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runjags: An R Package Providing Interface Utilities, Model Templates, Parallel Computing Methods and Additional Distributions for MCMC Models in JAGS

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  • Denwood, Matthew J.
Abstract
The runjags package provides a set of interface functions to facilitate running Markov chain Monte Carlo models in JAGS from within R. Automated calculation of appropriate convergence and sample length diagnostics, user-friendly access to commonly used graphical outputs and summary statistics, and parallelized methods of running JAGS are provided. Template model specifications can be generated using a standard lme4-style formula interface to assist users less familiar with the BUGS syntax. Automated simulation study functions are implemented to facilitate model performance assessment, as well as drop-k type cross-validation studies, using high performance computing clusters such as those provided by parallel. A module extension for JAGS is also included within runjags, providing the Pareto family of distributions and a series of minimally-informative priors including the DuMouchel and half-Cauchy priors. This paper outlines the primary functions of this package, and gives an illustration of a simulation study to assess the sensitivity of two equivalent model formulations to different prior distributions.

Suggested Citation

  • Denwood, Matthew J., 2016. "runjags: An R Package Providing Interface Utilities, Model Templates, Parallel Computing Methods and Additional Distributions for MCMC Models in JAGS," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 71(i09).
    • Handle: RePEc:jss:jstsof:v:071:i09
    DOI: http://hdl.handle.net/10.18637/jss.v071.i09
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    1. Bates, Douglas & Mächler, Martin & Bolker, Ben & Walker, Steve, 2015. "Fitting Linear Mixed-Effects Models Using lme4," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(i01).
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