Re: [R] compare posterior samples from R2OpenBugs and R function bugs{R2WinBUGS}
On Tue, Feb 19, 2013 at 7:18 AM, Uwe Ligges lig...@statistik.tu-dortmund.de
wrote:
On 18.02.2013 05:24, Jia Liu wrote:
Hi all,
I used both OpenBugs and R function bugs{R2WinBUGS} to run a linear mixed
effects model based on the same data set and initial values. I got the
same
summary statistics but different posterior samples. However, if I order
these two sets of samples, one is generated from OpenBugs and the other is
generated from R, they turn to be the same. And the samples from R do not
have any autocorrelation. I do not know why and how this R function
destroy
the orders of posterior samples. Have anyone ever met this situation
before? Any idea is appreciated.
Not sure what you are looking at, since there is no reproducible example
nor any code in your message.
Sorry for the inconvenience, I should have posted a sample code with it.
However, I guess you came across a specific design decision by Andrew
Gelman, who wrote some code of R2WinBUGS before it was turned into an R
package. That feature is documented on the ?bugs help page:
for convenience, the n.keep*n.chains simulations in sims.matrix and
sims.list (but NOT sims.array) have been randomly permuted.
It is exactly what I asked. I noticed that the posterior sample have been
randomly permuted. But I am curious the reason for doing that. So if the
autocorrelation is of my interest, I should use sims.array, not sims.list.
Thanks,
Jia
Best,
Uwe Ligges
Thanks,
Jia
sessionInfo()R version 2.15.1 (2012-06-22)
Platform: x86_64-pc-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United
States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] R2WinBUGS_2.1-18 BRugs_0.8-0 coda_0.15-2 lattice_0.20-6
loaded via a namespace (and not attached):
[1] grid_2.15.1 tools_2.15.1
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[R] compare posterior samples from R2OpenBugs and R function bugs{R2WinBUGS}
Hi all,
I used both OpenBugs and R function bugs{R2WinBUGS} to run a linear mixed
effects model based on the same data set and initial values. I got the same
summary statistics but different posterior samples. However, if I order
these two sets of samples, one is generated from OpenBugs and the other is
generated from R, they turn to be the same. And the samples from R do not
have any autocorrelation. I do not know why and how this R function destroy
the orders of posterior samples. Have anyone ever met this situation
before? Any idea is appreciated.
Thanks,
Jia
sessionInfo()R version 2.15.1 (2012-06-22)
Platform: x86_64-pc-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United
States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] R2WinBUGS_2.1-18 BRugs_0.8-0 coda_0.15-2 lattice_0.20-6
loaded via a namespace (and not attached):
[1] grid_2.15.1 tools_2.15.1
[[alternative HTML version deleted]]
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] how to set the starting value in lme
Hi, When I fit the mixed-effects model by lme, I got the convergence error code = 1 message = iteration limit reached without convergence (9). Even after I increase the iteration numbers, it still did not work. The only way I found to avoid the error message is to increase the number of iterations for the EM algorithm, which need to be at least 1100. But the weird thing is that the correlation between two random coefficients is always around 1, which is not true. So I am thinking the error should be related with the improper starting value. But I do not know how to set up my desired starting value in lme function. Are there anybody know it? Or met the same problem with me before and know how to avoid the error? Thank you for your help. Bests, Jia [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
