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May 27, 2014

WinBUGS to JMP Add-In

This add-in will convert WinBUGS output files index.txt and chain 1.txt, chain 2.txt (etc) into a JMP data table with samples as rows (by chain) and parameters as columns. The MCMC Diagnostics add-in can then be used to summarize MCMC samples.

When the Add-In is run, the user supplies a directory containing the WinBUGS files.  The file index.txt is a list of parameters with the starting and stopping observation numbers. Each chain X.txt file contains samples for all parameters for an independent Markov chain. The Add-In generates a data table where samples are represented by rows (organized by Markov chain #) and each parameter is a column.

See for more detail.

Data is from

Vangel MG.  (1992). New Methods for One-Sided Tolerance Limits for a One-Way Balanced Random-Effects ANOVA Model. Technometrics 34 176-185.

Analysis performed in

Wolfinger RD. (1998). Tolerance intervals for variance component models using Bayesian simulation. Journal of Quality Technology 30: 18-32.

Sample WinBUGS files use a model similar to Wolfinger (1998) to analyze data from Vangel (1992).  Files represent 2000 samples from 2 Markov chains.

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