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[Bugs-r-devel] SF.net SVN: bugs-r:[262] trunk/R2WinBUGS
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From: <li...@us...> - 2013-04-07 17:33:33
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Revision: 262
http://bugs-r.svn.sourceforge.net/bugs-r/?rev=262&view=rev
Author: ligges
Date: 2013-04-07 17:33:18 +0000 (Sun, 07 Apr 2013)
Log Message:
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adding the vignettes again - 3rd try to get it done
Added Paths:
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trunk/R2WinBUGS/vignettes/
trunk/R2WinBUGS/vignettes/R2WinBUGS.Rnw
trunk/R2WinBUGS/vignettes/RdRW.sty
trunk/R2WinBUGS/vignettes/Z.cls
trunk/R2WinBUGS/vignettes/benzolsw.pdf
trunk/R2WinBUGS/vignettes/bugs.tex
trunk/R2WinBUGS/vignettes/countssw.pdf
trunk/R2WinBUGS/vignettes/expectedsw.pdf
trunk/R2WinBUGS/vignettes/literatur.bib
trunk/R2WinBUGS/vignettes/literatur.bst
trunk/R2WinBUGS/vignettes/plot.pdf
Added: trunk/R2WinBUGS/vignettes/R2WinBUGS.Rnw
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--- trunk/R2WinBUGS/vignettes/R2WinBUGS.Rnw (rev 0)
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+%\VignetteIndexEntry{R2WinBUGS}
+\documentclass{Z}
+\usepackage{RdRW,thumbpdf}
+\newcommand{\WinBUGS}{{\proglang{WinBUGS}}{}}
+\newcommand{\RW}{{\pkg{R2WinBUGS}}{}}
+\renewcommand{\R}{{\proglang{R}}{}}
+\setlength{\textheight}{23.5cm}
+
+\title{\RW{}:\protect\linebreak A Package for Running \WinBUGS{} from \R{}}
+\author{Sibylle Sturtz\thanks{\email{st...@st...}}\\Fachbereich Statistik\\Universit\"at Dortmund\\Germany
+ \And
+ Uwe Ligges\thanks{\email{li...@st...}}\\Fachbereich Statistik\\Universit\"at Dortmund\\Germany
+ \And
+ Andrew Gelman\thanks{\email{ge...@st...}}\\Department of Statistics\\Columbia University\\USA
+}
+\Plainauthor{Sibylle Sturtz, Uwe Ligges, Andrew Gelman}
+\Plaintitle{R2WinBUGS: A Package for Running WinBUGS from R}
+
+\Abstract{
+The \RW{} package provides convenient functions to call \WinBUGS{} from \R{}. It
+automatically writes the data and scripts in a format readable by \WinBUGS{} for processing in batch mode, which
+is possible since version 1.4. After the \WinBUGS{} process has finished, it is possible either to read the
+resulting data into \R{} by the package itself---which gives a compact graphical summary of inference and
+convergence diagnostics---or to use the facilities of the \pkg{coda} package for further analyses of the
+output. Examples are given to demonstrate the usage of this package.
+}
+
+\Keywords{\R{}, \WinBUGS{}, interface, MCMC}
+\Plainkeywords{R, WinBUGS, interface, MCMC}
+
+\begin{document}
+An earlier version of this vignette has been published by the Journal of Statistical Software:\\
+Sturtz S, Ligges U, Gelman A (2005):
+``\RW{}: A Package for Running \WinBUGS{} from \R{}.''
+{\em Journal of Statistical Software}, 12(3), 1--16.
+
+
+\section{Introduction}\label{Introduction}
+The usage of Markov chain Monte Carlo (MCMC) methods became very popular within the last decade. \WinBUGS{}
+\citep[\textbf{B}ayesian inference \textbf{U}sing \textbf{G}ibbs \textbf{S}ampling, ][]
+{Spiegelhalter;Thomas;Best:2003} is a popular software for analyzing complex statistical models using MCMC
+methods. This software uses Gibbs sampling \citep{Geman;Geman:1984,Gelfand;Smith:1990,Casella;George:1992} and the
+Metropolis algorithm \citep{Metropolis;Rosenbluth;Rosenbluth;Teller;Teller:1953}
+to generate a Markov chain by sampling from full conditional
+distributions.
+The \WinBUGS{} software is available for free
+at \url{http://www.mrc-bsu.cam.ac.uk/bugs/}.
+An introduction to MCMC methods is given in \cite{Gilks;Richardson;Spiegelhalter:1996}.
+
+Using \WinBUGS{}, the user must specify the model to run, and to load data and initial values for a specified
+number of Markov chains. Then it is possible to run the Markov chain(s) and to save the results for the parameters
+the user is interested in. Summary statistics of these data, convergence diagnostics, kernel estimates
+etc.\ are available as well.
+Nevertheless, some users of this software might be interested in saving the output and reading it into \R{}
+\citep{RCore:2004} for further analyses.
+\WinBUGS{} 1.4 comes with the ability to run the software in batch mode using scripts.
+
+The \RW{} package makes use of this feature and provides the tools to call \WinBUGS{}
+directly after data manipulation in \R{}. Furthermore, it is possible to
+work with the results after importing them back into \R{} again, for example to create posterior predictive simulations or, more generally, graphical displays of data and posterior simulations \citep{gelman:2004}.
+Embedding in R can also be useful for frequently changed data or processing a bunch of data sets,
+because it is much more convenient to use some \R{} functions (possibly within a loop)
+rather than using ``copy \& paste'' to update data in \WinBUGS{} each time; however difficulties have been encountered in this area because both \R{} and \WinBUGS{} can lock up RAM in the Windows operating system.
+
+\R{} is a ``language for data analysis and graphics'' and an open source and
+freely available statistical software package implementing that language, see \url{http://www.R-project.org/}.
+Historically, \R{} is an implementation of the award-winning \proglang{S}
+language and system \citep{becker:1984r,becker:1988r,chambers:1992,chambers:1998}.
+\R{} and \RW{} are available from \emph{CRAN} (Comprehensive \R{} Archive Network),
+i.e., \url{http://CRAN.R-Project.org} or one of its mirrors.
+\RW{} could be ported to the commercial \proglang{S} implementation
+\textsc{S-Plus}. Minor adaptions would be needed since \textsc{S-Plus}
+lacks some of \R{}'s functions and capabilities.
+If an internet connection is available, \RW{} can be installed by typing
+\verb+install.packages("R2WinBUGS")+ at the \R{} command prompt.
+Do not forget to load the package with \verb+library("R2WinBUGS")+.
+
+The package \pkg{coda} by \cite{Plummer;Best;Cowles;Vines:2004} is very useful for the analysis of \WinBUGS{}'
+output, the reader might want to install this package as well. The CRAN package \pkg{boa} (Bayesian Output
+Analysis Program) by \cite{Smith:2004} has similar aims.
+\proglang{JAGS} (Just Another Gibbs Sampler)
+by \cite{Plummer:2003} is a program for analysis of Bayesian hierarchical models using Gibbs sampling that aims for
+the same functionality as classic \proglang{BUGS}. \proglang{JAGS} is developed to work closely together with \R{} and
+the \pkg{coda} package.
+
+%% Revision 2005-01-10 start
+A new and completely revised version of WinBUGS called \proglang{OpenBUGS} \citep{Spiegelhalter;Thomas;Best;Lunn:2004}
+was lately published under the terms of the GPL.
+\proglang{OpenBUGS} is also expected to run under Linux.
+It provides a much more flexible API on which ``BRugs'' is based including
+a dynamic link library, incorporating a component loader
+that allows \R{} to make use of \proglang{OpenBUGS} components.
+OpenBUGS is still in development and suffers frequent crashes.
+As OpenBUGS becomes more reliable,
+it is planned to merge ``BRugs'' and \RW{} into one \R{} package.
+%% Revision 2005-01-10 end
+
+For other packages and projects on spatial statistics
+related to \R{}, follow the link to ``\R{} spatial projects'' at CRAN.
+
+In this paper, we give two examples, involving educational testing experiments in schools (cf.~Section~\ref{School}),
+and incidence of childhood leukaemia depending on benzene emissions (cf.~Section~\ref{Leukaemia}). Details on the
+functions of \RW{} are given in Section~\ref{Programming}. These functions automatically write the data and a
+script in a format readable by \WinBUGS{} for processing in batch mode, and call \WinBUGS{} from \R{}. After the
+\WinBUGS{} process has finished, it is possible either to read the resulting data into \R{} by the package itself
+or to use the facilities of the \pkg{coda} package for further analyses of the output. In Section~\ref{Example2},
+we demonstrate how to apply the functions provided by \RW{} on the examples' data, and how to analyze the output
+both with package \pkg{coda} and with \RW{}'s methods to \verb+plot()+ and \verb+print()+ the output.
