OpenBUGS error undefined variable - r

I'm working on a binomial mixture model using OpenBUGS and R package R2OpenBUGS. I've successfully built simpler models, but once I add another level for imperfect detection, I consistently receive the error variable X is not defined in model or in data set. I've tried a number of different things, including changing the structure of my data and entering my data directly into OpenBUGS. I'm posting this in the hope that someone else has experience with this error, and perhaps knows why OpenBUGS is not recognizing variable X even though it is clearly defined as far as I can tell.
I've also gotten the error expected the collection operator c error pos 8 - this is not an error I've been getting previously, but I am similarly stumped.
Both the model and the data-simulation function come from Kery's Introduction to WinBUGS for Ecologists (2010). I will note that the data set here is in lieu of my own data, which is similar.
I am including the function to build the dataset as well as the model. Apologies for the length.
# Simulate data: 200 sites, 3 sampling rounds, 3 factors of the level 'trt',
# and continuous covariate 'X'
data.fn <- function(nsite = 180, nrep = 3, xmin = -1, xmax = 1, alpha.vec = c(0.01,0.2,0.4,1.1,0.01,0.2), beta0 = 1, beta1 = -1, ntrt = 3){
y <- array(dim = c(nsite, nrep)) # Array for counts
X <- sort(runif(n = nsite, min = xmin, max = xmax)) # covariate values, sorted
# Relationship expected abundance - covariate
x2 <- rep(1:ntrt, rep(60, ntrt)) # Indicator for population
trt <- factor(x2, labels = c("CT", "CM", "CC"))
Xmat <- model.matrix(~ trt*X)
lin.pred <- Xmat[,] %*% alpha.vec # Value of lin.predictor
lam <- exp(lin.pred)
# Add Poisson noise: draw N from Poisson(lambda)
N <- rpois(n = nsite, lambda = lam)
table(N) # Distribution of abundances across sites
sum(N > 0) / nsite # Empirical occupancy
totalN <- sum(N) ; totalN
# Observation process
# Relationship detection prob - covariate
p <- plogis(beta0 + beta1 * X)
# Make a 'census' (i.e., go out and count things)
for (i in 1:nrep){
y[,i] <- rbinom(n = nsite, size = N, prob = p)
}
# Return stuff
return(list(nsite = nsite, nrep = nrep, ntrt = ntrt, X = X, alpha.vec = alpha.vec, beta0 = beta0, beta1 = beta1, lam = lam, N = N, totalN = totalN, p = p, y = y, trt = trt))
}
data <- data.fn()
And here is the model:
sink("nmix1.txt")
cat("
model {
# Priors
for (i in 1:3){ # 3 treatment levels (factor)
alpha0[i] ~ dnorm(0, 0.01)
alpha1[i] ~ dnorm(0, 0.01)
}
beta0 ~ dnorm(0, 0.01)
beta1 ~ dnorm(0, 0.01)
# Likelihood
for (i in 1:180) { # 180 sites
C[i] ~ dpois(lambda[i])
log(lambda[i]) <- log.lambda[i]
log.lambda[i] <- alpha0[trt[i]] + alpha1[trt[i]]*X[i]
for (j in 1:3){ # each site sampled 3 times
y[i,j] ~ dbin(p[i,j], C[i])
lp[i,j] <- beta0 + beta1*X[i]
p[i,j] <- exp(lp[i,j])/(1+exp(lp[i,j]))
}
}
# Derived quantities
}
",fill=TRUE)
sink()
# Bundle data
trt <- data$trt
y <- data$y
X <- data$X
ntrt <- 3
# Standardise covariates
s.X <- (X - mean(X))/sd(X)
win.data <- list(C = y, trt = as.numeric(trt), X = s.X)
# Inits function
inits <- function(){ list(alpha0 = rnorm(ntrt, 0, 2),
alpha1 = rnorm(ntrt, 0, 2),
beta0 = rnorm(1,0,2), beta1 = rnorm(1,0,2))}
# Parameters to estimate
parameters <- c("alpha0", "alpha1", "beta0", "beta1")
# MCMC settings
ni <- 1200
nb <- 200
nt <- 2
nc <- 3
# Start Markov chains
out <- bugs(data = win.data, inits, parameters, "nmix1.txt", n.thin=nt,
n.chains=nc, n.burnin=nb, n.iter=ni, debug = TRUE)

