Hi Uwe,
Thank you for your guidance.  I have installed R2WinBUGS and WinBUGS14 under
wine.  Using ?bugs for help, it tells me:

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.

..and the following code is a simple Bayesian version of a t-test...

############################  Directory Paths  ############################
MyModelPath <- "/home/me/Compound/R/WinBUGS/"
MyBUGSPath <- "/home/me/.wine/drive_c/Program Files/WinBUGS14/"
MyModelFile <- paste(MyModelPath, "model.bug", sep="")
WINEPATH <- "/usr/bin/wine"

############################  Create Data Set  ############################
# Here is some fake data
n_draws <- 50
x <- round(runif(n_draws, 1, 2))
y <- ifelse(x == 1, rnorm(n_draws, 1, 1), rnorm(n_draws, 1.2, 0.8))
MyData <- as.data.frame(cbind(y, x))
y.n <- NROW(MyData$y)
x.j <- length(unique(x))
summary(MyData)

######################  Format Data for WinBUGS  ##########################
MyBUGSData <- list(y=MyData$y, x=MyData$x, n=y.n, x.j=x.j)
MyBUGSData

##########################  WinBUGS Model File  ###########################
library(R2WinBUGS)
cat("model
        {
        for (i in 1:n)
                {
                y[i] ~ dnorm(mu[i], tau)
                mu[i] <- alpha + beta[x[i]]
                }
        ### STZ (Sum-To-Zero) Constraints
        beta[1] <- -sum(beta[2:x.j])
        ### Priors
        alpha ~ dnorm(0.0, 1.0E-4)
        for (i in 2:x.j)
                {
                beta[i] ~ dnorm(0.0, 1.0E-4)
                }
        tau ~ dgamma(0.01, 0.01)
        precision <- sqrt(1/tau)
        }",
file=MyModelFile)
file.show(MyModelFile)

#############################  WinBUGS Model  #############################
MyModel <- bugs(MyBUGSData, inits=NULL,
        model.file=MyModelFile, 
        parameters.to.save=c("alpha", "beta", "precision"), 
        n.chains=3, n.iter=2000, n.burnin=1000, n.thin=1, codaPkg=TRUE,
        bugs.directory = MyBUGSPath, working.directory=MyModelPath, 
        useWINE=TRUE, WINEPATH=WINEPATH, debug=TRUE)

The output says:

ERROR:  
  cannot open the connection

I'm wondering if I've misinterpreted how to set my paths with wine, because
I can go to the following path, double-click on WinBUGS14.exe, and open it
just fine: /home/me/.wine/drive_c/Program Files/WinBUGS14/

I can also go to Applications > Wine > Browse C:\ Drive and navigate to
WinBUGS.

Please help if I've done something wrong.  Thanks.
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