Changing MCMC Defaults (advanced users only)
Contents
Defaults for MCMC Parameters
Defaults for sampling methods
This section shows how to change some of the defaults for the MCMC algorithms used in WinBUGS. Users do so at their own risk, and should make a back-up copy of the relevant default file first (although in case of disaster a new copy of WinBUGS can always be downloaded). The program should be restarted after any edits.
Defaults for MCMC Parameters [top]
Options for iteration numbers can be changed using the Options menu (see here for details), The default values are held in the WinBUGS file Bugs/Rsrc/Registry.txt which may be edited.
Examples include:
- UpdaterMetnormal.Factory.adaptivePhase (default 4000) is the length of the adaptive phase of the general normal-proposal Metropolis algorithm;
- UpdaterSlice.Factory.adaptivePhase (default 500) is the adaptive phase of the slice sampling algorithm;
- UpdaterSlice.Factory.iterations (default 100000) is how many tries the slice sampling algorithm has before it gives up and produces an error message.
Defaults for sampling methods [top]
It is now possible to change the sampling methods for certain classes of distribution, although this is delicate and should be done carefully. The sampling methods are held in Updater/Rsrc/Methods.txt and can be edited. For example, if there are problems with WinBUGS' adaptive rejection sampler (DFreeARS), then the method "UpdaterDFreeARS" for "log concave" could be replaced by "UpdaterSlice" (normally used for "real non linear") - this has been known to sort out some Traps. However, take care and don't forget to keep a copy of the original Methods.txt file!