Note: This answer has gone through a major revision, after I noticed another problem with the code.
If I understand your model correctly, you are mixing up the y and N from the simulated data, and what is passed as C to Bugs. You are passing the y variable (a matrix) to the C variable in the Bugs model, but this is accessed as a vector. From what I can see C is representing the number of "trials" in your binomial draw (actual abundances), i.e. N in your data set. The variable y (a matrix) is called the same thing in both the simulated data and in the Bugs model.
This is a reformulation of your model, as I understand it, and this runs ok:
sink("nmix1.txt")
cat("
model {
# Priors
for (i in 1:3){ # 3 treatment levels (factor)
alpha0[i] ~ dnorm(0, 0.01)
alpha1[i] ~ dnorm(0, 0.01)
}
beta0 ~ dnorm(0, 0.01)
beta1 ~ dnorm(0, 0.01)
# Likelihood
for (i in 1:180) { # 180 sites
C[i] ~ dpois(lambda[i])
log(lambda[i]) <- log.lambda[i]
log.lambda[i] <- alpha0[trt[i]] + alpha1[trt[i]]*X[i]
for (j in 1:3){ # each site sampled 3 times
y[i,j] ~ dbin(p[i,j], C[i])
lp[i,j] <- beta0 + beta1*X[i]
p[i,j] <- exp(lp[i,j])/(1+exp(lp[i,j]))
}
}
# Derived quantities
}
",fill=TRUE)
sink()
# Bundle data
trt <- data$trt
y <- data$y
X <- data$X
N<- data$N
ntrt <- 3
# Standardise covariates
s.X <- (X - mean(X))/sd(X)
win.data <- list(y = y, trt = as.numeric(trt), X = s.X, C= N)
# Inits function
inits <- function(){ list(alpha0 = rnorm(ntrt, 0, 2),
alpha1 = rnorm(ntrt, 0, 2),
beta0 = rnorm(1,0,2), beta1 = rnorm(1,0,2))}
# Parameters to estimate
parameters <- c("alpha0", "alpha1", "beta0", "beta1")
# MCMC settings
ni <- 1200
nb <- 200
nt <- 2
nc <- 3
# Start Markov chains
out <- bugs(data = win.data, inits, parameters, "nmix1.txt", n.thin=nt,
n.chains=nc, n.burnin=nb, n.iter=ni, debug = TRUE)
Overall, the results from this model looks ok, but there are long autocorrelation lags for beta0 and beta1. The estimate of beta1 also seems a bit off(~= -0.4), so you might want to recheck the Bugs model specification, so that it is matching the simulation model (i.e. that you are fitting the correct statistical model). At the moment, I'm not sure that it does, but I don't have the time to check further right now.

I got the same message trying to pass a factor to OpenBUGS. Like so,
Ndata <- list(yrs=N$yrs, site=N$site), ... )
The variable "site" was not passed by the "bugs" function. It simply was not in list passed
to OpenBUGS
I solved the problem by passing site as numeric,
Ndata <- list(yrs=N$yrs, site=as.numeric(N$site)), ... )

