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I used to fit Bayesian model using WinBUGS via R a lot. But now I am more and more prone to run models on OpenBUGS directly. I have document the reason why I like OpenBUGS and wrote a auto OpenBUGS function here. In short, I like to be able to know what’s going on why my MCMC is running. However, exporting MCMC results from OpenBUGS to R is the necessary step to do the post analysis. ‘coda’
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