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I have a quick question about the details of running a model in JAGS and BUGS.

Say I run a model with n.burnin=5000, n.iter=5000 and thin=2. Does this mean that the program will:

  1. Run 5,000 iterations, and discard results; and then
  2. Run another 10,000 iterations, only keeping every second result?

If I save these simulations as a CODA object, are all 10,000 saved, or only the thinned 5,000? I'm just trying to understand which set of iterations are used to make the ACF plot?

Jeromy Anglim
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user1375871
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2 Answers2

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With JAGS, n.burnin=5000, n.iter=5000 and thin=2, means you keep nothing. You run 5000, discard the first 5000 of these 5000 and then only keep a half of the remaining values of the chain (keep 1 value and discard the next one ..).

Use for example n.burnin=2000, n.iter=7000, thin=50, n.chains=5 : so you have (7000-2000)/50 * 5 = 500 values.

Yollanda Beetroot
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Could you be more specific which software you're talking about? It looks like you're referring to the arguments of the function bugs() in the R2WinBUGS package (except that the argument is called n.thin not thin). Looking at help(bugs) it just says n.burnin is the "number of iterations to discard at the beginning". Which doesn't specifically answer your question, but looking at the source for bugs.script() in that package suggests to me that it would run 5000 iterations burn in, as you suspected. You could send a suggestion to the maintainers of that package to clarify their documentation.

In your example, bugs() would then run 0 further iterations after the burn-in. Here the documentation is clearer - n.iter is the total number of iterations including the burn-in.

For your second question, the CODA output from WinBUGS (and any software which calls WinBUGS or OpenBUGS) will only include the thinned sample.

Chris Jackson
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