For those that are interested:
We (Jouko Lampinen and Aki Vehtari) have written two helper
functions for using BUGS with Matlab
mat2bugs.m saves Matlab variables in Splus format for BUGS
bugs2mat.m reads BUGS CODA output to Matlab structure
These are available at
<http://www.lce.hut.fi/~ave/code/bugsmatlab/>
There is a generic example showing how to call Classic BUGS or
WinBUGS from Matlab in Linux
<http://www.lce.hut.fi/~ave/code/bugsmatlab/example.html>
Furthermore, there is a specific example (with all the necessary
code, files, and references) showing how to estimate expected
utilities via cross-validation
<http://www.lce.hut.fi/~ave/code/stacks/>
This example uses stack loss data which was also used in the DIC
paper by Spigelhalter et al. (2002). We compare cross-validation
and DIC, which both estimate the predictive performance (expected
utility) of the model.
Aki Vehtari, Dr.Tech.
Helsinki University of Technology
Lab. of Computational Engineering
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