If I create a model in WinBUGS, specify the parameters, and don't enter
data, then WinBUGS will simulate data, e.g.
model
{
mu <- 2
tau <- 1
for (i in 1:N) {
y[i] ~
dnorm(mu,tau)
}
}
What I'd like to do is:
Simulate a
set of data
Run MCMC
to estimate the parameters
Simulate
another set of data
Run
MCMC
etc.
Is there a way to specify a model that will do this? Or do I have
to write some kind of script/batch file to do the iterations of the
simulation?
Thanks,
Bill Simpson
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William Simpson
Faculty Research Computing Center
Harvard Business School
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