Related

Jags: Attempt to redefine node error, mixed effect regression

I want to perform a mixed effect regression in rjags, with a random slope and intercept. I define the following toy dataset:
library(ggplot2)
library(data.table)
global_slope <- 1
global_int <- 1
Npoints_per_group <- 50
N_groups <- 10
pentes <- rnorm(N_groups,-1,.5)
centers_x <- seq(0,10,length = N_groups)
center_y <- global_slope*centers_x + global_int
group_spread <- 2
group_names <- sample(LETTERS,N_groups)
df <- lapply(1:N_groups,function(i){
x <- seq(centers_x[i]-group_spread/2,centers_x[i]+group_spread/2,length = Npoints_per_group)
y <- pentes[i]*(x- centers_x[i])+center_y[i]+rnorm(Npoints_per_group)
data.table(x = x,y = y,ID = group_names[i])
}) %>% rbindlist()
ggplot(df,aes(x,y,color = as.factor(ID)))+
geom_point()
This is a typical situation of Simpson paradox: an overall increasing trend when you have a decreasing trend within each group (given by the ID variable).
I define the following model:
library(rjags)
model_code_simpson <-
" model
{
# first level
for (i in 1:n) {
y[i] ~ dnorm(alpha[i] + beta[i] * x[i], tau)
alpha[i] = alpha[group[i]] # random intercept
beta[i] = beta[group[i]] # random slope
}
# second level
for(j in 1:J){
alpha[j] ~ dnorm(mu.alpha, tau.alpha)
beta[j] ~ dnorm(mu.beta, tau.beta)
}
# Priors
mu.alpha ~ dnorm(0,0.001)
mu.beta ~ dnorm(0,0.001)
sigma ~ dunif(0,10)
sigma.alpha ~ dunif(0,10)
sigma.beta ~ dunif(0,10)
# Derived quantities
tau <- pow(sigma,-2)
tau.alpha <- pow(sigma.alpha,-2)
tau.beta <- pow(sigma.beta,-2)
}
"
# Choose the parameters to watch
model_parameters <- c("mu.alpha","tau.alpha","tau.beta","tau")
# define numeric grouping variable
df[,ID2 := .GRP,by = ID]
model_data <- list(n = nrow(df),
y = df$y,
x = df$x,
group = df$ID2,
J = df[,uniqueN(ID)])
model <- jags.model(textConnection(model_code_simpson),
data = model_data,
n.chains = 2)
I get the following error:
Compiling model graph
Resolving undeclared variables
Allocating nodes
Deleting model
Error in jags.model(textConnection(model_code_simpson), data = model_data, :
RUNTIME ERROR:
Compilation error on line 8.
Attempt to redefine node beta[1]
I do not understand what is happening, and related questions did not help me much.
You defined beta twice. First, beta is a vector of length n when you are looping through the data. Second, beta is a vector of length J when you are creating the random effects. This "redefining" is causing this issue, but it is an easy fix. You just need to remove that first instance of beta in your model and it will compile (i.e., just move your nested indexing inside of dnorm() and you are good to go).
model_code_simpson <-
" model
{
# first level
for (i in 1:n) {
y[i] ~ dnorm(
alpha[group[i]] + beta[group[i]] * x[i],
tau
)
}
# second level
for(j in 1:J){
alpha[j] ~ dnorm(mu.alpha, tau.alpha)
beta[j] ~ dnorm(mu.beta, tau.beta)
}
# Priors
mu.alpha ~ dnorm(0,0.001)
mu.beta ~ dnorm(0,0.001)
sigma ~ dunif(0,10)
sigma.alpha ~ dunif(0,10)
sigma.beta ~ dunif(0,10)
# Derived quantities
tau <- pow(sigma,-2)
tau.alpha <- pow(sigma.alpha,-2)
tau.beta <- pow(sigma.beta,-2)
}
"

Running rJAGS when the likelihood is a custom density

I am trying to figure out how to sample from a custom density in rJAGS but am running into issues. having searched the site, I saw that there is a zeroes (or ones) trick that can be employed based on BUGS code but am having a hard time with its implementation in rJAGS. I think I am doing it correctly but keep getting the following error:
Error in jags.model(model1.spec, data = list(x = x, N = N), n.chains = 4, :
Error in node dpois(lambda)
Length mismatch in Node::setValue
Here is my rJAGS code for reproducibility:
library(rjags)
set.seed(4)
N = 100
x = rexp(N, 3)
L = quantile(x, prob = 1) # Censoring point
censor = ifelse(x <= L, 1, 0) # Censoring indicator
x[censor == 1] <- L
model1.string <-"
model {
for (i in 1:N){
x[i] ~ dpois(lambda)
lambda <- -N*log(1-exp(-(1/mu)))
}
mu ~ dlnorm(mup, taup)
mup <- log(.0001)
taup <- 1/49
R <- 1 - exp(-(1/mu) * .0001)
}
"
model1.spec<-textConnection(model1.string)
jags <- jags.model(model1.spec,
data = list('x' = x,
'N' = N),
n.chains=4,
n.adapt=100)
Here, my negative log likelihood of the density I am interested in is -N*log(1-exp(-(1/mu))). Is there an obvious mistake in the code?
Using the zeros trick, the variable on the left-hand side of the dpois() relationship has to be an N-length vector of zeros. The variable x should show up in the likelihood somewhere. Here is an example using the normal distribution.
set.seed(519)
N <- 100
x <- rnorm(100, mean=3)
z <- rep(0, N)
C <- 10
pi <- pi
model1.string <-"
model {
for (i in 1:N){
lambda[i] <- pow(2*pi*sig2, -0.5) * exp(-.5*pow(x[i]-mu, 2)/sig2)
loglam[i] <- log(lambda[i]) + C
z[i] ~ dpois(loglam[i])
}
mu ~ dnorm(0,.1)
tau ~ dgamma(1,.1)
sig2 <- pow(tau, -1)
sumLL <- sum(log(lambda[]))
}
"
model1.spec<-textConnection(model1.string)
set.seed(519)
jags <- jags.model(model1.spec,
data = list('x' = x,
'z' = z,
'N' = N,
'C' = C,
'pi' = pi),
inits = function()list(tau = 1, mu = 3),
n.chains=4,
n.adapt=100)
samps1 <- coda.samples(jags, c("mu", "sig2"), n.iter=1000)
summary(samps1)
Iterations = 101:1100
Thinning interval = 1
Number of chains = 4
Sample size per chain = 1000
1. Empirical mean and standard deviation for each variable,
plus standard error of the mean:
Mean SD Naive SE Time-series SE
mu 4.493 2.1566 0.034100 0.1821
sig2 1.490 0.5635 0.008909 0.1144
2. Quantiles for each variable:
2.5% 25% 50% 75% 97.5%
mu 0.6709 3.541 5.218 5.993 7.197
sig2 0.7909 0.999 1.357 1.850 2.779

