`JAGS.Rd`

This sampler function for BAMLSS is an interface to the JAGS library
using package `rjags`

. The function basically interprets the
`bamlss.frame`

into BUGS code, similar to the `jagam`

function of
package `mgcv`

. I.e., the function uses the random effects representation of
smooth terms, see the transformer function `randomize`

to generate the BUGS code.

Note that estimating BAMLSS with JAGS is not very efficient.
Also note that this function is more experimental and support is only provided for a small
number of `bamlss.family`

objects.

Function `BUGSeta()`

therefore computes the code and data for one parameter of
the modeled distribution. Function `BUGSmodel()`

then collects all parameter model code
and data, which can be send to JAGS.

## Sampler function: JAGS(x, y, family, start = NULL, tdir = NULL, n.chains = 1, n.adapt = 100, n.iter = 4000, thin = 2, burnin = 1000, seed = NULL, verbose = TRUE, set.inits = TRUE, save.all = FALSE, modules = NULL, ...) ## Function to interpret an additive predictor into BUGS code: BUGSeta(x, id = NULL, ...) ## Function to interpret the full BAMLSS: BUGSmodel(x, family, is.stan = FALSE, reference = NULL, ...)

x | For function |
---|---|

y | The model response, as returned from function |

family | A bamlss family object, see |

start | A named numeric vector containing possible starting values, the names are based on
function |

tdir | The path to the temporary directory that should be used. |

n.chains | Specifies the number of sequential MCMC chains that should be run with JAGS. |

n.adapt | Specifies the number of iterations that should be used as an initial adaptive phase. |

n.iter | Sets the number of MCMC iterations. |

thin | Defines the thinning parameter for MCMC simulation. E.g., |

burnin | Sets the burn-in phase of the sampler, i.e., the number of starting samples that should be removed. |

seed | Sets the seed. |

verbose | Print information during runtime of the algorithm. |

set.inits | Should initial values of BAMLSS |

save.all | Should all JAGS files be saved in |

modules | Specify additional modules that should be loaded, see function |

id | Character, the current parameter name for which the BUGS code should be produced. |

is.stan | Should the BUGS code be translated to STAN code. Note that this is only experimental. |

reference | A |

… | Currently not used. |

Function `JAGS()`

returns samples of parameters. The samples are provided as a `mcmc`

matrix. If `n.chains > 1`

, the samples are provided as a `mcmc.list`

.

Function `BUGSeta()`

returns the BUGS model code and preprocessed data for one
additive predictor. Function `BUGSmodel()`

then combines all single BUGS code chunks and
the data and creates the final BUGS model code that can be send to JAGS.

Note that for setting up a new family object to be used with `JAGS()`

additional
information needs to be supplied. The extra information must be placed within the
family object in an element named `"bugs"`

. The following entries should be supplied
within the `..$bugs`

list:

`"dist"`

. The name of the distribution in BUGS/JAGS model language.`"eta"`

. The function that computes the BUGS code for one structured additive predictor. Function`BUGSeta()`

is used per default.`"model"`

. The function that merges all single predictor BUGS model code and data. The default function is`BUGSmodel()`

.`"reparam"`

. A named vector of character strings that specify a re-parametrization.

See also the example code of `family.bamlss`

.

# NOT RUN { ## Simulated data example illustrating ## how to call the sampler function. ## This is done internally within ## the setup of function bamlss(). d <- GAMart() f <- num ~ s(x1, bs = "ps") bf <- bamlss.frame(f, data = d, family = "gaussian") ## First, find starting values with optimizer. opt <- with(bf, bfit(x, y, family)) ## Sample with JAGS. if(require("rjags")) { samps <- with(bf, JAGS(x, y, family, start = opt$parameters)) plot(samps) } # }