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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