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Changes in JAGS 4.0.0 New features ============ * Deterministic relations can be defined with the equals sign `=` as well as the left arrow `<-` (Thanks to Merlise Clyde for the suggestion). * All distributions now have an associated function that calculates their normalized log density. If the name of the distribution is "dfoo" then the corresponding log density function is called "logdensity.foo". The first argument of the log density function is the value at which the density is to be evaluated, and the remaining arguments are the parameters of the distribution. * The sum and prod functions are now variadic, like their R equivalents and return respectively the sum and product over all arguments. * The sequence operator ":" can be used in any expression. If b < a then a:b returns a zero-length vector. * The compiler gives more detailed information about the graph. In addition to printing the total number of nodes, it gives the numbers of observed and unobserved stochastic nodes. * Vector indexing is now possible for Node arrays and arbitrary integer vectors are allowed for the counter in a for loop. * The generalized gamma distribution dgen.gamma now has alias "dggamma" for compatibility with OpenBUGS. The multinomial distribution has alias "dmultinom" for compatibility with R. * The function c() has been added to the bugs module. Like the R function c() it combines its arguments into a single vector. * New non-central t distribution "dnt" in the "bugs" module (from the R math library) * Variables that are not completely defined can now be monitored. The undefined elements are dropped from CODA output. Bug fixes ========= * The qpar function in the bugs module was inverted. * The not function in the base module was inverted. * The ConjugateGamma sampler did not work correctly for the Chi Squared distribution * The parser accepts form feed as a white space character * Fixes for lack of reproducibility (due to arbitrary ordering of Nodes in a Graph) have been put in place. * The log-density functions for the multivariate normal (DMNorm) and Wishart (DWish) distributions now return zero for non-positive definite precision matrices, instead of throwing an exception. This allows flexible modelling of the precision matrix. * The Windows installer no longer allows the same version of JAGS to be installed in two different locations (leading to registry problems) * The qdexp function was incorrect. Library changes =============== * All C++ objects and functions are in the namespace jags * Automake 1.12.0 or above is required. The header file generated from C++ yacc source is *.hh, not *.h for automake 1.12 and above. This is incompatible with previous versions. * The GraphView API has changed: stochasticChildren now returns a vector of (non-const) pointers. This is necessary for collapsing in multi-level models. * The Graph interface is simplified as it now inherits from set<Node*> * Names of functions in libjrmath are remapped to avoid namespace clashes with libR and libRmath. * The Module.h header is moved into the module sub-directory * The classes RScalarDist, DFunction, PFunction, QFunction are moved from the bugs module into the main library. * SingletonGraphView is a new subclass of GraphView to be used when a single node is being sampled. * Subclasses of Monitor no longer need to implement the reserve function. They should instead re-allocate memory during each update as necessary, ensuring that an update remains an amortized constant time operation. * The ParallelSampler class is renamed MutableSampler. Similarly, the SamplerMethod class is renamed MutableSampleMethod. The API of both classes is also modified as described below. * The MutableSampleMethod class does not need to implement the name method. The name of a MutableSampler is now defined in the constructor. (In many cases the SamplerFactory can pass its own name to the Samplers it constructs: this allows us to get rid of a redundant level of names). * A new class ImmutableSampler and corresponding class ImmutableSampleMethod are added to the library for samplers that have no internal state (e.g. base::FiniteSampler or bugs::ConjugateSampler). * StochasticNode has a new member function setData, which sets the value of the node to be the same across all chains and sets the status of the StochasticNode to observed. The setObserved member function is defunct. The change guarentees that observed StochasticNodes have the same value across all chains. The Compiler has been modified to use the new StochasticNode API. * The VectorFunction class has a new subclass ScalarVectorFunction for scalar-valued functions that take vector-valued arguments. * The length of the return value of a VectorFunction and the dimension of the value of an ArrayFunction may now depend on the values of the arguments and not just the lengths/dimensions of the arguments. * A new checkParameterDiscrete member function in the Function class allows Functions to check that some of the parameters are discrete. * A new checkParameterFixed member function in the Function class allows Functions to check that some of the parameters have fixed values. This check is necessary when creating a LogicalNode from a Function that has a variable-sized return value depending on the values of the arguments (and not just the dimensions of the arguments). We can only permit this if the node has fixed length, and hence if the relevant arguments are fixed. * The Range class now allows representation of arbitrary index ranges (e.g. indices that are not contiguous, nor increasing, or include repeats). This change is in support of vector indexing. The old Range class is now represented by a sub-class SimpleRange. * The interface of the NodeArray class is simplified. Member functions find and isEmpty are defunct. * The new NodeArraySubset class is introduced for use by Monitors. The