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Thanks to A Thomas for his solution. Here is his message :

Hei Stephanie,

	You say you did not succeed in loading initial values. Did you get
an error message? If so what did the error message say? Note that a prior is
may not be defined for each component of delta. If no prior is defined for a
component of delta that component must be given an NA in the initial values.
I think you can use the node info tool to see which components of delta have
a prior (after compiling the model type delta in the node info dialog box
and then click on the node button)

Moi

	Andrew

With the following initial values, the model runs : 

list(d=c(NA,0,0,0,0,0,0,0,0,0), sd=1, mu=c(0,0,0,0,0,0,0,0,0,0,0),
delta=structure(.Data=c(
NA,0,NA,NA,NA,NA,NA,NA,NA,NA,
NA,0,NA,NA,NA,NA,NA,NA,NA,NA,
NA,NA,0,0,NA,NA,NA,NA,NA,NA,
NA,NA,NA,NA,0,NA,NA,NA,NA,NA,
NA,NA,NA,NA,NA,0,NA,NA,NA,NA,
NA,NA,NA,NA,NA,NA,NA,0,NA,NA,
NA,NA,NA,NA,0,0,NA,NA,NA,NA,
NA,NA,NA,NA,NA,NA,0,NA,NA,NA,
NA,NA,NA,NA,NA,NA,NA,NA,0,NA,
NA,NA,NA,NA,NA,NA,0,NA,NA,NA,
NA,NA,NA,NA,NA,NA,NA,NA,NA,0), .Dim=c(11,10)))

Thanks

Stéphanie

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