[winbugs manual0]    WinBUGS User Manual
   
Version 2.10, April 2005



   David Spiegelhalter 1    Andrew Thomas 2
   Nicky Best
3    Dave Lunn 3

   
1 MRC Biostatistics Unit,
      Institute of Public Health,
      Robinson Way,
      Cambridge CB2 2SR, UK

      

   
2 Dept of Mathematics & Statistics,      
      University of Helsinki
      Helsinki
      Finland

      
   
3 Department of Epidemiology & Public Health,
      Imperial College School of Medicine,
      Norfolk Place,
      London W2 1PG, UK

   e-mail:
      bugs@mrc-bsu.cam.ac.uk   [general]
      ant@rni.helsinki.fi   [technical]

   internet:   http://www.mrc-bsu.cam.ac.uk/bugs



This manual describes how to use the WinBUGS software.


Permission and Disclaimer

please click here to read the legal bit

More informally, potential users are reminded to be extremely careful if using this program for serious statistical analysis. We have tested the program on quite a wide set of examples, but be particularly careful with types of model that are currently not featured. If there is a problem,
WinBUGS might just crash, which is not very good, but it might well carry on and produce answers that are wrong, which is even worse. Please let us know of any successes or failures.

Beware: MCMC sampling can be dangerous!

Contents

    Introduction
       Introduction to WinBUGS
       Advice for new users
       MCMC methods
       How  WinBUGS  syntax differs from that of  ClassicBUGS
       Changes from WinBUGS 1.3
   
    Compound Documents
       What is a compound document?
      
Working with compound documents
      
Editing compound documents
      
Compound documents and e-mail
       Printing compound documents and Doodles
       Reading in text files
   
    Model Specification Language
       Graphical models
      
Graphs as a formal language
      
The BUGS language: stochastic nodes
      
Censoring and truncation
       Constraints on using certain distributions
       Logical nodes
       Arrays and indexing
       Repeated structures
       Data transformations
       Nested indexing and mixtures
      
Formatting of data
   
    DoodleBUGS: The Doodle Editor
       General properties
      
Creating a node
      
Selecting a node
      
Deleting a node
      
Moving a node
      
Creating a plate
      
Selecting a plate
      
Deleting a plate
      
Moving a plate
      
Resizing a plate
      
Creating an edge
      
Deleting an edge
      
Moving a Doodle
       Resizing a Doodle
       Printing a Doodle
   

    The Model Menu
       General properties
      
Specification...
      
Update...
      
Monitor Metropolis
      
Save State
      
Seed...
      
Script
   

    The Inference Menu
       General properties
      
Samples...
      
Compare...
      
Correlations...
      
Summary...
      
Rank...
      
DIC...
   
    The Info Menu
       General properties
      
Open Log
      
Clear Log
      
Node info...
      
Components
   

    The Options Menu
       Output options...
      
Update options...
   

    Batch-mode: Scripts
   

    Tricks: Advanced Use of the BUGS Language
      
Specifying a new sampling distribution
      
Specifying a new prior distribution
      
Specifying a discrete prior on a set of values
      
Using pD and DIC
      
Mixtures of models of different complexity
      
Where the size of a set is a random quantity
      
Assessing sensitivity to prior assumptions
      
Modelling unknown denominators
      
Handling unbalanced datasets
      
Use of the "cut" function
   

    WinBUGS Graphics
       General properties
       Margins
       Axis Bounds
       Titles
       All Plots
       Fonts
       Specific properties (via  Special... )
       Density plot
       Box plot
       Caterpillar plot
       Model fit plot
       Scatterplot
   
    Tips and Troubleshooting
       Restrictions when modelling
       Some error messages
       Some Trap messages
       The program hangs
       Speeding up sampling
       Improving convergence
   
    Tutorial
       Introduction
       Specifying a model in the BUGS language
       Running a model in WinBUGS
       Monitoring parameter values
       Checking convergence
       How many iterations after convergence?
       Obtaining summaries of the posterior distribution
   
    Changing MCMC Defaults (advanced users only)
       Defaults for numbers of iterations
      
Defaults for sampling methods
   

    Distributions
       Discrete Univariate
       Continuous Univariate
       Discrete Multivariate
       Continuous Multivariate
   
    References