BUGSModel::getNode and Model::addExtraNode functions are defunct. These functions were only needed by Monitors. * Calculation of Kullback-Leibler divergence is moved out of the dic module and into the library. * The Node destructor no longer remove themselves "this" (the node being destroyed) from its parents' list of children. A new member function unlinkParents() is added for this purpose. * A new class of closed functions DNODE_ADDITIVE is added to the ClosedFuncClass enumeration, with new method Function#isAdditive to support LogicalNode#isClosed. An additive function can be expressed as f(x) = a + sum(x) and is fixed if a is fixed. Internal changes in modules =========================== * All module namespaces are nested inside namespace jags * The FLIBS flag is now passed to modules that use LAPACK and BLAS. This allows static linking to LAPACK. * base module - FiniteMethod no longer has a restriction on the length of the nodes that it can sample. - The sequence operator ":" is now defined as a function in the base module. Previously it was handled by the compiler. - The TraceMonitor and MeanMonitor classes take their values from a NodeArraySubset instead of a Node, allowing them to be constructed even when all elements of a NodeArray have not been defined. * bugs module - The ConjugateDirichlet sampler is now much faster for mixture models. This sampler contains some experimental features that may eventually be folded into the GraphView class. - The classes RScalarDist, DFunction, PFunction, QFunction are moved into the main library - The beta binomial distribution (DBetaBin) is moved to the mix module. - The logDensity function for the multivariate normal distribution (DMNorm) now includes the correct normalizing constant for PDF_FULL. This affects deviance statistics for multivariate normal nodes. - All VectorFunctions with scalar return values now inherit from the new ScalarVectorFunction class. * glm module - Refactorization of samplers. The new Outcome class presents an abstract normal approximation to the GLM engine. * mix module - New sampler MixDirich for conjugate Dirichlet sampling in a mixture model. - New sampler LDA for Latent Dirichlet Allocation models. - The beta binomial distribution (DBetaBin) is moved from the bugs module. Changes in JAGS 3.4.0 ===================== New features ==================== * You can now set a monitor of type "mean" for any node, which records the running mean. * The order function in the bugs module returns a permutation that sorts its argument in ascending order (the inverse of the permutation provided by the rank function). * The Windows installer now offers a choice of personal or global installation for users with Admin access. * The negative binomial distribution is extended to allow parameters size=0 and probability=1. Bug fixes ========= * LogicalNode::isClosed could throw a logic_error due to a bug in the checkLinear function (Linear.cc) * Setting a monitor with thinning interval 0 prints an error message but no longer throws a logic_error exception. * The command line interface could print a spurious warning that ".RNG.seed" or ".RNG.state" was unused. * A function or distribution with zero arguments caused a segmentation fault. This now gives a compilation error. * The "dround" function (bugs module) was incorrectly calling fprec (round to n significant figures) when it should have been calling fround (round to n decimal places). * The sd() function divided by n (sample size) instead of (n-1). * The Windows uninstaller did not correctly uninstall personal installations for users with administrative access. Internal changes in modules =========================== * base module - The Pow function has alias "pow" so it can be invoked either as "a^b" or as "pow(a,b)" * bugs module - The Pow function has been removed: it was a duplicate of base::pow - The DSum distribution no longer throws an exception if the parameters are inconsistent with the value. This gives a more informative error message. Changes in JAGS 3.3.0 ===================== User-visible changes ==================== * JAGS now prints a warning about unused initial values * Failure to set a "pD" monitor from the "dic" module should produce a more informative error messages * The Windows installer no longer creates a shortcut in the start menu to the uninstaller. Use the Control Panel to uninstall JAGS on Windows. Bug fixes ========= * The inverse and logdet functions now work on scalars * NodeArray::setValue could overwrite values of observed nodes. At the user-interface level, one could change the value of a constant node by providing an initial value. * Underflow errors in the Weibull distribution are now caught. * The auxiliary mixture sampling method now works with binomial data that have a zero denominator. * The multinomial distribution now allows a zero size parameter. * The log-density of the uniform distribution was incorrect when doing likelihood calculations. * The ConjugateWishart distribution did not work correctly in mixture models. * The choose and lchoose functions in the JRmath library could go into an infinite recursion, overflowing the C stack and crashing JAGS. * The Poisson log-likelihood function did not return zero for non-integer values. This could lead to a crash in the glm module. * Multiple bug fixes in the IWLS sampler in the glm module. Internal changes in modules =========================== bugs module * The InProd and MatMult functions now use BLAS calls. glm module: * Cutoff for left and right expansions in Holmes-Held sampler is now optimal. * IWLS sampler only works with certain link functions. dic module * Faster Kullback-Leibler calculations for the Bernoulli distribution. -------------------------------------------------------------------------- Changes in JAGS 3.2.0 User-visible changes ==================== * New observable function "dround" may be used to represent data