+
+
+\section{Examples}\label{Examples}
+In this Section, we introduce two examples which will be continued in Section~\ref{Example2}.
+
+\subsection{Schools data}\label{School}
+The Scholastic Aptitude Test (SAT) measures the aptitude of high-schoolers in order to help colleges to make
+admissions decisions. It is divided into two parts, verbal (SAT-V) and mathematical (SAT-M).
+Our data comes from the SAT-V (Scholastic Aptitude Test-Verbal) on eight different high schools, from an experiment conducted in the late 1970s.
+SAT-V is a standard multiple choice test administered by the Educational Testing Service.
+This Service was interested in the effects of coaching programs for each of the selected schools.
+
+The study included coached and uncoached pupils, about sixty in each of the eight different schools; see
+\cite{Rubin:1981}. All of them had already taken the PSAT (Preliminary SAT) which results were used as covariates.
+%Even if the test is constructed to be resistant to short-term
+%efforts directed specifically toward improving test performance, each of the schools is successful at increasing
+%SAT scores.
+For each school, the estimated treatment effect and the standard error of the effect estimate are given.
+These are calculated by an analysis of covariance adjustment appropriate for a completely randomized experiment
+\citep{Rubin:1981}. This example was analyzed using a hierarchical normal model in \cite{Rubin:1981} and
+\citeauthor{Gelman:2003} (\citeyear{Gelman:2003}, Section 5.5).
+
+\subsection{Leukaemia registration data}\label{Leukaemia}
+Spatial data usually arises on different, non-nesting spatial scales. One example is childhood leukaemia
+registration data analyzed by \cite{Best;Cockings;Bennett;Wakefield;Elliot:2001}
+using ecologic regression. Data are given for Greater London bounded by the M25 orbital motorway.
+%% Revision 2005-01-10 start
+The data are not available as an example in \RW{} but we use the example here
+to illustrate
+alternative calls to the \verb+bugs()+ function and output analysis using the \pkg{coda} package.
+%% Revision 2005-01-10 end
+
+The observed number of leukaemia cases among children under 15 years old is given at ward level. Census wards are
+administrative areas containing approximately 5000 to 10\,000 people. Central London is divided into 873 wards. The
+number of incident cases of leukaemia in children is available from 1985 until 1996 from the Office of National
+Statistics and the Thames Cancer Registry. A plot of these numbers is given in Figure~\ref{observed}.
+
+\begin{figure}
+\begin{center}
+\includegraphics[width=0.85\textwidth]{countssw}
+\caption{\label{observed}Observed number of cases of childhood leukaemia in 1985--1996}
+\end{center}
+\end{figure}
+
+Additionally, the number of expected cases (cf.~Fig.~\ref{expected}) is calculated on the same
+resolution using population numbers for different age-sex-strata and the national leukaemia
+rate for the corresponding strata, for details see \cite{Best;Cockings;Bennett;Wakefield;Elliot:2001}.
+
+\begin{figure}
+\begin{center}
+\includegraphics[width=0.85\textwidth]{expectedsw}
+\caption{\label{expected}Expected number of cases of childhood leukaemia in 1985--1996}%, as obtained from a simple demographic model}
+\end{center}
+\end{figure}
+
+It is assumed that benzene emissions have an effect on the incidence rate of leukaemia. Benzene emission rates are
+available in tonnes per year from an atmospheric emissions inventory for London
+\citep{Buckingham;Clewley;Hutchinson;Sadler;Shah:1997} produced by the London Research Centre. They are provided
+at 1km $\times$ 1km grid cells, giving 2132 grid cells in total.
+Their spatial distribution is shown in Figure~\ref{benzene}.
+
+\begin{figure}
+\begin{center}
+\includegraphics[width=0.9\textwidth]{benzolsw}
+\caption{\label{benzene}Benzene emissions in tonnes per year}
+\end{center}
+\end{figure}
+
+For further details on the data see \cite{Best;Cockings;Bennett;Wakefield;Elliot:2001}.
+
+We model these data by Poisson-Gamma models introduced by \cite{Best;Ickstadt;Wolpert:2000} using \WinBUGS{}.
+A linking matrix containing information which grid cell belongs to which ward
+and to which amount is required. This matrix is calculated using \R{}.
+Unfortunately, \WinBUGS{} does not support a list format such as directly produced by \R{}.
+Therefore, the data must be provided as a matrix with 2132 rows and 873 columns (or vice versa).
+Most of the entries of this matrix are zeroes, but using \verb+dump()+ to export it from \R{}
+yields in a file size of 14.2~MB.
+Unfortunately, opening a file of such size really slows \WinBUGS{} down,
+and it was not even possible on some of our PCs.
+Importing data written by our \RW{} package does not make any problems using the batch mode,
+probably due to memory management issues in \WinBUGS{}.
+
+
+\section{Implementation}\label{Programming}
+The implementation of the \RW{} package is straightforward.
+The ``main'' function \verb+bugs()+ is intended to be called by the user.
+In principle, it is a wrapper for several other functions called therein step by step as follows:
+\begin{enumerate}
+ \item \verb+bugs.data.inits()+ writes the data files \file{data.txt}, and \file{inits1.txt}, \file{inits2.txt}, ...
+ into the working directory. These files will be used by \WinBUGS{} during batch processing.
+
+ In particular, input for \WinBUGS{} must not exceed a certain number of digits.
+ Moreover, it needs an \verb+E+ instead of an \verb+e+ in scientific notation.
+ Scientific notation is particularly desirable because of the ``number of digits'' limitation.
+ The default (\verb+digits = 5+) is to, e.g., reformat the number \verb+123456.789+ to \verb@1.23457E+05@.
+ \item \verb+bugs.script()+ writes the file \file{script.txt} that is used by \WinBUGS{} for batch processing.
+ \item \verb+bugs.run()+ updates the lengths of the adaptive phases in the \WinBUGS{} registry
+ (using a function \verb+bugs.update.settings()+),
+ calls \WinBUGS{}, and runs it in batch mode with \file{script.txt}.
+ \item \verb+bugs.sims()+ is only called if the argument \verb+codaPkg+ has been set to \verb+FALSE+ (the default).
+ Otherwise \verb+bugs()+ returns the filenames of stored data. These can, for example,
+ be imported by package \pkg{coda} (see the example in Section~\ref{Leukaemia2}, page~\pageref{codaexample}),
+ which provides functions for convergence diagnostics,
+ calculation of Monte Carlo estimates, trace plots, and so forth.
+
+ The function \verb+bugs.sims()+ reads simulations from \WinBUGS{} into \R{} (not necessarily called by \verb+bugs()+
+ itself), formats them,
+ monitors convergence, performs convergence checks, and computes medians and quantiles.
+ It also prepares the output for \verb+bugs()+ itself.
+\end{enumerate}
+These functions are not intended to be called by the user directly.
+Arguments are passed from \verb+bugs()+ to the other functions, if appropriate.
+A shortened help file of \verb+bugs()+ listing all arguments is given in Appendix~\ref{Doc};
+for the full version type \verb+?bugs+ in \R{} after having installed and loaded the package \RW{}
+(see Section~\ref{Introduction}).
+
+%\newpage
+As known from \WinBUGS{}, one must specify the \verb+data+ in form of a list, with list names equal to the names
+of data in the corresponding \WinBUGS{} model. Alternatively, it is possible to specify a vector or list of names
+(of mode \verb+character+). In that case objects of that names are looked for in the environment in which
+\verb+bugs()+ has been called (usually that is the user's Workspace, \verb+.GlobalEnv+).
+%% Revision 2005-01-10 start
+If data have already been written in a file called \file{data.txt} to the working directory,
+it is possible to specify \verb+data = "data.txt"+.
+%% Revision 2005-01-10 end
+One will usually want to supply initial values.
+This can be done either in the form of a function \verb+inits()+ that creates these values, so that
+different chains can be automatically initialized at different points (see Section \ref{School2}), or by specifying them
+directly (see Section \ref{Leukaemia2}).
+If \verb+inits()+ is not specified,
+\verb+bugs()+ just uses the starting values created by \WinBUGS{}; but in practice \WinBUGS{} can crash when
+reasonable initial values are not specified, and so we recommend constructing a simple \verb+inits()+ function to
+simulate reasonable starting points \cite[Section C.2]{Gelman:2003}. It is also necessary to specify which
+parameters should be saved for monitoring by specifying \verb+parameters.to.save+.