Predict using felm output with standard errors

Is there way to get predict behavior with standard errors from lfe::felm if the fixed effects are swept out using the projection method in felm? This question is very similar to the question here, but none of the answers to that question can be used to estimate standard errors or confidence/prediction intervals. I know that there's currently no predict.felm, but I am wondering if there are workarounds similar to those linked above that might also work for estimating the prediction interval
library(DAAG)
library(lfe)
model1 <- lm(data = cps1, re74 ~ age + nodeg + marr)
predict(model1, newdata = data.frame(age=40, nodeg = 0, marr=1), se.fit = T, interval="prediction")$fit
# Result: fit lwr upr
# 1 18436.18 2339.335 34533.03
model2 <- felm(data = cps1, re74 ~ age | nodeg + marr)
predict(model2, newdata = data.frame(age=40, nodeg = 0, marr=1), se.fit = T, interval="prediction")$fit
# Does not work
The goal is to estimate a prediction interval for yhat, for which I think I'd need to compute the full variance-covariance matrix (including the fixed effects). I haven't been able to figure out how to do this, and I'm wondering if it's even computationally feasible.
After conversations with several people, I don't believe it is possible to obtain an estimate the distribution of yhat=Xb (where X includes both the covariates and the fixed effects) directly from felm, which is what this question boils down to. It is possible bootstrap them, however. The following code does so in parallel. There is scope for performance improvements, but this gives the general idea.
Note: here I do not compute full prediction interval, just the SEs on Xb, but obtaining the prediction interval is straightforward - just add the root of sigma^2 to the SE.
library(DAAG)
library(lfe)
library(parallel)
model1 <- lm(data = cps1, re74 ~ age + nodeg + marr)
yhat_lm <- predict(model1, newdata = data.frame(age=40, nodeg = 0, marr=1), se.fit = T)
set.seed(42)
boot_yhat <- function(b) {
print(b)
n <- nrow(cps1)
boot <- cps1[sample(1:n, n, replace=T),]
lm.model <- lm(data=demeanlist(boot[, c("re74", "age")], list(factor(boot$nodeg), factor(boot$marr))),
formula = re74 ~ age)
fe <- getfe(felm(data = boot, re74 ~ age | nodeg + marr))
bootResult <- predict(lm.model, newdata = data.frame(age = 40)) +
fe$effect[fe$fe == "nodeg" & fe$idx==0] +
fe$effect[fe$fe == "marr" & fe$idx==1]
return(bootResult)
}
B = 1000
yhats_boot <- mclapply(1:B, boot_yhat)
plot(density(rnorm(10000, mean=yhat_lm$fit, sd=yhat_lm$se.fit)))
lines(density(yhats), col="red")
From your first model predict(.) yields this:
# fit lwr upr
# 1 18436.18 2339.335 34533.03
Following 李哲源 we can achieve these results manually, too.
beta.hat.1 <- coef(model1) # save coefficients
# model matrix: age=40, nodeg = 0, marr=1:
X.1 <- cbind(1, matrix(c(40, 0, 1), ncol=3))
pred.1 <- as.numeric(X.1 %*% beta.hat.1) # prediction
V.1 <- vcov(model1) # save var-cov matrix
