Abstract
The runjags package provides a set of interface functions to facilitate running Markov chain Monte Carlo models in JAGS from within R. Automated calculation of appropriate convergence and sample length diagnostics, user-friendly access to commonly used graphical outputs and summary statistics, and parallelized methods of running JAGS are provided. Template model specifications can be generated using a standard lme4-style formula interface to assist users less familiar with the BUGS syntax. Automated simulation study functions are implemented to facilitate model performance assessment, as well as drop-k type cross-validation studies, using high performance computing clusters such as those provided by parallel. A module extension for JAGS is also included within runjags, providing the Pareto family of distributions and a series of minimally-informative priors including the DuMouchel and half-Cauchy priors. This paper outlines the primary functions of this package, and gives an illustration of a simulation study to assess the sensitivity of two equivalent model formulations to different prior distributions.
| Originalsprog | Engelsk |
|---|---|
| Tidsskrift | Journal of Statistical Software |
| Vol/bind | 71 |
| Udgave nummer | 9 |
| Sider (fra-til) | 1-25 |
| Antal sider | 25 |
| ISSN | 1548-7660 |
| DOI | |
| Status | Udgivet - 26 jul. 2016 |