+
+The user might also want to change the defaults for the length of the burn-in (\verb+n.burnin+, which defaults to half the length of the chain)
+period for every MCMC run and the number of iterations (\verb+n.iter+, default value 3)
+that are used to calculate Monte Carlo estimates.
+%SS: Achtung: n.iter=n.burn.in + length of stored chain!
+The specification of a thinning parameter (\verb+n.thin+) is possible as well; this is useful when the number of parameters is large, to keep the saved output to a reasonably-sized R object. In the default setting, the chains are thinned enough so that approximately 1000 simulation draws are saved.
+
+By setting the argument \verb+debug = TRUE+,
+\WinBUGS{} remains open after the run.
+This way it is possible to find errors in the code or the data structure,
+or even to work with that software as in a usual run.
+
+It is possible to run one or more Markov chains.
+The number of chains (\verb+n.chains+) must be specified together with the chains' initial values (\verb+inits+).
+If more than one Markov chain is requested and \verb+codaPkg+ is set to \verb+FALSE+, the convergence diagnostic
+$\hat{R}$ \citep{Brooks;Gelman:1998} is calculated by \verb+bugs.sims()+ for each of the saved parameters.
+
+%% Revision 2005-01-10 start
+Since the communication between \WinBUGS{} and \R{} is based on files,
+rather huge files will be saved in the working directory by the \verb+bugs()+ call,
+either files to be read in by \verb+bugs()+ itself, or by the \pkg{coda} package.
+The user might want to delete those files after the desired contents has been imported into \R{},
+and save those objects, e.g., as compressed \R{} data files.
+%% Revision 2005-01-10 end
+
+The function \verb+bugs()+ returns a rather complex object of class \verb+bugs+,
+if called with argument \verb+codaPkg = FALSE+.
+In order to look at the structure of such an object, type \verb+str(objectname)+.
+For convenience, \RW{} provides methods corresponding to class \verb+bugs+ for
+the generic functions \verb+print()+ and \verb+plot()+.
+
+So that user will not be overwhelmed with information; summaries of the output are provided by the
+\verb+print()+ method. That is, some parameters of the \verb+bugs()+ call are summarized, and mean,
+standard deviation, several quantiles of the parameters and convergence diagnostics based on \cite{Gelman;Rubin:1992}
+are printed. See the example in
+Section~\ref{School2}, page~\pageref{schoolssim}, for a typical output. As with \cite{Spiegelhalter;Best;Carlin;vdLinde:2002},
+%\pagebreak
+ the DIC computed by \verb+bugs.sims()+ is defined as the posterior mean
+of the deviance plus $p_D$, the estimated effective number of parameters in the posterior distribution. We define
+$p_D$ as half the posterior variance of the deviance and estimate it as half the average of the within-chain
+variances of the deviance.\footnote{In contrast, \cite{Spiegelhalter;Best;Carlin;vdLinde:2002},
+ and WinBUGS, define $p_D$ as the
+posterior mean of the deviance evaluated at the posterior mean of the parameter values. We cannot use that
+definition because the deviance function is not available to our program, which calls \WinBUGS{} from the
+``outside''. Both definitions of $p_D$---ours and that introduced by \cite{Spiegelhalter;Best;Carlin;vdLinde:2002}---can be
+derived from the asymptotic $\chi^2$ distribution of the deviance relative to its minimum \citep[Section 6.7]{Gelman:2003}.
+We make no claim that our measure of $p_D$ is superior to that of \cite{Spiegelhalter;Best;Carlin;vdLinde:2002};
+we choose this measure purely because it is computationally possible given what is available to us from the \WinBUGS{} output.}
+
+
+The \verb+plot()+ for objects of class \verb+bugs+
+provides information condensed in some plots conveniently arranged within the same graphics device.
+For an example, see Figure~\ref{plot} in Section~\ref{School2}. It is intended to adapt this function to work with MCMC output in general, even if obtained from software other than WinBUGS.
+
+
+
+\section{Examples continued}\label{Example2}
+The Examples introduced in Section~\ref{Example2} are continued in this Section.
+We apply the functions provided by \RW{}
+to the examples' data and analyze the output.
+
+\subsection{Schools data}\label{School2}
+Schools example data (see Section~\ref{School}) are available with the \RW{} package:
+\begin{Code}
+ > data(schools)
+ > schools
+ school estimate sd
+ 1 A 28.39 14.9
+ 2 B 7.94 10.2
+ 3 C -2.75 16.3
+ 4 D 6.82 11.0
+ 5 E -0.64 9.4
+ 6 F 0.63 11.4
+ 7 G 18.01 10.4
+ 8 H 12.16 17.6
+\end{Code}
+For modeling these data, we use a hierarchical model as proposed by \citeauthor{Gelman:2003} (\citeyear{Gelman:2003}, Section 5.5).
+We assume a normal distribution for the observed estimate for each school with
+mean \verb+theta+ and inverse-variance \verb+tau.y+.
+The inverse-variance is given as $1/\verb+sigma.y+^{2}$ and its prior distribution is uniform on (0,1000). For the mean
+\verb+theta+, we employ another normal distribution with mean \verb+mu.theta+ and inverse-variance \verb+tau.theta+. For
+their prior distributions, see the following \WinBUGS{} code:
+
+
+\begin{Code}
+ model {
+ for (j in 1:J)
+ {
+ y[j] ~ dnorm (theta[j], tau.y[j])
+ theta[j] ~ dnorm (mu.theta, tau.theta)
+ tau.y[j] <- pow(sigma.y[j], -2)
+ }
+ mu.theta ~ dnorm (0.0, 1.0E-6)
+ tau.theta <- pow(sigma.theta, -2)
+ sigma.theta ~ dunif (0, 1000)
+ }
+\end{Code}
+This model must be stored in a separate file, e.g.~\file{schools.bug}\footnote{Emacs Speaks Statistics (ESS)
+by \cite{rossini04}, a package available with Gnu Emacs \citep{stallmann99},
+recognizes and properly formats Bugs model files that have the .bug extension.},
+in an appropriate directory, say \path{c:/schools/}.
+In \R{} the user must prepare the data inputs the \verb+bugs()+ function needs.
+This can be a list containing the name of each data vector, e.g.
+\begin{Code}
+ > J <- nrow(schools)
+ > y <- schools$estimate
+ > sigma.y <- schools$sd
+ > data <- list ("J", "y", "sigma.y")
+\end{Code}
+Using these data and the model file, we can run an MCMC simulation to get estimates for \verb+theta+,
+\verb+mu.theta+ and \verb+sigma.theta+. Before running, the user must decide how many chains to be run
+(\verb+n.chain = 3+) for how many iterations (\verb+n.iter = 1000+).
+If the length of burn-in is not specified, \verb+n.burnin = floor(n.iter/2)+ is used, that is, 500 in this example.
+Additionally, the user must specify initial values for the chains, for example by writing a function. This can be done by
+\begin{Code}
+ > inits <- function(){
+ + list(theta = rnorm(J, 0, 100), mu.theta = rnorm(1, 0, 100),
+ + sigma.theta = runif(1, 0, 100))
+ + }
+\end{Code}
+Now, the user can start the MCMC simulation by typing
+\begin{Code}
+ > schools.sim <- bugs(data, inits, model.file = "c:/schools/schools.bug",
+ + parameters = c("theta", "mu.theta", "sigma.theta"),
+ + n.chains = 3, n.iter = 1000,
+ + bugs.directory = "c:/Program Files/WinBUGS14/")
+\end{Code}
+in \R{}.\label{schoolssim} The argument \verb+bugs.directory+ must point to the directory
+where \WinBUGS{} has been installed.
+For other available arguments, see Appendix \ref{Doc}.
+
+The results in objects \verb+schools.sim+ can conveniently be printed by \verb+print(schools.sim)+.
+The generic function \verb+print()+ calls the print method for an object of class \verb+bugs+
+provided by \RW{}.