se2.1 <- unname(rowSums((X.1 %*% V.1) * X.1)) # prediction var
alpha.1 <- qt((1-0.95)/2, df = model1$df.residual) # 5 % level
pred.1 + c(alpha.1, -alpha.1) * sqrt(se2.1) # 95%-CI
# [1] 18258.18 18614.18
sigma2.1 <- sum(model1$residuals ^ 2) / model1$df.residual # sigma.sq
PI.1 <- pred.1 + c(alpha.1, -alpha.1) * sqrt(se2.1 + sigma2.1) # prediction interval
matrix(c(pred.1, PI.1), nrow = 1, dimnames = list(1, c("fit", "lwr", "upr")))
# fit lwr upr
# 1 18436.18 2339.335 34533.03
Now, your linked example applied to multiple FE, we get this results:
lm.model <- lm(data=demeanlist(cps1[, c(8, 2)],
list(as.factor(cps1$nodeg),
as.factor(cps1$marr))), re74 ~ age)
fe <- getfe(model2)
predict(lm.model, newdata = data.frame(age = 40)) + fe$effect[fe$idx=="1"]
# [1] 15091.75 10115.21
The first value is with and the second without added FE (try fe$effect[fe$idx=="1"]).
Now we're following the manual approach above.
beta.hat <- coef(model2) # coefficient
x <- 40 # age = 40
pred <- as.numeric(x %*% beta.hat) # prediction
V <- model2$vcv # var/cov
se2 <- unname(rowSums((x %*% V) * x)) # prediction var
alpha <- qt((1-0.95)/2, df = model2$df.residual) # 5% level
pred + c(alpha, -alpha) * sqrt(se2) # CI
# [1] 9599.733 10630.697
sigma2 <- sum(model2$residuals ^ 2) / model2$df.residual # sigma^2
PI <- pred + c(alpha, -alpha) * sqrt(se2 + sigma2) # PI
matrix(c(pred, PI), nrow = 1, dimnames = list(1, c("fit", "lwr", "upr"))) # output
# fit lwr upr
# 1 10115.21 -5988.898 26219.33
As we see, the fit is the same as the linked example approach, but now with prediction interval. (Disclaimer: The logic of the approach should be straightforward, the values of the PI should still be evaluated, e.g. in Stata with reghdfe.)
Edit: In case you want to achieve exactly the same output from felm() which predict.lm() yields with the linear model1, you simply need to "include" again the fixed effects in your model (see model3 below). Just follow the same approach then. For more convenience you easily could wrap it into a function.
library(DAAG)
library(lfe)
model3 <- felm(data = cps1, re74 ~ age + nodeg + marr)
pv <- c(40, 0, 1) # prediction x-values
predict0.felm <- function(mod, pv.=pv) {
beta.hat <- coef(mod) # coefficient
x <- cbind(1, matrix(pv., ncol=3)) # prediction vector
pred <- as.numeric(x %*% beta.hat) # prediction
V <- mod[['vcv'] ] # var/cov
se2 <- unname(rowSums((x %*% V) * x)) # prediction var
alpha <- qt((1-0.95)/2, df = mod[['df.residual']]) # 5% level
CI <- structure(pred + c(alpha, -alpha) * sqrt(se2),
names=c("CI lwr", "CI upr")) # CI
sigma2 <- sum(mod[['residuals']] ^ 2) / mod[['df.residual']] # sigma^2
PI <- pred + c(alpha, -alpha) * sqrt(se2 + sigma2) # PI
mx <- matrix(c(pred, PI), nrow = 1,
dimnames = list(1, c("PI fit", "PI lwr", "PI upr"))) # output
list(CI, mx)
}
predict0.felm(model3)[[2]]
# PI fit PI lwr PI upr
# 1 18436.18 2339.335 34533.03
By this with felm() you can achieve the same prediction interval as with predict.lm().

