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runjags

This package provides high-level interface utilities for MCMC models via Just Another Gibbs Sampler (JAGS), facilitating the use of parallel (or distributed) processors for multiple chains, automated control of convergence and sample length diagnostics, and evaluation of the performance of a model using drop-k validation or against simulated data. Template model specifications can be generated using a standard lme4-style formula interface to assist users less familiar with the BUGS syntax. A JAGS extension module provides additional distributions including the Pareto family of distributions, the DuMouchel prior and the half-Cauchy prior.

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Website http://runjags.sourceforge.net
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  • Interface utilities for Just Another Gibbs Sampler (JAGS)
  • Facilitates running parallel JAGS models for multiple chains
  • Automated control of convergence and sample length diagnostics
  • Evaluation of the performance of a model against simulated data
  • Compatibility with the WinBUGS syntax of model files with data and initial values lists
  • JAGS extension module implementing additional distributions for JAGS models including the Pareto family of distributions