+For this example, you will get something like
+
+\small
+\begin{Code}
+ > print(schools.sim)
+ Inference for Bugs model at "c:/schools/schools.bug"
+ 3 chains, each with 1000 iterations (first 500 discarded)
+ n.sims = 1500 iterations saved
+ mean sd 2.5% 25% 50% 75% 97.5% Rhat n.eff
+ theta[1] 11.1 9.1 -3.0 5.0 10.0 16.0 31.8 1.1 39
+ theta[2] 7.6 6.6 -4.7 3.3 7.8 11.6 21.1 1.1 42
+ theta[3] 5.7 8.4 -12.5 0.6 6.1 10.8 21.8 1.0 150
+ theta[4] 7.1 7.0 -6.6 2.7 7.2 11.5 21.0 1.1 42
+ theta[5] 5.1 6.8 -9.5 0.7 5.2 9.7 18.1 1.0 83
+ theta[6] 5.7 7.3 -9.7 1.0 6.2 10.2 20.0 1.0 56
+ theta[7] 10.4 7.3 -2.1 5.3 9.8 15.3 25.5 1.1 27
+ theta[8] 8.3 8.4 -6.6 2.8 8.1 12.7 26.2 1.0 64
+ mu.theta 7.6 5.9 -3.0 3.7 8.0 11.0 19.5 1.1 35
+ sigma.theta 6.7 5.6 0.3 2.8 5.1 9.2 21.2 1.1 46
+ deviance 60.8 2.5 57.0 59.1 60.2 62.1 66.6 1.0 170
+ pD = 3 and DIC = 63.8 (using the rule, pD = var(deviance)/2)
+
+ For each parameter, n.eff is a crude measure of effective sample size,
+ and Rhat is the potential scale reduction factor (at convergence, Rhat=1).
+ DIC is an estimate of expected predictive error (lower deviance is better).
+\end{Code}
+\normalsize
+Additionally, the user can generate a plot of the results by typing \verb+plot(schools.sim)+.
+The resulting plot is given in Figure~\ref{plot}.
+\begin{figure}[t]
+\begin{center}
+\fbox{
+\includegraphics[width=0.9\textwidth]{plot}
+} \caption{\label{plot}Plot produced by \RW{} package for the schools example. }
+\end{center}
+\end{figure}
+In this plot, the left column shows a quick
+summary of inference and convergence ($\widehat{R}$ is close to 1.0 for all parameters, indicating good mixing of
+the three chains and thus approximate convergence); and the right column shows inferences for each set of
+parameters. As can be seen in the right column, \RW{} uses the parameter names in \WinBUGS{} to structure the
+output into scalar, vector, and arrays of parameters, in addition to storing the parameters as a long vector.
+
+For the interpretation of these results see \citeauthor{Gelman:2003} (\citeyear{Gelman:2003}, Section 5.5).
+
+\subsection{Leukaemia registration data}\label{Leukaemia2}
+The leukaemia registration data (see Section \ref{Leukaemia}) are used to show data modeling and output reading
+into \R{} using the \pkg{coda} package. A simple model for these data looks as follows:
+\begin{Code}
+model{
+ beta.0 ~ dgamma(a.0, tau.0)
+ beta.benz ~ dgamma(a.benz, tau.benz)
+ a.0 <- 0.575
+ tau.0 <- a.0*2
+ a.benz <- 0.575
+ tau.benz <- a.benz*2
+\end{Code}
+\clearpage
+\begin{Code}
+ for (i in 1:I)
+ {
+ count[i] ~ dpois(lambda[i])
+ lambda[i] <- p[i]*expect[i]
+ for (j in 1:J)
+ {
+ prop[j,i] <- gamma[j,i]*(benz[j] - benzbar)
+ }
+ p[i]<- beta.0 + beta.benz*sum(prop[,i])
+ }
+ }
+\end{Code}
+Here \verb+count+ denotes the number of observed incidences of childhood leukaemia in ward~\verb+i+. These are
+assumed to be Poisson distributed with mean \verb+lambda+ depending on the number of expected cases \verb+expect+
+in ward \verb+i+ and an area-specific risk rate \verb+p+. For calculation of this area specific risk rate we use
+an intercept \verb+beta.0+ and a term depending on the weighted sum of benzene emissions \verb+benz+ in each grid
+cell \verb+j+. The weights are chosen proportional to the amount of area that ward \verb+i+ and grid cell \verb+j+ have
+in common.
+
+In \R{} we can define all these data and then initialize the model. The data needed for this example are
+\begin{description}
+\item[\tt{benzbar}:] arithmetic mean of all benzene values,
+\item[\tt{benz}:] a vector containing benzene emissions of all 2132 grid cells,
+\item[\tt{expect}:] expected number of cases of childhood leukaemia in each of the 873 wards,
+\item[\tt{count}:] observed number of childhood leukaemia in these wards,
+\item[\tt{gamma}:] a $2132\times 873$ matrix containing the amount of area each grid cell and each ward have in common,
+\item[\tt{J}:] total number of grid cells, i.e.~2132, and
+\item[\tt{I}:] total number of ward cells, i.e.~873.
+\end{description}
+The parameters we want to store are regression coefficients \verb+beta.0+ and \verb+beta.benz+ as well as
+\verb+p+, the area specific relative risk compared to the reference rate. This reference rate was used to
+calculate the expected number of cases in each ward.
+
+Since we want to use the \pkg{coda} package for reading the data into \WinBUGS{}, we specify \verb+codaPkg = TRUE+
+in the \verb+bugs()+ call:
+\begin{Code}
+ > data <- list(benzbar = mean(benz), benz = benz, expect = expect,
+ + count = count, gamma = gamma, J = J, I = I)
+ > parameters <- c("beta.0", "beta.benz", "p")
+ > inits1 <- list(beta.0 = 1, beta.benz = 1)
+ > inits2 <- list(beta.0 = 0.5, beta.benz = 0.5)
+ > inits <- list(inits1, inits2)
+ > model <- bugs(data, inits, parameters, model.file = "c:/model.bug",
+ + n.chains = 2, n.iter = 8000, n.burnin = 5000, n.thin = 1,
+ + codaPkg = TRUE, bugs.directory = "c:/Program Files/WinBUGS14/")
+\end{Code}
+
+\clearpage
+Starting with, e.g.,\label{codaexample}
+\begin{Code}
+ > library("coda")
+ > codaobject <- read.bugs(model)
+ > plot(codaobject)
+\end{Code}
+it is now possible to use the \pkg{coda} package for output analyses.
+
+
+\section*{Acknowledgments}
+The work of Uwe Ligges has been supported by the Deutsche Forschungsgemeinschaft,
+Sonderforschungsbereich 475.
+The work of Andrew Gelman has been supported by the U.S. National Science Foundation.
+
+\bibliography{literatur}
+
+\clearpage
+\begin{appendix}
+\section[Help page for the function bugs()]{Help page for the function \code{bugs()}\label{Doc}}
+\small
+This help page has been shortened.
+\input{bugs}
+\end{appendix}
+\end{document}
Added: trunk/R2WinBUGS/vignettes/RdRW.sty
===================================================================
--- trunk/R2WinBUGS/vignettes/RdRW.sty (rev 0)
+++ trunk/R2WinBUGS/vignettes/RdRW.sty 2013-04-07 17:33:18 UTC (rev 262)
@@ -0,0 +1,363 @@
+%%% Rd.sty ... Style for printing the R manual
+%%%
+%%% Modified 1998/01/05 by Fri...@ci...
+%%% Modified 1998/07/07 by Martin Maechler
+%%% Modified 1999/11/20 by Brian Ripley
+%%% Modified 1999/12/26 by Kurt Hornik
+%%% and so on.
+
+\NeedsTeXFormat{LaTeX2e}
+\ProvidesPackage{Rd}{}
+
+\RequirePackage{ifthen}
+\newboolean{Rd@has@ae}
+\newboolean{Rd@use@ae}
+\newboolean{Rd@use@hyper}
+\newboolean{Rd@has@times}
+\newboolean{Rd@use@times}
+\newboolean{Rd@use@cm-super}
+\newboolean{Rd@has@lm}
+\newboolean{Rd@use@lm}
+\DeclareOption{ae}{\setboolean{Rd@use@ae}{true}}
+\DeclareOption{hyper}{\setboolean{Rd@use@hyper}{true}}
+\DeclareOption{times}{\setboolean{Rd@use@times}{true}}
+\DeclareOption{lm}{\setboolean{Rd@use@lm}{true}}
+\DeclareOption{cm-super}{\setboolean{Rd@use@cm-super}{true}}
+\ProcessOptions
+\RequirePackage{longtable}
+\setcounter{LTchunksize}{250}
+\ifthenelse{\boolean{Rd@use@hyper}}
+{\IfFileExists{hyperref.sty}{}{\setboolean{Rd@use@hyper}{false}
+ \message{package hyperref not found}}}
+{}
+
+\RequirePackage{bm} % standard boldsymbol
+\RequirePackage{alltt} % {verbatim} allowing \..
+\RequirePackage{verbatim} % small example code
+\RequirePackage{url} % set urls
+
+%% See 'upquote.sty' for details.
