bugs: Run WinBUGS and OpenBUGS from R or S-PLUS
In R2WinBUGS: Running 'WinBUGS' and 'OpenBUGS' from 'R' / 'S-PLUS'

bugs	R Documentation

Run WinBUGS and OpenBUGS from R or S-PLUS

Description

The bugs function takes data and starting values as input. It automatically writes a WinBUGS script, calls the model, and saves the simulations for easy access in R or S-PLUS.

Usage

bugs(data, inits, parameters.to.save, model.file="model.bug",
    n.chains=3, n.iter=2000, n.burnin=floor(n.iter/2),
    n.thin=max(1, floor(n.chains * (n.iter - n.burnin) / n.sims)),
    n.sims = 1000, bin=(n.iter - n.burnin) / n.thin,
    debug=FALSE, DIC=TRUE, digits=5, codaPkg=FALSE,
    bugs.directory="c:/Program Files/WinBUGS14/",
    program=c("WinBUGS", "OpenBUGS", "winbugs", "openbugs"),
    working.directory=NULL, clearWD=FALSE,
    useWINE=.Platform$OS.type != "windows", WINE=NULL,
    newWINE=TRUE, WINEPATH=NULL, bugs.seed=NULL, summary.only=FALSE,
    save.history=!summary.only, over.relax = FALSE)

Arguments

`data`	either a named list (names corresponding to variable names in the `model.file`) of the data for the WinBUGS model, or (which is not recommended and unsafe) a vector or list of the names of the data objects used by the model. If `data` is a one element character vector (such as `"data.txt"`), it is assumed that data have already been written to the working directory into that file, e.g. by the function `bugs.data`.
`inits`	a list with `n.chains` elements; each element of the list is itself a list of starting values for the WinBUGS model, or a function creating (possibly random) initial values. Alternatively, if `inits=NULL`, initial values are generated by WinBUGS. If `inits` is a character vector with `n.chains` elements, it is assumed that inits have already been written to the working directory into those files, e.g. by the function `bugs.inits`.
`parameters.to.save`	character vector of the names of the parameters to save which should be monitored
`model.file`	file containing the model written in WinBUGS code. The extension can be either ‘.bug’ or ‘.txt’. If the extension is ‘.bug’ and `program=="WinBUGS"`, a copy of the file with extension ‘.txt’ will be created in the `bugs()` call and removed afterwards. Note that similarly named ‘.txt’ files will be overwritten. Alternatively, `model.file` can be an R function that contains a BUGS model that is written to a temporary model file (see `tempfile`) using `write.model`.
`n.chains`	number of Markov chains (default: 3)
`n.iter`	number of total iterations per chain (including burn in; default: 2000)
`n.burnin`	length of burn in, i.e. number of iterations to discard at the beginning. Default is `n.iter/2`, that is, discarding the first half of the simulations.
`n.thin`	thinning rate. Must be a positive integer. Set `n.thin` > 1 to save memory and computation time if `n.iter` is large. Default is `max(1, floor(n.chains * (n.iter-n.burnin) / 1000))` which will only thin if there are at least 2000 simulations.
`n.sims`	The approximate number of simulations to keep after thinning.
`bin`	number of iterations between saving of results (i.e. the coda files are saved after each `bin` iterations); default is to save only at the end.
`debug`	if `FALSE` (default), WinBUGS is closed automatically when the script has finished running, otherwise WinBUGS remains open for further investigation
`DIC`	logical; if `TRUE` (default), compute deviance, pD, and DIC. This is done in WinBUGS directly using the rule `pD = Dbar - Dhat`. If there are less iterations than required for the adaptive phase, the rule `pD=var(deviance) / 2` is used.
`digits`	number of significant digits used for WinBUGS input, see `formatC`
`codaPkg`	logical; if `FALSE` (default) a `bugs` object is returned, if `TRUE` file names of WinBUGS output are returned for easy access by the coda package through function `read.bugs` (not used if `program="OpenBUGS"`). A `bugs` object can be converted to an `mcmc.list` object as used by the coda package with the method `as.mcmc.list` (for which a method is provided by R2WinBUGS).
`bugs.directory`	directory that contains the WinBUGS executable. If the global option `R2WinBUGS.bugs.directory` is not `NULL`, it will be used as the default.
`program`	the program to use, either `winbugs`/`WinBUGS` or `openbugs`/`OpenBUGS`, the latter makes use of function `openbugs` and requires the CRAN package BRugs. The `openbugs`/`OpenBUGS` choice is not available in S-PLUS.
`working.directory`	sets working directory during execution of this function; WinBUGS' in- and output will be stored in this directory; if `NULL`, a temporary working directory via `tempdir` is used.
`clearWD`	logical; indicating whether the files ‘data.txt’, ‘inits[1:n.chains].txt’, ‘log.odc’, ‘codaIndex.txt’, and ‘coda[1:nchains].txt’ should be removed after WinBUGS has finished. If set to `TRUE`, this argument is only respected if `codaPkg=FALSE`.
`useWINE`	logical; attempt to use the Wine emulator to run WinBUGS, defaults to `FALSE` on Windows, and `TRUE` otherwise. Not available in S-PLUS.
`WINE`	character, path to ‘wine’ binary file, it is tried hard (by a guess and the utilities `which` and `locate`) to get the information automatically if not given.
`newWINE`	Use new versions of Wine that have ‘winepath’ utility
`WINEPATH`	character, path to ‘winepath’ binary file, it is tried hard (by a guess and the utilities `which` and `locate`) to get the information automatically if not given.
`bugs.seed`	random seed for WinBUGS (default is no seed)
`summary.only`	If `TRUE`, only a parameter summary for very quick analyses is given, temporary created files are not removed in that case.
`save.history`	If `TRUE` (the default), trace plots are generated at the end.
`over.relax`	If `TRUE`, over-relaxed form of MCMC is used if available from WinBUGS.

