runjags

runjags: Interface utilities, parallel computing methods and additional distributions for MCMC models in JAGS. This package provides high-level interface utilities for Just Another Gibbs Sampler (JAGS). The primary functions facilitate running parallel JAGS models for multiple chains, automated control of convergence and sample length diagnostics, evaluation of the performance of a model against simulated data, and compatibility with the WinBUGS syntax of model files with data and initial values lists. Model fitting can be done locally (via the rjags package or separate JAGS instances) or via distributed computing clusters such as those provided by snow (a Simple Network Of Workstations), Xgrid, or other user specified functions. A JAGS extension module implementing additional distributions for JAGS models (including the Pareto family of distributions) is also provided.

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