From: Bayesian Models for Astrophysical Data, Cambridge Univ. Press

(c) 2017,  Joseph M. Hilbe, Rafael S. de Souza and Emille E. O. Ishida  

 

you are kindly asked to include the complete citation if you used this material in a publication

​

​

# Data from code 5.3

set.seed(1056)                                                                # set seed to replicate example

nobs = 5000                                                                   # number of observations in model

x1 <- runif(nobs)                                                           # random uniform variable

xb <- 2 + 3*x1                                                               # linear predictor, xb

y <- rlnorm(nobs, xb, sdlog=1)                                     # create y as random lognormal variate

​

​

Code 5.4 Lognormal model in R using JAGS

==================================================

require(R2jags)

​

X <- model.matrix(~ 1 + x1)
K <- ncol(X)
model_data <- list(Y = y, X = X, K = K, N = nobs,
                               Zeros = rep(0, nobs))

LNORM <-"
model{
    # Diffuse normal priors for predictors
    for (i in 1:K) { beta[i] ~ dnorm(0, 0.0001) }

​

    # Uniform prior for standard deviation
    tau <- pow(sigma, -2)                                              # precision
    sigma ~ dunif(0, 100)                                              # standard deviation

​

    # Likelihood
    for (i in 1:N){
        Y[i] ~ dlnorm(mu[i],tau)
        mu[i] <- eta[i]
        eta[i] <- inprod(beta[], X[i,])
    }
}"

​

inits <- function () { list(beta = rnorm(K, 0, 0.01)) }

​

params <- c("beta", "sigma")

​

LN <- jags(data = model_data,
                   inits = inits,
                   parameters = params,
                   model = textConnection(LNORM),
                   n.chains = 3,
                   n.iter = 5000,
                   n.thin = 1,
                   n.burnin = 2500)

​

print(LN, intervals=c(0.025, 0.975), digits=3)

==================================================

​

# plot
source("https://raw.githubusercontent.com/astrobayes/BMAD/master/auxiliar_functions/CH-Figures.R")

​

out <- LN$BUGSoutput
MyBUGSHist(out,c(uNames("beta",K),"sigma"))

MyBUGSChains(out,c(uNames("beta",K),"sigma"))

​