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I am about to try out a BUGS style environment for estimating Bayesian models. Are there any important advantages to consider in choosing between OpenBugs or JAGS? Is one likely to replace the other in the foreseeable future?

I will be using the chosen Gibbs Sampler with R. I don't have a specific application yet, but rather I am deciding which to intall and learn.

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similar question: stats.stackexchange.com/q/33315/5509 – Tomas Sep 16 '12 at 9:43

4 Answers

up vote 18 down vote accepted

BUGS/OpenBugs has a peculiar build system which made compiling the code difficult to impossible on some systems --- such as Linux (and IIRC OS X) where people had to resort to Windows emulation etc.

Jags, on the other hand, is a completely new project written with standard GNU tools and hence portable to just about anywhere --- and therefore usable anywhere.

So in short, if your system is Windows then you do a choice, and a potential cost of being stuck to Bugs if you ever move. If you are not on Windows, then Jags is likely to be the better choice.

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Under Linux Window emulation is not necessary, the shared library can be directly used. Only the GUI is not working this way, but that shouldn't be a problem for DanB as they want to invoke it from R. – GaBorgulya Apr 5 '11 at 19:36
Thanks for the correction. – Dirk Eddelbuettel Apr 5 '11 at 19:45
@GaBorgulya Despite that, if I was choosing between two tools, I'd choose the tool that fully worked on my chosen system. – EpiGrad Aug 23 '12 at 4:24
At present, the BRugs package is not supported on 64 Bit Linux, as stated in the documentation, and this can result in problems such as the one that I faced C fails to compile when trying to figure out how to use plot.coda with the mcmc.list output from rjags in two questions on this site and SO that remain unanswered. – David Sep 7 '12 at 13:54

I recommend you jags over openbugs for speed reasons. I've tried both on a Linux system, and jags is way faster.

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this may be problem-specific though ... – Ben Bolker Apr 14 '12 at 16:25

For those who find this question down the road: there's now also Stan. Stan may one day replace OpenBUGS and JAGS, but it does not yet support all the analyses that these other packages do.

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I find jags works more smoothly in Linux,and is easier to setup,but it does not presently support the spatial analyses that GeoBUGS supports. So, I use OpenBUGS.

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