+%% We use \pkg{verbatim} for our ExampleCode environment, which in its
+%% \verbatim@font has an explicit \let\do\do@noligs\verbatim@nolig@list
+%% rather than (the identical) \@noligs from the LaTeX2e kernel.
+%% Hence, we add to \verbatim@font ... suggestion by Bernd Raichle
+%% <ra...@In...>.
+\RequirePackage{upquote}
+\g@addto@macro\verbatim@font\@noligs
+
+%% \addtolength{\textheight}{12mm}
+%% \addtolength{\topmargin}{-9mm} % still fits on US paper
+%% \addtolength{\textwidth}{24mm} % still fits on US paper
+%% \setlength{\oddsidemargin}{10mm}
+%% \setlength{\evensidemargin}{\oddsidemargin}
+
+\newenvironment{display}[0]%
+ {\begin{list}{}{\setlength{\leftmargin}{30pt}}\item}%
+ {\end{list}}
+\newcommand{\HTML}{{\normalfont\textsc{html}}}
+\newcommand{\R}{{\normalfont\textsf{R}}{}}
+\newcommand{\Rdash}{-}
+
+\def\href#1#2{\special{html:<a href="#1">}{#2}\special{html:</a>}}
+
+\newcommand{\vneed}[1]{%
+ \penalty-1000\vskip#1 plus 10pt minus #1\penalty-1000\vspace{-#1}}
+
+\newcommand{\Rdcontents}[1]{% modified \tableofcontents -- not \chapter
+\section*{{#1}\@mkboth{\MakeUppercase#1}{\MakeUppercase#1}}
+ \@starttoc{toc}}
+
+\newcommand{\Header}[2]{%
+ \vneed{1ex}
+ \markboth{#1}{#1}
+ \noindent
+ \nopagebreak
+ \begin{center}
+ \ifthenelse{\boolean{Rd@use@hyper}}%
+ {\def\@currentHref{page.\thepage}
+ \hypertarget{Rfn.#1}{\index{#1@\texttt{#1}}}%
+ \myaddcontentsline{toc}{subsection}{#1}%
+ \pdfbookmark[1]{#1}{Rfn.#1}}
+ {\addcontentsline{toc}{subsection}{#1}
+ \index{#1@\texttt{#1}|textbf}}
+ \hrule
+ \parbox{0.95\textwidth}{%
+ \begin{ldescription}[1.5in]
+ \item[\texttt{#1}] \emph{#2}
+ \end{ldescription}}
+ \hrule
+ \end{center}
+ \nopagebreak}
+%
+%
+%
+% \alias{<alias>}{<header>}
+\ifthenelse{\boolean{Rd@use@hyper}}
+{\newcommand{\alias}[2]{\hypertarget{Rfn.#1}{\index{#1@\texttt{#1} \textit{(\texttt{#2})}}}}}
+{\newcommand{\alias}[2]{\index{#1@\texttt{#1} \textit{(\texttt{#2})}}}}
+\ifthenelse{\boolean{Rd@use@hyper}}
+{\newcommand{\methalias}[2]{\hypertarget{Rfn.#1}{\relax}}}
+{\newcommand{\methalias}[2]{}}
+% \keyword{<topic>}{<header>}
+\newcommand{\keyword}[2]{\index{$*$Topic{\large\ \textbf{#1}}!#2@\texttt{#2}}}
+%
+\newcommand{\Itemize}[1]{\begin{itemize}{#1}\end{itemize}}
+\newcommand{\Enumerate}[1]{\begin{enumerate}{#1}\end{enumerate}}
+\newcommand{\describe}[1]{\begin{description}{#1}\end{description}}
+
+\newcommand{\Tabular}[2]{%
+ \par\begin{longtable}{#1}
+ #2
+ \end{longtable}}
+
+\newlength{\ldescriptionwidth}
+\newcommand{\ldescriptionlabel}[1]{%
+ \settowidth{\ldescriptionwidth}{{#1}}%
+ \ifdim\ldescriptionwidth>\labelwidth
+ {\parbox[b]{\labelwidth}%
+ {\makebox[0pt][l]{#1}\\[1pt]\makebox{}}}%
+ \else
+ \makebox[\labelwidth][l]{{#1}}%
+ \fi
+ \hfil\relax}
+\newenvironment{ldescription}[1][1in]%
+ {\begin{list}{}%
+ {\setlength{\labelwidth}{#1}%
+ \setlength{\leftmargin}{\labelwidth}%
+ \addtolength{\leftmargin}{\labelsep}%
+ \renewcommand{\makelabel}{\ldescriptionlabel}}}%
+ {\end{list}}
+
+\newenvironment{Rdsection}[1]{%
+ \ifx\@empty#1\else\subsubsection*{#1}\fi
+ \begin{list}{}{\setlength{\leftmargin}{0.25in}}\item}
+ {\end{list}}
+
+\newenvironment{Arguments}{%
+ \begin{Rdsection}{Arguments}}{\end{Rdsection}}
+\newenvironment{Author}{%
+ \begin{Rdsection}{Author(s)}}{\end{Rdsection}}
+\newenvironment{Description}{%
+ \begin{Rdsection}{Description}}{\end{Rdsection}}
+\newenvironment{Details}{%
+ \begin{Rdsection}{Details}}{\end{Rdsection}}
+\newenvironment{Examples}{%
+ \begin{Rdsection}{Examples}}{\end{Rdsection}}
+\newenvironment{Note}{%
+ \begin{Rdsection}{Note}}{\end{Rdsection}}
+\newenvironment{References}{%
+ \begin{Rdsection}{References}}{\end{Rdsection}}
+\newenvironment{SeeAlso}{%
+ \begin{Rdsection}{See Also}}{\end{Rdsection}}
+\newenvironment{Format}{%
+ \begin{Rdsection}{Format}}{\end{Rdsection}}
+\newenvironment{Source}{%
+ \begin{Rdsection}{Source}}{\end{Rdsection}}
+\newenvironment{Section}[1]{%
+ \begin{Rdsection}{#1}}{\end{Rdsection}}
+\newenvironment{Usage}{%
+ \begin{Rdsection}{Usage}}{\end{Rdsection}}
+\newenvironment{Value}{%
+ \begin{Rdsection}{Value}}{\end{Rdsection}}
+
+\newenvironment{ExampleCode}{\small\verbatim}{\endverbatim}
+
+\ifx\textbackslash\undefined%-- e.g. for MM
+ \newcommand{\bsl}{\ifmmode\backslash\else$\backslash$\fi}
+\else
+ \newcommand{\bsl}{\ifmmode\backslash\else\textbackslash\fi}
+\fi
+%fails for index (but is not used there...)
