Tuesday, June 22, 2010

JAGS' glm module

I did not realize that new GLM module for JAGS 2.0 can be so effective in reducing the running time. Using the example I posed it yesterday (an example from the glmmBUGS package), without loading the glm module, it took 20.223 minutes to draw 10,000 samples from the posterior distribution; with the glm module loaded, it took 11.869 to get the same results:

Without glm module:
   user  system elapsed
 20.170   0.020  20.223 

With glm module:
   user  system elapsed
 11.040   0.000  11.869 

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