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JagsJulia / Jags.jl

Julia package for using Jags as an external program
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Reformatting output dictionaries to Mamba Chain format #11

Closed goedman closed 9 years ago

goedman commented 10 years ago

Basically completed.

cwliu007 commented 10 years ago

Does it mean Jags.jl use Mamba's function to calculate the summary statistics of results? And where to get the DIC value?

goedman commented 10 years ago

Indeed, I'm testing that in another package (MCMCExampleRepository). For DIC jags needs multiple chains.

But there are still several issues on my plate to get to a 0.1 release.

I'm hoping I get most in place before this Saturday (8/30/2014), as next week is all travel.

Rob

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On Aug 26, 2014, at 8:25 PM, genwei007 notifications@github.com wrote:

Does it mean Jags.jl use Mamba's function to calculate the summary statistics of results? And where to get the DIC value?

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goedman commented 10 years ago

In general, the packages Jags.jl and Stan.jl will only produce the results that the programs Jags and Stan produce. Enhancements and further processing are intended to be done in Julia and other packages. Once Mamba is generally available, I'm planning to make this a required package and use Mamba's summary statistics where applicable.

I've seen a few issues with this, e.g. gelmandiag() sometimes fails, likely due to numerical rounding errors when exporting Jags results to Mamba. These I will further investigate in September.

Similarly, I need to look into DIC a bit more, don't see immediately comparable results for Mamba and Jags, but that might still be ok.