I have wrote about my experience with jags here. Martyn Plummer has updated jags recently and now jags can get as he claimed. Jags is fast and its source code is more manipulable (It's written in C++).
I and Masanao wrote a package, R2jags, for running jags from R. To be sure, Martyn Plummer has wrote a package, rjags, for this purpose. But our package try to mimic the way in which R2WinBUGS does. So WinBUGS users do not have to readjust themselves when they want to use this package. Nonetheless, install R2jags is a bit tricky because we need to install other unlisted R packages. Here are the steps:
To use JAGS under Windows, there are 4 steps:
Install rjags package: (from CRAN, from R console)
Install our R2jags: (type the following in R console)
When you finish all above steps, in R, type:
And ?jags to see the example code.
There are 2 functions: jags() and jags2().
jags() is very much like bugs() in R2WinBUGS. But you can update your model if you found out that your model is not converged.
jags2() is a function we wrote before rjags is working. The difference between jags() and jags2() is that jags2() cannot be updated. But jags2() does give you coda files. Thus if you are a fan of analyzing coda files, jags() is the one you want.
We haven't uploaded R2jags to CRAN yet. We need more input. So we have R2jags in R-forge. Thus if you have any suggestion, please go to:
We welcome all your inputs!
4 hours ago