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2010 Jun 23
1
A question about R2Winbugs
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model
{
# cluster parameters mu and tau
tau1 <- (1-a*a)*taue
taue <- 1/sigmae
for (k in 1:K)
{
# cluster mean mu
mu[k,1] ~ dnorm(m,tau1)
for (t in 2:T)
{
mu[k,t] ~ dnorm(meanmu[k,t],taue)
meanmu[k,t] <- m*(1-a)+a*mu[k,t-1]
}
# cluster varicance tau
sigma0.r[k] ~ dbeta(1,1)
sigma.r[k] <- s*sigma0.r[k]
sigma[k] <- sigma.r[k]*sigma.r[k]
tau[k] <- 1/sigma[k]
}
# cluster indicator Z and observat...