Just another Gibbs sampler
|Original author(s)||Martyn Plummer|
|Initial release||December 11, 2007|
|Stable release||3.4.0 / September 4, 2013|
|Operating system||Unix-like, Microsoft Windows, Mac OS X|
|Platform||Intel x86 - 32-bit, x64|
|License||GNU General Public License|
Just another Gibbs sampler (JAGS) is a program for analysis of Bayesian hierarchical models using Markov chain Monte Carlo (MCMC) developed by Martyn Plummer. Its modeling abilities are similar to WinBUGS/OpenBUGS through the use of a dialect of the same modeling language (informally, BUGS), but it provides no GUI for model building and MCMC samples postprocessing, which must therefore be treated in a separate program (for example calling JAGS from R through a library such as rjags and post-processing MCMC output in R).
Its main advantage in comparison to the members of the original BUGS family (WinBUGS and OpenBUGS) is its platform independence. It is written in C++, while the BUGS family is written in Component Pascal, which is only available for Windows. Therefore it is already part of many repositories of Linux distributions like Ubuntu. It can also be compiled as a 64-bit application on 64-bit platforms, thus making all the addressable space available to BUGS models.
JAGS can be used via prompts and script files. This means that there is no need to redo the settings with every run and that the program can be called and controlled from within another program (e.g. R via rjags as outlined above).
JAGS implement a BUGS dialect slightly different of the one implemented in WinBUGS/OpenBUGS, with drawbacks (no cut() operator in the current (2.2.0) version), advantages (vector and matrix operations do not need explicit looping), and different choices (the I(,) operator is replaced by C(,) and T(,) operators with distinct (and clearer) semantics); the current (2.2.0) version offers fewer convenience functions (e. g. dgeneric()) and less syntactic sugar, but more probability functions, it can, however, be more easily extended through user-written (C++) modules. JAGS also requires restructuring older WinBUGS models (separation of the data handling and modeling parts).
It is licensed under the GNU General Public License.
- Plummer, Martyn (2003). JAGS: A Program for Analysis of Bayesian Graphical Models Using Gibbs Sampling, Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC 2003), March 20–22, Vienna, Austria. ISSN 1609-395X.
- David Lunn, David Spiegelhalter, Andrew Thomas and Nicky Best (2009). The BUGS project: Evolution, critique and future directions, Statistics in Medicine 28 (25), 3049–3067. doi:10.1002/sim.3680 PMID 19630097.
- Simon Jackman (2009). Bayesian Analysis for the Social Sciences. Wiley Series in Probability and Statistics, volume 845. John Wiley and Sons. ISBN 978-0-470-01154-6.