I am having trouble initializing a bayesian model, with multivariate normal likelihood. *model{* for (i in 1:N) { mu1[i]<-(pow(10,(pka1-ph[i]))*da1[2]+da1[1])/(1+pow(10,(pka1-ph[i])))+K[1] } for (i in 1:N) { mu2[i]<-(pow(10,(pka2-ph[i]))*da2[2]+da2[1])/(1+pow(10,(pka2-ph[i])))+K[2] } Y[1:N,1]<-y1 Y[1:N,2]<-y2 MU[1,1:N]<-mu1 MU[2,1:N]<-mu2 Y ~ dmnorm(MU,SIGMA) SIGMA ~ dwish(R,2) K[1] ~ dnorm(0,t2[1]) t2[1]<-1/p[1] p[1] ~ dgamma(2,0.5) K[2] ~ dnorm(0,t2[2]) t2[2]<-1/p[2] p[2] ~ dgamma(2,0.5) pka1 ~ dnorm(A,1) da1[1] ~ dunif(0,10) da1[2] ~ dunif(0,10) pka2 ~ dnorm(A,1) da2[1] ~ dunif(0,10) da2[2] ~ dunif(0,10) A ~ dunif(0,14) *}* y1 and y2 are vectors of length N, whilst the matrix R is the N-dim identity matrix. When attempting to initialize, I get the following error: / RUNTIME ERROR: Non-conforming parameters in distribution dmnorm/ -- View this message in context: http://r.789695.n4.nabble.com/rjags-dmnorm-error-tp4620137.html Sent from the R help mailing list archive at Nabble.com.