JAGS

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JAGS
Basic data

developer Martyn Plummer
Publishing year 2007
Current  version 4.1.0
( January 14, 2016 )
operating system Unixoide , Mac OS , Windows
programming language C ++
category Statistics software
License GNU GPL
mcmc-jags.sourceforge.net

JAGS ( Just another Gibbs sampler ) is a free software which is used for questions of Bayesian statistics with the help of Monte Carlo simulation .

JAGS uses the same modeling language as the previous BUGS project , but has been completely rewritten and can be used across platforms. For model estimation and further analyzes, a file with the model, one with the data, one with start values, a JAGS script to connect everything and an R script for the overview and use of the results are used. Users can write their own functions, distributions and algorithms.

See also

literature

  • Martyn Plummer: JAGS . A Program for Analysis of Bayesian Graphical Models Using Gibbs Sampling . In: Proceedings of the 3rd International Workshop on Distributed Statistical Computing . Vienna 2003 ( r-project.org [PDF; 192 kB ; accessed on July 22, 2016]).
  • John K. Kruschke: Doing Bayesian Data Analysis . A tutorial with R, JAGS and Stan . 2nd Edition. Academic Press, Waltham 2014, ISBN 978-0-12-405888-0 .
  • David Lunn et al. a .: The BUGS Book . A Practical Introduction to Bayesian Analysis . Chapman & Hall / CRC, Boca Raton 2010, ISBN 978-1-58488-849-9 , pp. 320-327 .

Web links