Displaying 20 results from an estimated 6000 matches similar to: "Getting Started with Bayesian MCMC"
2009 Jul 02
1
MCMC/Bayesian framework in R?
Dear R-users (and developers),
I am looking for an efficient framework to carry out parameter
estimations based on MCMC (optionally with specified priors). My goal is
as follow:
* take ANY R-function returning a likelihood-value (this function may
itself call external programmes or other code!)
* run a sampler that covers the multidimensional parameter space (thus
creating a posterior
2008 Mar 21
1
idea for GSoC: an R package for fitting Bayesian Hierarchical Models
Dear R developers,
these days I'm working on some R code for fitting completely generic
Bayesian Hierarchical Models in R, a la OpenBUGS and JAGS.
A key feature of OpenBUGS and JAGS is that they automatically build an
appropriate MCMC sampler from a generic model, specified as a directed
acyclic graph (DAG).
The spirit of my (would-be) implementation is instead more focused on
experimentation
2005 Oct 28
1
MCMC in R
Dear R-helpers,
Hi! All.
I'm doing a project which needs MCMC simulation.
I wonder whether there exists related packages in R.
The only one I know is a MCMCpack package.
What I want to do is implementing gibbs sampling and
Metropolis-Hastings Algorithm to get the posterior
of hierarchical bayesian models.
Thanks in advance.
Jun
2012 Sep 20
1
rjags install on Ubuntu 10.04
I have been having trouble with rjags on Ubuntu 10.04
> library(rjags)
Loading required package: coda
Loading required package: lattice
linking to JAGS 3.2.0
module basemod loaded
Error : .onLoad failed in loadNamespace() for 'rjags', details:
call: dyn.load(file)
error: unable to load shared object '/usr/lib/JAGS/modules-3/bugs.so':
/usr/lib/JAGS/modules-3/bugs.so:
2010 Apr 26
2
Unexpected warnings from summary() on mcmc.list objects
I am trying to get summary statistics from WinBUGS/JAGS output in the
form of mcmc.list objects, using the summary() function. However, I
get odd warning messages:
Warning messages:
1: In glm.fit(x = X, y = Y, weights = weights, start = start, etastart
= etastart, :
algorithm did not converge
2: In glm.fit(x = X, y = Y, weights = weights, start = start, etastart
= etastart, :
algorithm did
2012 Oct 04
1
Coda, HPDinterval and multiple chains
Dear all,
I'm not 100% sure if this question is best directed at the r-list, or a mailing list concerned with Bayesian analysis, so please accept my apologies if another audience may be more appropriate.
I have been using the rjags package to run Jags models with multiple chains and store the results in a Coda based mcmc list. For instance, having created a jags model and done initial
2017 Sep 29
1
problem with rjags installation in ubuntu 14.04
Hello folks
Earlier versions of jags and rjags installed on my system without any
difficulty, but I'm having trouble with jags version
4.3.0-1ubuntu2~ubuntu14.04.1~ppa1 (from Michael Rutter's R ppa) and
rjags version 4.6.
The call to install.packages() I always used successfully now produces
the error "cannot link to JAGS library in /usr/lib/x86_64-linux-gnu."?
shown below
2005 Aug 13
2
monte carlo simulations/lmer
Hi - I am doing some monte carlo simulations comparing bayesian (using
Plummer's jags) and maximum likelihood (using lmer from package lme4
by Bates et al).
I would like to know if there is a way I can flag nonconvergence and
exceptions. Currently the simulations just stop and the output reads
things like:
Error in optim(.Call("lmer_coef", x, 2, PACKAGE = "Matrix"), fn,
2006 Jun 20
1
Bayesian logistic regression?
Hi all.
