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I am trying to write jags code for the following scenario

  1. Toss a coin with unknown probability of heads (p)
  2. If heads, then draw a random integer from 1 to 12
  3. If tails, then draw a random integer from 1 to 6

Based on data of the integers drawn, compute posterior distribution of p, assuming uniform prior on (0,1).

Here is my code

model = "model
{
  p ~ dunif(0, 1) # prior for coin
  for (i in 1 : n) {
    coin[i] ~ dbern(p) 
    temp[i] = (coin[i]) * (-1/12) + (1/6) # if coin=0(tails),then temp=1/6, if coin = 1(heads), then temp = 1/12
    pi = rep(temp[i], 1/temp[i]) # vector of probabilities, i.e. rep(1/12, 12) or rep(1/6, 6)
    number[i] ~ dcat(pi)
}

}"

When I run this model JAGS throws the following error: RUNTIME ERROR: Expected parameters with fixed values in function rep

If passing a stochastic node to rep is not allowed, then how can I simulate the above scenario?

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1 Answer 1

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One way to do this is to think about your vector of probabilities as being one of a pair of fixed possibilities that are known in advance, and to pass them in as data: specifically a matrix with 2 columns where the first column is for the tails situation and the second column is for the heads situation. Also note that both columns can have 12 probabilities - just set the last 6 values to zero for the first column. Then all you need to do is use nested indexing to select the appropriate column within dcat. For example:

m <- 'model{

    for(i in 1:N){      
        coin[i] ~ dbern(p)
        Number[i] ~ dcat(Weights[,coin[i]+1])               
    }

    p ~ dbeta(1,1)

    #data# N, Number, Weights
    #monitor# p

}'


Weights <- matrix(ncol=2, nrow=12)
Weights[1:6,1] <- 1/6
Weights[7:12,1] <- 0
Weights[1:12,2] <- 1/12

N <- 100
p <- 0.75
coin <- rbinom(N, 1, p)
Number <- sapply(c(6,12)[coin+1], function(x) sample(1:x, 1))

library('runjags')
run.jags(m)

This is effectively a type of mixture model if it helps to think about it in those terms (specifically a mixture of categorical distributions).

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