Yes, this is possible, if you save all the parameters in your model.
You run for X iterations, then you use the simulated values as your
initial values in your next Bugs run. However, Bugs doesn't "know" that
you're doing this, so you have to burn-in again (to allow for its
adaptive algorithms to settle down).
Another possibility is to work within OpenBugs which is more flexible
Probably the easiest approach, though, is to run 5 chains, but one at a
time: i.e., set n.chains=1 in the bugs() run, then once all 5 calls to
Bugs have been finished, it's possible to combine the simulations
"manually" into a 3-way array and check convergence, grab simulations, etc.
Our function as.bugs.array() can actually be used for this.
P.S. I'm cc-ing the Bugs list because others have thoughts on this.
Scott Desposato wrote:
> Hi Andrew:
> I've emailed you before for help, but it's been a while...
> Can you tell me if there is a way to save "work in progress" while
> running R2WinBUGS? I'm simulating a messy model with lots of data, and
> expect it will run for a week or two. I'd like to save out results
> every hour or two to make sure I don't lose everything if the lights
> go out in California.
> Thanks for any thoughts,
> Scott Desposato
> Assistant Professor
> Department of Political Science, UCSD
> 9500 Gilman Drive
> La Jolla, CA 92093-0521
> Phone: 858-534-0198
> FAX: 858-534-7130
> [log in to unmask]
Professor, Department of Statistics
Professor, Department of Political Science
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