Are there any R functions around that do quick logistic regression with
a Gaussian prior distribution on the coefficients? I just want
posterior mode, not MCMC. (I'm using it as a step within an iterative
imputation algorithm.) This isn't hard to do: each step of a glm
iteration simply linearizes the derivative of the log-likelihood, and,
at this point, essentially no
2010 Apr 11
1
MCMC results into LaTeX
Dear All,
What is the preferred way to get Bayesian analysis results (such as
those from MCMCpacki, MCMCglmm, and DPpackage) into LaTeX table
automatically? I have been using the "apsrtable" package and similar
functions in "memisc" package, but neither seems to handle MCMC output
directly. Many thanks.
Shige
2004 Sep 15
3
getting started on Bayesian analysis
I am an economist who decided it's high time that I learned some
Bayesian statistics. I am following An Introduction to Modern
Bayesian Econometrics by T. Lancaster.
The book recommends using BUGS, but I wonder if there are any
alternatives which are free software and fully integrated to R (which
I have been using for more than two years for numerical computations.)
I would like to learn
2004 Sep 15
2
BUGS and OS X
Is there a way of running BUGS on OS X (from R)? I only see Windows
versions on their website.
If not, what are the alternatives for Bayesian analysis?
Thanks,
Tamas
2007 Apr 03
1
Calculating DIC from MCMC output
Greetings all,
I'm a newcomer to Bayesian stats, and I'm trying to calculate the
Deviance Information Criterion "by hand" from some MCMC output.
However, having consulted several sources, I am left confused as to
the exact terms to use. The most common formula can be written as
DIC = 2*Mean(Deviance over the whole sampled posterior distribution)
- Deviance(Mean
2009 Aug 12
1
MCMC sampling question
Hello,
Consider MCMC sampling with metropolis / metropolis hastings proposals
and a density function with a given valid parameter space. How are MCMC
proposals performed if the parameter could be located at the very
extreme of the parameter space, or even 'beyond that' ? Example to
express it and my very nontechnical 'beyond that': The von Mises
distribution is a circular
2012 May 22
1
Patch to add Beta binomial distribution. Mentor needed!
Hello,
I implemented the Beta binomial distribution following the patterns of the
binomial distribution code and inspired by JAGS' code [1]. I have studied
the code carefully but it's my first run in the R internals.
Can somebody review the code and if everything it's ok commit to the
repository?
[1]
2013 Mar 28
3
problem with plots with short example.
i am having problem running my own data. yesterday it was working just fine. today it is not. this is the code i was using as an example to follow. this code ALSO worked just fine yesterday, and is no longer working at all. i suspect it is a problem with either my computer or the software, at this point. if THIS won't even run.... something is wrong.
i can assure you this isn't
2007 May 03
1
Bayesian logistic regression with a beta prior (MCMClogit)
Dear all,
I am trying to use the logistic regression with MCMClogit (package:
MCMCpack/Coda) and I want to put a beta prior on the parameters, but it's
giving me error message (please see output below) no matter what shape 1 or
2 I use. It works perfect with the cauchy or normal priors. Do you know if
there is a catch there somewhere? Thanks
logpriorfun <- function(beta,shape1,shape2){
2011 Mar 14
1
JAGS/BUGS on gene expression data
Has anybody had issues running MCMC (either BUGS or JAGS) on data sets of
this magnitude (ie 30k x 20-30). I've been trying to run a hierarchical
random effects model on expression data but R completely stalls out on jobs
run on 32bit R on our server (doesn't respond...then eventually crashes out
with an exception fault). Would using 64bit R help with JAGS? (As far as I
know there's
2008 Jun 22
3
R vs. Bugs
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),
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?)?
2010 May 04
1
errors when installing rjags
Hi,
With the sid package jags (2.0.0-1) and r-base-core (2.11.0-1), I cannot
install package rjags anymore (this used to work at some point; can't
recall exactly at what R/JAGS versions):
---<--------------------cut here---------------start------------------->---
R> install.packages("rjags", configure.args="--with-jags-modules=/usr/lib/JAGS/modules-2.0.0")