Details

To run:

Write a BUGS model in an ASCII file (hint: use write.model).
Go into R / S-PLUS.
Prepare the inputs for the bugs function and run it (see Example section).
A WinBUGS window will pop up and R / S-PLUS will freeze up. The model will now run in WinBUGS. It might take awhile. You will see things happening in the Log window within WinBUGS. When WinBUGS is done, its window will close and R / S-PLUS will work again.
If an error message appears, re-run with debug=TRUE.

BUGS version support:

WinBUGS 1.4.*: default
OpenBUGS 2.*: via argument program="OpenBUGS"

Operation system support:

MS Windows: no problem
Linux, Mac OS X and Unix in general: possible with Wine emulation via useWINE=TRUE, but only for WinBUGS 1.4.*

If useWINE=TRUE is used, all paths (such as working.directory and model.file, must be given in native (Unix) style, but bugs.directory can be given in Windows path style (e.g. “c:/Program Files/WinBUGS14/”) or native (Unix) style (e.g. “/path/to/wine/folder/dosdevices/c:/Program Files/WinBUGS14”). This is done to achieve greatest portability with default argument value for bugs.directory.

Value

If codaPkg=TRUE the returned values are the names of coda output files written by WinBUGS containing the Markov Chain Monte Carlo output in the CODA format. This is useful for direct access with read.bugs.

If codaPkg=FALSE, the following values are returned:

`n.chains`	see Section ‘Arguments’
`n.iter`	see Section ‘Arguments’
`n.burnin`	see Section ‘Arguments’
`n.thin`	see Section ‘Arguments’
`n.keep`	number of iterations kept per chain (equal to `(n.iter-n.burnin) / n.thin`)
`n.sims`	number of posterior simulations (equal to `n.chains * n.keep`)
`sims.array`	3-way array of simulation output, with dimensions n.keep, n.chains, and length of combined parameter vector
`sims.list`	list of simulated parameters: for each scalar parameter, a vector of length n.sims for each vector parameter, a 2-way array of simulations, for each matrix parameter, a 3-way array of simulations, etc. (for convenience, the `n.keep*n.chains` simulations in sims.matrix and sims.list (but NOT sims.array) have been randomly permuted)
`sims.matrix`	matrix of simulation output, with `n.chainsn.keep` rows and one column for each element of each saved parameter (for convenience, the `n.keepn.chains` simulations in sims.matrix and sims.list (but NOT sims.array) have been randomly permuted)
`summary`	summary statistics and convergence information for each saved parameter.
`mean`	a list of the estimated parameter means
`sd`	a list of the estimated parameter standard deviations
`median`	a list of the estimated parameter medians
`root.short`	names of argument `parameters.to.save` and “deviance”
`long.short`	indexes; programming stuff
`dimension.short`	dimension of `indexes.short`
`indexes.short`	indexes of `root.short`
`last.values`	list of simulations from the most recent iteration; they can be used as starting points if you wish to run WinBUGS for further iterations
`pD`	an estimate of the effective number of parameters, for calculations see the section “Arguments”.
`DIC`	`mean(deviance) + pD`

Author(s)

Andrew Gelman, gelman@stat.columbia.edu; modifications and packaged by Sibylle Sturtz, sturtz@statistik.tu-dortmund.de, and Uwe Ligges.

References

Gelman, A., Carlin, J.B., Stern, H.S., Rubin, D.B. (2003): Bayesian Data Analysis, 2nd edition, CRC Press.

Sturtz, S., Ligges, U., Gelman, A. (2005): R2WinBUGS: A Package for Running WinBUGS from R. Journal of Statistical Software 12(3), 1-16.

Examples

# An example model file is given in:
model.file <- system.file(package="R2WinBUGS", "model", "schools.txt")
# Let's take a look:
file.show(model.file)

# Some example data (see ?schools for details):
data(schools)
schools

J <- nrow(schools)
y <- schools$estimate
sigma.y <- schools$sd
data <- list(J=J, y=y, sigma.y=sigma.y)
inits <- function(){
    list(theta=rnorm(J, 0, 100), mu.theta=rnorm(1, 0, 100),
         sigma.theta=runif(1, 0, 100))
}
## or alternatively something like:
# inits <- list(
#   list(theta=rnorm(J, 0, 90), mu.theta=rnorm(1, 0, 90),
#        sigma.theta=runif(1, 0, 90)),
#   list(theta=rnorm(J, 0, 100), mu.theta=rnorm(1, 0, 100),
#        sigma.theta=runif(1, 0, 100))
#   list(theta=rnorm(J, 0, 110), mu.theta=rnorm(1, 0, 110),
#        sigma.theta=runif(1, 0, 110)))

parameters <- c("theta", "mu.theta", "sigma.theta")

## Not run: 
## You may need to edit "bugs.directory",
## also you need write access in the working directory:
schools.sim <- bugs(data, inits, parameters, model.file,
    n.chains=3, n.iter=5000,
    bugs.directory="c:/Program Files/WinBUGS14/")
print(schools.sim)
plot(schools.sim)

## End(Not run)

R2WinBUGS documentation built on June 24, 2024, 5:18 p.m.