Posts Tagged ‘ rjags ’

Installing and Running JAGS on Mac OS 10.5.8

March 26, 2012
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Installing and Running JAGS on Mac OS 10.5.8

JAGS is an alternative to BUGS (WinBUGS or OpenBUGS) for conducting a Bayesian Analysis. It stands for Just Another Gibbs Sampler, and like WinBUGS, it is essentially an MCMC machine that employs a Gibbs sampler so you don't have to write your own for ...

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Installing and Running JAGS on Mac OS 10.5.8

March 26, 2012
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Installing and Running JAGS on Mac OS 10.5.8

JAGS is an alternative to BUGS (WinBUGS or OpenBUGS) for conducting a Bayesian Analysis. It stands for Just Another Gibbs Sampler, and like WinBUGS, it is essentially an MCMC machine that employs a Gibbs sampler so you don’t have to … Continue reading →

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Example 9.8: New stuff in SAS 9.3– Bayesian random effects models in Proc MCMC

October 4, 2011
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Example 9.8: New stuff in SAS 9.3– Bayesian random effects models in Proc MCMC

Rounding off our reports on major new developments in SAS 9.3, today we'll talk about proc mcmc and the random statement.Stand-alone packages for fitting very general Bayesian models using Markov chain Monte Carlo (MCMC) methods have been available for...

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Parallel JAGS RNGs

July 23, 2011
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As a matter of convention, we usually run 3 or 4 chains in JAGS. By default, this gives rise to chains that draw samples from 3 or 4 distinct pseudorandom number generators. I didn’t go and check whether it does things 111,222,333 or 123,123,123, but in any event the “parallel chains” in JAGS are samples

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Global Temperature Proxy Reconstructions ~ now with CO2 forcing

August 26, 2010
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Global Temperature Proxy Reconstructions ~ now with CO2 forcing

Previously, I did a simple Bayesian projection of recent temperature using proxy data and the methods shown in McShane and Wyner (2010). I showed that when you take out the last 30 years of data (1969~1998), the projection does not track the recent uptick in temperatures well. The “projection” is a simple unparametric bootstrap which

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Global Temperature Proxy Reconstructions ~ Bayesian extrapolation of warming w/ rjags

August 22, 2010
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Global Temperature Proxy Reconstructions ~ Bayesian extrapolation of warming w/ rjags

Update: fixed projection. There are a bunch of “hockey sticks” that calculate past global temps. through the use of proxies when instrumental data is absent. There is a new one out there by McShane and Wyner (2010) that’s creating quite a stir in the blogosphere (here, here, here, here). The main take out being, that

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