that have been rounded to a given number of decimal places. Bug fixes ========= * BaseRNGFactory did not recycle RNGs correctly. * DMState now declares itself to be a discrete-valued distribution. * Likelihood calculations were incorrect for the binomial distribution with unobserved size parameter. * The Holmes-Held sampler for logistic regression models with binary outcomes is now more numerically stable. Internal changes in modules =========================== * New ShiftedCount sampler samples nodes with a Poisson, binomial or negative binomial prior distribution that are used as the size parameter of a binomial distribution. * New ShiftedMultinomial sampler is a multivariate version of shiftedCount. It samples nodes with a multinomial prior distribution, elements of which are used as the size parameters of distinct binomial children. * Headers in the GLM module are properly documented. --------------------------------------------------------------------- Changes in JAGS 3.1.0 User-visible changes ==================== * Allow progress bar in batch mode if user gives "by" option to update or adapt. Bug fixes ========= * If a monitor is requested while the model is in adaptive mode, then adaptive mode is turned off, with a NOTE to the user, instead of throwing an exception. Library changes =============== * BUGSModel::setMonitor will return after the first error message is reported from a MonitorFactory. Internal changes in modules =========================== * dic - Improved error messages from PDTraceFactory in case a pD monitor cannot be generated. ----------------------------------------------------------------------- Changes in JAGS 3.0.0 User-visible changes ==================== * Functions and distributions may now have an alias, so that they can be referred to by more than one name. This allows compatibility with the naming conventions of OpenBUGS (e.g. ddirch vs ddirich) and of R (e.g. dbin vs dbinom). * Progress bar - The width of the progress bar is extended from 40 to 50 characters - In batch mode, the progress bar is not printed - Adaptive mode is always indicated by symbol "+" * In batch mode JAGS halts on the first error * New distributions in the bugs module - Non-central chi-square (dnchisqr) - Beta binomial (dbetabin) - Generalized gamma (dgen.gamma) * Separate messages are printed during compilation and initialization of the model. * The multinomial distribution (dmulti) can take a scalar probability parameter (like dcat) * A warning is printed if a user tries to initialize a model before it is compiled. This was previously silently ignored. * The user has more control over the adaptive phase. The adapt command does not automatically turn off the adaptive phase and so may be run sequentially until adaptation is complete. * When a monitor cannot be defined an attempt is made to return an informative error message. * A single installer for Windows contains both 32-bit and 64-bit versions of JAGS. Library changes =============== * logLikelihood function renamed to logDensity. This function now takes an argument allowing fast calculation of likelihoods and priors. * New error functions declared in the header module/ModuleError.h can be called from a module instead of throwing an exception. This allows safe handling when the library is statitically linked to the C++ runtime, as exceptions cannot be thrown across DLL boundaries in this case. * New subclasses of runtime_error for functions (FuncError), distributions (DistError) * Mixture nodes may share a common MixMap, with substantial memory savings. * Models with large multivariate nodes have been optimized for speed. Configuration changes ===================== * Use up-to-date m4 macros for blas and lapack from gnu autoconf archive * For modules, drop the -no-undefined linker flag except on Windows, where it is necessary. * On Solaris, the macro for detecting blas automatically has been updated to use new syntax -library=sunperf. Internal changes in modules =========================== * bugs - The base RNG factory only uses the time stamp once, during construction, to fix the random number seed. Use the bugs namespace consistently in the bugs module - Changed all instances of lgamma (C library) to lgamma_fn (R math) - The DSum sampler may be multi-level (i.e. it may sample two nodes, one of which is the descendant of the other) * glm - The HolmesHeld sampler has been (temporarily) suppressed as its numerical instability problems have not been solved. - The glm module now contains a copy of CHOLMOD, AMD, COLMOD * mix - The DNormMix sampler may be multi-level Bug fixes ========= * Fixed segfault in BUGSModel when requesting monitor for node with wrong dimensions * Fixed segfault in ConjugateMNormal * Fixed glm module in case of GLMs with mis-measured covariates - Holmes-Held method cannot work with such models - With Albert-Chib method we need to update all auxiliary data at the start of each iteration * The lexer now accepts floating point expressions when the exponent has no sign (e.g. 6.022E23 now accepted as well as 6.022E+23) * Corrected random number generation for - Pareto distribution - Multivariate T distribution - Hypergeometric distribution (seg fault) * The constructors for Vector- and ArrayStochasticNodes now check the number of parameters. * Fixed serious bug in NodeArray::find (It always returned 0 and led to the creation of spurious aggregate nodes). * More informative error messages in case of module loading failure * Random walk Metropolis sampler now copes with non-finite log-densities * CalKLExact was only returning half the correct value, with consequences for the pD and popt monitors. * The binomial distribution now allows a zero size parameter * Fixed bug in PDMonitorFactory that stopped Monitor objects being created when any node in the model is bounded. * The scanner throws an exception if it encounters the Unicode replacement charcter U+FFFD