+\newcommand{\SIs}{\relax\ifmmode\leftarrow\else$\leftarrow$\fi}
+\newcommand{\SIIs}{\relax\ifmmode<\leftarrow\else$<\leftarrow$\fi}
+\newcommand{\Sbecomes}{\relax\ifmmode\rightarrow\else$\rightarrow$\fi}
+%
+\newcommand{\deqn}[2]{\[#1\]}
+\newcommand{\eqn}[2]{$#1$}
+\newcommand{\bold}[1]{\ifmmode\bm{#1}\else\textbf{#1}\fi}
+\newcommand{\file}[1]{`\textsf{#1}'}
+
+\ifthenelse{\boolean{Rd@use@hyper}}
+{\newcommand{\link}[1]{\hyperlink{Rfn.#1}{#1}\index{#1@\texttt{#1}}}}
+{\newcommand{\link}[1]{#1\index{#1@\texttt{#1}}}}
+
+\newcommand{\email}[1]{$\langle${#1}$\rangle$}
+
+%% \code without `-' ligatures
+{\catcode`\-=\active%
+ \global\def\code{\bgroup%
+ \catcode`\-=\active \let-\codedash%
+ \Rd@code}}
+\def\codedash{-\discretionary{}{}{}}
+\def\Rd@code#1{\texttt{#1}\egroup}
+
+\def\AsIs{\bgroup\let\do\@makeother\Rd@AsIs@dospecials\Rd@AsIsX}
+\def\Rd@AsIs@dospecials{\do\$\do\&\do\#\do\^\do\_\do\%\do\~}
+\def\Rd@AsIsX#1{\normalfont #1\egroup}
+\let\command=\code
+\let\env=\code
+
+\newcommand\samp{`\bgroup\@noligs\@sampx}
+\def\@sampx#1{{\normalfont\texttt{#1}}\egroup'}
+\let\option=\samp
+
+\newcommand{\var}[1]{{\normalfont\textsl{#1}}}
+
+\newcommand{\dfn}[1]{\textsl{#1}}
+\let\Cite=\dfn
+
+\newcommand{\acronym}[1]{\textsc{\lowercase{#1}}}
+\newcommand{\kbd}[1]{\texttt{\textsl{#1}}}
+
+\newcommand{\strong}[1]{{\normalfont\fontseries{b}\selectfont #1}}
+\let\pkg=\strong
+
+\newcommand{\sQuote}[1]{`#1'}
+\newcommand{\dQuote}[1]{``#1''}
+
+\IfFileExists{ae.sty}{\setboolean{Rd@has@ae}{true}}{}
+\ifthenelse{\boolean{Rd@use@ae}\and\boolean{Rd@has@ae}}{%
+ \usepackage[T1]{fontenc}
+ \usepackage{ae}
+ \input{t1aett.fd}
+ \DeclareFontShape{T1}{aett}{bx}{n}{<->ssub*aett/m/n}{}}
+ {\message{NOT loading ae}}
+\IfFileExists{times.sty}{\setboolean{Rd@has@times}{true}}{}
+\ifthenelse{\boolean{Rd@use@times}\and\boolean{Rd@has@times}}{%
+ \usepackage[T1]{fontenc}
+ \usepackage{times}}
+ {\message{NOT loading times}}
+\IfFileExists{lmodern.sty}{\setboolean{Rd@has@lm}{true}}{}
+\ifthenelse{\boolean{Rd@use@lm}\and\boolean{Rd@has@lm}}{%
+ \usepackage[T1]{fontenc}
+ \usepackage{lmodern}}
+ {\message{NOT loading lmodern}}
+\ifthenelse{\boolean{Rd@use@cm-super}}{%
+ \usepackage[T1]{fontenc}}{}
+
+\ifthenelse{\boolean{Rd@use@hyper}}{%
+ \RequirePackage{color}
+ \def\myaddcontentsline#1#2#3{%
+ \addtocontents{#1}{\protect\contentsline{#2}{#3}{\thepage}{page.\thepage}}}
+ \RequirePackage{hyperref}
+ \DeclareTextCommand{\Rpercent}{PD1}{\045} % percent
+ %% <NOTE>
+ %% Formerly in R's hyperref.cfg, possibly to be shared with Sweave.sty
+ %% as well (but without setting pagebackref as this can give trouble
+ %% for .bib entries containing URLs with '#' characters).
+ \definecolor{Blue}{rgb}{0,0,0.8}
+ \definecolor{Red}{rgb}{0.7,0,0}
+ \hypersetup{%
+ hyperindex,%
+ colorlinks,%
+ pagebackref,%
+ linktocpage,%
+ plainpages=false,%
+ linkcolor=Blue,%
+ citecolor=Blue,%
+ urlcolor=Red,%
+ pdfstartview=Fit,%
+ pdfview={XYZ null null null}%
+ }
+ %% </NOTE>
+ \renewcommand\tableofcontents{%
+ \if@twocolumn
+ \@restonecoltrue\onecolumn
+ \else
+ \@restonecolfalse
+ \fi
+ \chapter*{\contentsname
+ \@mkboth{%
+ \MakeUppercase\contentsname}{\MakeUppercase\contentsname}}%
+ \pdfbookmark{Contents}{contents}
+ \@starttoc{toc}%
+ \if@restonecol\twocolumn\fi
+ }
+ \renewenvironment{theindex}
+ {\if@twocolumn
+ \@restonecolfalse
+ \else
+ \@restonecoltrue
+ \fi
+ \columnseprule \z@
+ \columnsep 35\p@
+ \twocolumn[\@makeschapterhead{\indexname}]%
+ \@mkboth{\MakeUppercase\indexname}%
+ {\MakeUppercase\indexname}%
+ \pdfbookmark{Index}{index}
+ \myaddcontentsline{toc}{chapter}{Index}
+ \thispagestyle{plain}\parindent\z@
+ \parskip\z@ \@plus .3\p@\relax
+ \raggedright
+ \let\item\@idxitem}
+ {\if@restonecol\onecolumn\else\clearpage\fi}
+ }{
+ \renewenvironment{theindex}
+ {\if@twocolumn
+ \@restonecolfalse
+ \else
+ \@restonecoltrue
+ \fi
+ \columnseprule \z@
+ \columnsep 35\p@
+ \twocolumn[\@makeschapterhead{\indexname}]%
+ \@mkboth{\MakeUppercase\indexname}%
+ {\MakeUppercase\indexname}%
+ \addcontentsline{toc}{chapter}{Index}
+ \thispagestyle{plain}\parindent\z@
+ \parskip\z@ \@plus .3\p@\relax
+ \raggedright
+ \let\item\@idxitem}
+ {\if@restonecol\onecolumn\else\clearpage\fi}
+ }
+
+% new definitions for R >= 2.0.0
+\ifthenelse{\boolean{Rd@use@hyper}}
+{\newcommand{\LinkA}[2]{\hyperlink{Rfn.#2}{#1}\index{#1@\texttt{#1}|textit}}}
+{\newcommand{\LinkA}[2]{#1\index{#1@\texttt{#1}|textit}}}
+%
+% \alias{<alias>}{<header>}
+\ifthenelse{\boolean{Rd@use@hyper}}
+{\newcommand{\aliasA}[3]{\hypertarget{Rfn.#3}{\index{#1@\texttt{#1} \textit{(\texttt{#2})}}}}}
+{\newcommand{\aliasA}[3]{\index{#1@\texttt{#1} \textit{(\texttt{#2})}}}}
+\ifthenelse{\boolean{Rd@use@hyper}}
+{\newcommand{\methaliasA}[3]{\hypertarget{Rfn.#3}{\relax}}}
+{\newcommand{\methaliasA}[3]{}}
+\newcommand{\HeaderA}[3]{%
+ \vneed{1ex}
+ \markboth{#1}{#1}
+ \noindent
+ \nopagebreak
+ \begin{center}
+ \ifthenelse{\boolean{Rd@use@hyper}}%
+ {\def\@currentHref{page.\thepage}
+ \hypertarget{Rfn.#3}{\index{#1@\texttt{#1}}}%
+ \myaddcontentsline{toc}{subsection}{#1}%
+ \pdfbookmark[1]{#1}{Rfn.#3}}
+ {\addcontentsline{toc}{subsection}{#1}
+ \index{#1@\texttt{#1}|textbf}}
+ \hrule
+ \parbox{0.95\textwidth}{%
+ \begin{ldescription}[1.5in]
+ \item[\texttt{#1}] \emph{#2}
+ \end{ldescription}}
+ \hrule
+ \end{center}
+ \nopagebreak}
+\DeclareTextCommandDefault{\Rpercent}{\%{}}
+%% for use with the output of encoded_text_to_latex
+\ProvideTextCommandDefault{\textdegree}{\ensuremath{{^\circ}}}
+\ProvideTextCommandDefault{\textonehalf}{\ensuremath{\frac12}}
+\ProvideTextCommandDefault{\textonequarter}{\ensuremath{\frac14}}
+\ProvideTextCommandDefault{\textthreequarters}{\ensuremath{\frac34}}
+\ProvideTextCommandDefault{\textcent}{\TextSymbolUnavailable\textcent}
+\ProvideTextCommandDefault{\textyen}{\TextSymbolUnavailable\textyen}
+\ProvideTextCommandDefault{\textcurrency}{\TextSymbolUnavailable\textcurrency}
+\ProvideTextCommandDefault{\textbrokenbar}{\TextSymbolUnavailable\textbrokenbar}
+\ProvideTextCommandDefault{\texteuro}{\TextSymbolUnavailable\texteuro}
+\providecommand{\mathonesuperior}{\ensuremath{^1}}
+\providecommand{\mathtwosuperior}{\ensuremath{^2}}
+\providecommand{\maththreesuperior}{\ensuremath{^3}}
+
+\InputIfFileExists{Rd.cfg}{%
+ \typeout{Reading personal defaults ...}}{}
Added: trunk/R2WinBUGS/vignettes/Z.cls
===================================================================
--- trunk/R2WinBUGS/vignettes/Z.cls (rev 0)
+++ trunk/R2WinBUGS/vignettes/Z.cls 2013-04-07 17:33:18 UTC (rev 262)
@@ -0,0 +1,183 @@
+\def\fileversion{1.0}
+\def\filename{Z}
+\def\filedate{2004/10/08}