error message JAGS subset out of range

I am attempting to call the following jags model in R:
model{
# Main model level 1
for (i in 1:N){
ficon[i] ~ dnorm(mu[i], tau)
mu[i] <- alpha[country[i]]
}
# Priors level 1
tau ~ dgamma(.1,.1)
# Main model level 2
for (j in 1:J){
alpha[j] ~ dnorm(mu.alpha, tau.alpha)
}
# Priors level 2
mu.alpha ~ dnorm(0,.01)
tau.alpha ~ dgamma(.1,.1)
sigma.1 <- 1/(tau)
sigma.2 <- 1/(tau.alpha)
ICC <- sigma.2 / (sigma.1+sigma.2)
}
This is a hierarchical model, where ficon is a continuous variable 0-60, that may have a different mean or distribution by country. N = number of total observations (2244) and J = number of countries (34). When I run this model, I keep getting the following error message:
Compilation error on line 5.
Subset out of range: alpha[35]
This code worked earlier, but it's not working now. I assume the problem is that there are only 34 countries, and that's why it's getting stuck at i=35, but I'm not sure how to solve the problem. Any advice you have is welcome!
The R code that I use to call the model:
### input files JAGS ###
data <- list(ficon = X$ficon, country = X$country, J = 34, N = 2244)
inits1 <- list(alpha = rep(0, 34), mu.alpha = 0, tau = 1, tau.alpha = 1)
inits2 <- list(alpha = rep(1, 34), mu.alpha = 1, tau = .5, tau.alpha = .5)
inits <- list(inits1, inits2)
# call empty model
eqlsempty <- jags(data, inits, model.file = "eqls_emptymodel.R",
parameters = c("mu.alpha", "sigma.1", "sigma.2", "ICC"),
n.chains = 2, n.iter = itt, n.burnin = bi, n.thin = 10)
To solve the problem you need to renumber your countries so they only have the values 1 to 34. If you only have 34 countries and yet you are getting the error message you state then one of the countries must have the value 35. To solve this one could call the following R code before bundling the data:
x$country <- factor(x$country)
x$country <- droplevels(x$country)
x$country <- as.integer(x$country)
Hope this helps

jags.parallel: setting less clusters than chains: "Error in res[[ch]] : subscript out of bounds"

I have only 2 core CPU so logically I want to set only two parallel threads/clusters for jags.parallel. unfortunatelly, when I try it and the number of chains is 3 or 4, jags fails with an error:
Error in res[[ch]] : subscript out of bounds
Is lower number of threads (than chains) not allowed?
I have not encountered such statement in the documentation. Anyway, it doesn't make sense to run 4 chains in 4 threads/clusters, when your CPU only has 2 cores! Threads will fight for CPU, caches won't be used optimally and the result will be much slower than using 2 threads only.
Full code:
set.seed(123)
### 14.1.2. Data generation
n.site <- 10
x <- gl(n = 2, k = n.site, labels = c("grassland", "arable"))
eps <- rnorm(2*n.site, mean = 0, sd = 0.5)# Normal random effect
lambda.OD <- exp(0.69 +(0.92*(as.numeric(x)-1) + eps) )
lambda.Poisson <- exp(0.69 +(0.92*(as.numeric(x)-1)) ) # For comparison
C.OD <- rpois(n = 2*n.site, lambda = lambda.OD)
C.Poisson <- rpois(n = 2*n.site, lambda = lambda.Poisson)
### 14.1.4. Analysis using WinBUGS
# Define model
sink("Poisson.OD.t.test.txt")
cat("
model {
# Priors
alpha ~ dnorm(0,0.001)
beta ~ dnorm(0,0.001)
sigma ~ dunif(0, 10)
tau <- 1 / (sigma * sigma)
maybe_overdisp <- mean(exp_eps[])
# Likelihood
for (i in 1:n) {
C.OD[i] ~ dpois(lambda[i])
log(lambda[i]) <- alpha + beta *x[i] #+ eps[i]
eps[i] ~ dnorm(0, tau)
exp_eps[i] <- exp(eps[i])
}
}
",fill=TRUE)
sink()
# Bundle data
x = as.numeric(x)-1
n = length(x)
win.data <- list(C.OD = C.OD, x = as.numeric(x)-1, n = length(x))
# Inits function
inits <- function(){ list(alpha=rlnorm(1), beta=rlnorm(1), sigma = rlnorm(1))}
# Parameters to estimate
params <- c("lambda","alpha", "beta", "sigma", "maybe_overdisp")
# MCMC settings
nc <- 3 # Number of chains
ni <- 3000 # Number of draws from posterior per chain
nb <- 1000 # Number of draws to discard as burn-in
nt <- 5 # Thinning rate
require(R2jags)
# THIS WORKS FINE
out <- R2jags::jags(win.data, inits, params, "Poisson.OD.t.test.txt",
nc, ni, nb, nt);
# THIS PRODUCES ERROR
out <- do.call(jags.parallel, list(names(win.data), inits, params, "Poisson.OD.t.test.txt",
nc, ni, nb, nt, n.cluster = 2));

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