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 http://blogs.sas.com/content/jmp/2013/05/28/omne-trium-perfectum-a-jmp-add-in-to-convert-winbugs-fil... 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.