+%%
+%% Package `Z' to use with LaTeX2e for Z reports
+%% Copyright (C) 2004 Achim Zeileis
+%%
+\NeedsTeXFormat{LaTeX2e}
+\ProvidesClass{Z}[\filedate\space\fileversion\space Z class by Achim Zeileis]
+
+%% options
+\LoadClass[10pt,a4paper,twoside]{article}
+\newif\if@notitle
+\@notitlefalse
+\DeclareOption{notitle}{\@notitletrue}
+\ProcessOptions
+
+%% required packages
+\RequirePackage{graphicx,a4wide,color,hyperref,ae,fancyvrb,thumbpdf}
+\RequirePackage[T1]{fontenc}
+\usepackage[authoryear,round,longnamesfirst]{natbib}
+\bibpunct{(}{)}{;}{a}{}{,}
+\bibliographystyle{literatur}
+
+%% paragraphs
+\setlength{\parskip}{0.7ex plus0.1ex minus0.1ex}
+\setlength{\parindent}{0em}
+
+%% commands
+\let\code=\texttt
+\let\proglang=\textsf
+\newcommand{\E}{\mathsf{E}}
+\newcommand{\VAR}{\mathsf{VAR}}
+\newcommand{\COV}{\mathsf{COV}}
+\newcommand{\Prob}{\mathsf{P}}
+
+%% for all publications
+\newcommand{\Plaintitle}[1]{\def\@Plaintitle{#1}}
+\newcommand{\Shorttitle}[1]{\def\@Shorttitle{#1}}
+\newcommand{\Plainauthor}[1]{\def\@Plainauthor{#1}}
+\newcommand{\Keywords}[1]{\def\@Keywords{#1}}
+\newcommand{\Plainkeywords}[1]{\def\@Plainkeywords{#1}}
+\newcommand{\Abstract}[1]{\def\@Abstract{#1}}
+
+%% defaults
+\author{Firstname Lastname\\Affiliation}
+\title{Title}
+\Abstract{---!!!---an abstract is required---!!!---}
+\Plainauthor{\@author}
+\Plaintitle{\@title}
+\Shorttitle{\@title}
+\Keywords{---!!!---at least one keyword is required---!!!---}
+\Plainkeywords{\@Keywords}
+
+%% Sweave(-like)
+\DefineVerbatimEnvironment{Sinput}{Verbatim}{fontshape=sl}
+\DefineVerbatimEnvironment{Soutput}{Verbatim}{}
+\DefineVerbatimEnvironment{Scode}{Verbatim}{fontshape=sl}
+%\newenvironment{Schunk}{}{}
+\DefineVerbatimEnvironment{Code}{Verbatim}{}
+\DefineVerbatimEnvironment{CodeInput}{Verbatim}{fontshape=sl}
+\DefineVerbatimEnvironment{CodeOutput}{Verbatim}{}
+\newenvironment{CodeChunk}{}{}
+\setkeys{Gin}{width=0.8\textwidth}
+
+%% new \maketitle
+\def\maketitle{
+ \begingroup
+ \def\thefootnote{\fnsymbol{footnote}}
+ \def\@makefnmark{\hbox to 0pt{$^{\@thefnmark}$\hss}}
+ \long\def\@makefntext##1{\parindent 1em\noindent
+ \hbox to1.8em{\hss $\m@th ^{\@thefnmark}$}##1}
+ \@maketitle \@thanks
+ \endgroup
+ \setcounter{footnote}{0}
+ \thispagestyle{empty}
+ \markboth{\centerline{\@Shorttitle}}{\centerline{\@Plainauthor}}
+ \pagestyle{myheadings}
+
+ \let\maketitle\relax \let\@maketitle\relax
+ \gdef\@thanks{}\gdef\@author{}\gdef\@title{}\let\thanks\relax
+}
+
+\def\@maketitle{\vbox{\hsize\textwidth \linewidth\hsize
+ {\centering
+ {\LARGE\bf \@title\par}
+ \def\And{\end{tabular}\hfil\linebreak[0]\hfil
+ \begin{tabular}[t]{c}\large\bf\rule{\z@}{24pt}\ignorespaces}%
+ \begin{tabular}[t]{c}\large\bf\rule{\z@}{24pt}\@author\end{tabular}%
+ \vskip 0.3in minus 0.1in
+ \hrule
+ \begin{abstract}
+ \@Abstract
+ \end{abstract}}
+ \textit{Keywords}:~\@Keywords.
+ \vskip 0.1in minus 0.05in
+ \hrule
+ \vskip 0.2in minus 0.1in
+}}
+
+
+%% sections, subsections, and subsubsections
+\newlength{\preXLskip}
+\newlength{\preLskip}
+\newlength{\preMskip}
+\newlength{\preSskip}
+\newlength{\postMskip}
+\newlength{\postSskip}
+\setlength{\preXLskip}{1.8\baselineskip plus 0.5ex minus 0ex}
+\setlength{\preLskip}{1.5\baselineskip plus 0.3ex minus 0ex}
+\setlength{\preMskip}{1\baselineskip plus 0.2ex minus 0ex}
+\setlength{\preSskip}{.8\baselineskip plus 0.2ex minus 0ex}
+\setlength{\postMskip}{.5\baselineskip plus 0ex minus 0.1ex}
+\setlength{\postSskip}{.3\baselineskip plus 0ex minus 0.1ex}
+
+\newcommand{\jsssec}[2][default]{\vskip \preXLskip%
+ \pdfbookmark[1]{#1}{Section.\thesection.#1}%
+ \refstepcounter{section}%
+ \centerline{\textbf{\Large \thesection. #2}} \nopagebreak
+ \vskip \postMskip \nopagebreak}
+\newcommand{\jsssecnn}[1]{\vskip \preXLskip%
+ \centerline{\textbf{\Large #1}} \nopagebreak
+ \vskip \postMskip \nopagebreak}
+
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+\HeaderA{bugs}{Run WinBUGS and OpenBUGS from R or S-PLUS}{bugs}
+\keyword{interface}{bugs}
+\keyword{models}{bugs}
+\begin{Description}\relax
+The \code{bugs} function takes data and starting values as input.
+It automatically writes a WinBUGS script, calls the model,
+and saves the simulations for easy access in R or S-PLUS.
+\end{Description}
+\begin{Usage}
+\begin{verbatim}
+bugs(data, inits, parameters.to.save, model.file = "model.bug",
+ n.chains = 3, n.iter = 2000, n.burnin = floor(n.iter/2),
+ n.thin = max(1, floor(n.chains * (n.iter - n.burnin)/1000)),
+ bin = (n.iter - n.burnin) / n.thin,
+ debug = FALSE, DIC = TRUE, digits = 5, codaPkg = FALSE,
+ bugs.directory = "c:/Program Files/WinBUGS14/",
+ program = c("winbugs", "openbugs", "WinBugs", "OpenBugs"),
+ working.directory = NULL, clearWD = FALSE,
+ useWINE = .Platform$OS.type != "windows", WINE = Sys.getenv("WINE"),
+ newWINE = FALSE, WINEPATH = NULL)
+\end{verbatim}
+\end{Usage}
+\begin{Arguments}
+\begin{ldescription}
+\item[\code{data}] either a named list (names corresponding to variable names in the \code{model.file})
+of the data for the WinBUGS model, \emph{or}
+a vector or list of the names of the data objects used by the model.
+If \code{data = "data.txt"}, it is assumed that data have already been written to the working directory
+in a file called \file{data.txt}, e.g. by the function \code{\LinkA{bugs.data}{bugs.data}}.
+\item[\code{inits}] a list with \code{n.chains} elements; each element of the list is
+itself a list of starting values for the WinBUGS model, \emph{or}
+a function creating (possibly random) initial values.
+Alternatively, if \code{inits = NULL}, initial values are generated by WinBUGS
+\item[\code{parameters.to.save}] character vector of the names of the parameters to save which should be monitored
+\item[\code{model.file}] file containing the model written in WinBUGS code.
+The extension can be either \file{.bug} or \file{.txt}.
+
+If the extension is \file{.bug} and \code{program=="winbugs"},
+a copy of the file with extension \file{.txt} will be created
+in the \code{bugs()} call and removed afterwards.
+Note that similarly named \file{.txt} files will be overwritten.
+\item[\code{n.chains}] number of Markov chains (default: 3)
+\item[\code{n.iter}] number of total iterations per chain (including burn in; default: 2000)
+\item[\code{n.burnin}] length of burn in, i.e. number of iterations to discard at the beginning.
+Default is \code{n.iter/2}, that is, discarding the first half of the simulations.
+\item[\code{n.thin}] thinning rate. Must be a positive integer.
+Set \code{n.thin} > 1 to save memory and computation time if \code{n.iter} is large.
