Just another Gibbs sampler (JAGS) is a program for simulation from Bayesian hierarchical models using
Markov chain Monte Carlo
In statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain ...
(MCMC), developed by Martyn Plummer. JAGS has been employed for statistical work in many fields, for example ecology, management, and genetics.
JAGS aims for compatibility with
WinBUGS
WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods.
It is based on the BUGS ( Bayesian inference Using Gibbs Sampling) project started in 1989. It runs under Microsoft Windows, though it can als ...
/
OpenBUGS
OpenBUGS is a software application for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. OpenBUGS is the open source variant of WinBUGS ( Bayesian inference Using Gibbs Sampling). It runs under ...
through the use of a dialect of the same modeling language (informally, BUGS), but it provides no GUI for model building and MCMC sample 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).
[Martyn Plummer (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.
The main advantage of JAGS in comparison to the members of the original BUGS family (
WinBUGS
WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods.
It is based on the BUGS ( Bayesian inference Using Gibbs Sampling) project started in 1989. It runs under Microsoft Windows, though it can als ...
and
OpenBUGS
OpenBUGS is a software application for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. OpenBUGS is the open source variant of WinBUGS ( Bayesian inference Using Gibbs Sampling). It runs under ...
) is its platform independence. It is written in C++, while the BUGS family is written in
Component Pascal, a less widely known programming language.
[Simon Jackman (2009). ''Bayesian Analysis for the Social Sciences''. Wiley Series in Probability and Statistics, volume 845. John Wiley and Sons. .] In addition, JAGS is already part of many repositories of Linux distributions such as 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 the command line or run in batch mode through 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. from
R via rjags as outlined above).
JAGS is licensed under the
GNU General Public License
The GNU General Public License (GNU GPL or simply GPL) is a series of widely used free software licenses that guarantee end users the four freedoms to run, study, share, and modify the software. The license was the first copyleft for general ...
.
See also
*
Stan (software)
References
External links
JAGS SourceForge
SourceForge is a web service that offers software consumers a centralized online location to control and manage open-source software projects and research business software. It provides source code repository hosting, bug tracking, mirroring ...
page
JAGS FreshPorts page
rjags R (programming language)
R is a programming language for statistical computing and graphics supported by the R Core Team and the R Foundation for Statistical Computing. Created by statisticians Ross Ihaka and Robert Gentleman, R is used among data miners, bioinfor ...
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{{Statistical software
Free Bayesian statistics software
Free software programmed in C++