I had in WinBUGS. It looks like the commands should now be the same. However, I still get differences of 0.6 in the means of interesting parameters which should not be. The plot as well looks completely different. While in WinBUGS I get an approximately Gaussian posterior, this is not the case in R2WinBUGS, it is rather skewed. Does anyone know where the problem could be? As getting a Gaussian posterior is crucial for my work, I dont really know which results i should rely on.

Thanks a lot.

-- Hadassa Brunschwig Birmannsgasse 10A CH-4055 Basel Switzerland Phone: +41 78 797 6065 Email: h.brunschwig@utoronto.ca Quoting Sibylle Sturtz <sturtz@statistik.uni-dortmund.de>:Received on Wed Sep 28 19:20:44 2005

> This is due to the following:

>> In bugs(), the default for thinning is>> n.thin = max(1, floor(n.chains * (n.iter - n.burnin)/1000))>> which is 29 for n.iter=12000 and n.burnin=2001 as in your example.> Therefore, the number of iterations used for calculation of posterior> values is>> (12000-2001)/29 = 344.7931>> which corresponds to the number of iterations given in your plot. If you> specify the thinning parameter directly in bugs() it should be fine.>> Sibylle>> > -------- Original Message --------> > Subject: [R] R2WinBUGS: Comparison to WinBUGS> > Date: Wed, 28 Sep 2005 03:55:08 -0400> > From: Hadassa Brunschwig <h.brunschwig@utoronto.ca>> > To: r-help@stat.math.ethz.ch> >> > Hi R-Help!> >> >> > I used R2WinBUGS and WinBUGS directly on the same model just to compare.> It> > seems I am still making a mistake: after running the function bugs() I> > tried to> > plot the posteriors of the parameters by using read.bugs() to convert> > the output> > to an mcmc object and then plot.mcmc() to plot the densities. Using the> > same> > model, the same number of iterations, the same initial values and the> > same data> > I get completely different plots for the densities (e.g. the range of one> > parameter in R2WinBUGS is from 0 to 8 but in WinBUGS only from 1.5 to> > 3)??? That> > means my results are different, too.> > Also, on the plot it says N=345 which is not what I specified in the> bugs()> > function (I specified 12000 iterations).> > Below I put some of the code I used (if that helps):> >> > parameters <-> >> c("tau","C0","st90","C0.pop","st90.pop","tau.cpop","tau.stpop","st90.pop80")>> >> > inits <- inits <- function(){> > list(tau = rep(1, 17),tau.cpop = 0.2, tau.stpop = 1)> > }> >> > mcmcA <-> >> bugs(dataA,inits,parameters,modelA,n.chains=3,debug=T,n.iter=12000,n.burnin=2001,>> >> > bugs.directory="c:/Program> > Files/WinBUGS14",working.directory="C:/Documents and> > Settings/Daikon/Roche/R2WinBUGS Output",codaPkg=T)> >> > codaA1 <- read.bugs(mcmcA[1])> > plot(codaA1)> >> >> > THANKS A LOT!!>> --> Dipl.-Stat. Sibylle Sturtz> Mathematische Statistik und biometrische Anwendungen> Fachbereich Statistik> Universität Dortmund> 44221 Dortmund> Tel.: 0231/755 4391> FAX : 0231/755 5303

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