+Default is \code{max(1, floor(n.chains * (n.iter-n.burnin) / 1000))}
+which will only thin if there are at least 2000 simulations.
+\item[\code{bin}] number of iterations between saving of results
+(i.e. the coda files are saved after each \code{bin} iterations);
+default is to save only at the end.
+\item[\code{debug}] if \code{FALSE} (default), WinBUGS is closed automatically
+when the script has finished running, otherwise WinBUGS remains open for further investigation
+\item[\code{DIC}] logical; if \code{TRUE} (default), compute deviance, pD, and DIC.
+This is done in WinBUGS directly using the rule \code{pD = Dbar - Dhat}.
+If there are less iterations than required for the adaptive phase,
+the rule \code{pD = var(deviance) / 2} is used.
+\item[\code{digits}] number of significant digits used for WinBUGS input, see \code{\LinkA{formatC}{formatC}}
+\item[\code{codaPkg}] logical; if \code{FALSE} (default) a \code{bugs} object is returned,
+if \code{TRUE} file names of WinBUGS output are returned for easy access by the \pkg{coda} package
+through function \code{\LinkA{read.bugs}{read.bugs}}. (not used if \code{program = "openbugs"})
+\item[\code{bugs.directory}] directory that contains the WinBUGS executable
+\item[\code{program}] the program to use, either \code{winbugs}/\code{WinBugs} or \code{openbugs}/\code{OpenBugs},
+the latter makes use of function \code{\LinkA{openbugs}{openbugs}} and requires the CRAN package \pkg{BRugs}.
+The \code{openbugs}/\code{OpenBugs} choice is not available in S-PLUS.
+\item[\code{working.directory}] sets working directory during execution of this function;
+WinBUGS' in- and output will be stored in this directory;
+if \code{NULL}, the current working directory is chosen.
+\item[\code{clearWD}] logical; indicating whether the files \file{data.txt},
+\file{inits[1:n.chains].txt}, \file{log.odc}, \file{codaIndex.txt}, and
+\file{coda[1:nchains].txt} should be removed after WinBUGS has finished.
+If set to \code{TRUE}, this argument is only respected if \code{codaPkg = FALSE}.
+
+\item[\code{useWINE}] logical; attempt to use the WINE emulator to run WinBUGS,
+defaults to \code{TRUE} on Windows, and \code{FALSE} otherwise.
+If WINE is used, the arguments \code{bugs.directory} and \code{working.directory} must be given in form of Linux paths
+rather than Windows paths (if not \code{NULL}).
+The \code{useWINE = TRUE} option is not available in S-PLUS.
+\item[\code{WINE}] character; name of WINE binary file
+\item[\code{newWINE}] Set this one to \code{TRUE} for new versions of WINE.
+\item[\code{WINEPATH}] Path the WINE, it is tried hard to get the information automatically if not given.
+\end{ldescription}
+\end{Arguments}
+\begin{Details}\relax
+To run:
+\Enumerate{
+\item Write a WinBUGS model in a ASCII file.
+\item Go into R / S-PLUS.
+\item Prepare the inputs to the \code{bugs} function and run it (see Example).
+\item A WinBUGS window will pop up and R / S-PLUS will freeze up. The model
+will now run in WinBUGS. It might take awhile. You will see
+things happening in the Log window within WinBUGS. When WinBugs
+is done, its window will close and R / S-PLUS will work again.
+\item If an error message appears, re-run with \code{debug = TRUE}.
+}
+\end{Details}
+\begin{Value}
+If \code{codaPkg = TRUE} the returned values are the names
+of coda output files written by WinBUGS containing
+the Markov Chain Monte Carlo output in the CODA format.
+This is useful for direct access with \code{\LinkA{read.bugs}{read.bugs}}.
+
+If \code{codaPkg = FALSE}, the following values are returned:
+\begin{ldescription}
+\item[\code{n.chains}] see Section \sQuote{Arguments}
+\item[\code{n.iter}] see Section \sQuote{Arguments}
+\item[\code{n.burnin}] see Section \sQuote{Arguments}
+\item[\code{n.thin}] see Section \sQuote{Arguments}
+\item[\code{n.keep}] number of iterations kept per chain (equal to \code{(n.iter-n.burnin) / n.thin})
+\item[\code{n.sims}] number of posterior simulations (equal to \code{n.chains * n.keep})
+\item[\code{sims.array}] 3-way array of simulation output, with dimensions
+n.keep, n.chains, and length of combined parameter vector
+\item[\code{sims.list}] list of simulated parameters:\\
+for each scalar parameter, a vector of length n.sims\\
+for each vector parameter, a 2-way array of simulations,\\
+for each matrix parameter, a 3-way array of simulations, etc.
+(for convenience, the \code{n.keep * n.chains} simulations in
+sims.matrix and sims.list (but NOT sims.array have been randomly permuted)
+\item[\code{sims.matrix}] matrix of simulation output, with \code{n.chains * n.keep} rows and
+one column for each element of each saved parameter
+(for convenience, the \code{n.keep * n.chains} simulations in
+sims.matrix and sims.list (but NOT sims.array have been randomly permuted)
+\item[\code{summary}] summary statistics and convergence information for each
+element of each saved parameter.
+\item[\code{mean}] a list of the estimated parameter means
+\item[\code{sd}] a list of the estimated parameter standard deviations
+\item[\code{median}] a list of the estimated parameter medians
+\item[\code{root.short}] names of argument \code{parameters.to.save} and \dQuote{deviance}
+\item[\code{long.short}] indexes; programming stuff
+\item[\code{dimension.short}] dimension of \code{indexes.short}
+\item[\code{indexes.short}] indexes of \code{root.short}
+\item[\code{last.values}] list of simulations from the most recent iteration; they
+can be used as starting points if you wish to run WinBUGS for further iterations
+\item[\code{pD}] an estimate of the effective number of parameters, for calculations see the section \dQuote{Arguments}.
+\item[\code{DIC}] \code{mean(deviance) + pD}
+\end{ldescription}
+\end{Value}
+\begin{Author}\relax
+Andrew Gelman, \email{ge...@st...}, \url{http:/www.stat.columbia.edu/~gelman/bugsR/};
+modifications and packaged by Sibylle Sturtz, \email{st...@st...}, and Uwe Ligges.
+\end{Author}
+\begin{References}\relax
+Gelman, A., Carlin, J.B., Stern, H.S., Rubin, D.B. (2003):
+\emph{Bayesian Data Analysis}, 2nd edition, CRC Press.
+
+Sturtz, S., Ligges, U., Gelman, A. (2005):
+R2WinBUGS: A Package for Running WinBUGS from R.
+\emph{Journal of Statistical Software} 12(3), 1-16.
+\end{References}
+\begin{SeeAlso}\relax
+\code{\LinkA{print.bugs}{print.bugs}}, \code{\LinkA{plot.bugs}{plot.bugs}}, and the \pkg{coda} package
+\end{SeeAlso}
+\begin{Examples}
+\begin{ExampleCode}
+# An example model file is given in:
+model.file <- system.file(package = "R2WinBUGS", "model", "schools.txt")
+# Let's take a look:
+file.show(model.file)
+
+
+
+
+
+
+# Some example data (see ?schools for details):
+data(schools)
+schools
+
+J <- nrow(schools)
+y <- schools$estimate
+sigma.y <- schools$sd
+data <- list ("J", "y", "sigma.y")
+inits <- function(){
+ list(theta = rnorm(J, 0, 100), mu.theta = rnorm(1, 0, 100),
+ sigma.theta = runif(1, 0, 100))
+}
+## or alternatively something like:
+# inits <- list(
+# list(theta = rnorm(J, 0, 90), mu.theta = rnorm(1, 0, 90),
+# sigma.theta = runif(1, 0, 90)),
+# list(theta = rnorm(J, 0, 100), mu.theta = rnorm(1, 0, 100),
+# sigma.theta = runif(1, 0, 100))
+# list(theta = rnorm(J, 0, 110), mu.theta = rnorm(1, 0, 110),
+# sigma.theta = runif(1, 0, 110)))
+
+parameters <- c("theta", "mu.theta", "sigma.theta")
+
+## Not run:
+## You may need to edit "bugs.directory",
+## also you need write access in the working directory:
+schools.sim <- bugs(data, inits, parameters, model.file,
+ n.chains = 3, n.iter = 5000,
+ bugs.directory = "c:/Program Files/WinBUGS14/",
+ working.directory = NULL, clearWD = TRUE)
+print(schools.sim)
+plot(schools.sim)
+## End(Not run)
+\end{ExampleCode}
+\end{Examples}
+
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