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model{
dt<-1/360
m<--0.000367
n<-0.516585
phistar~dbeta(20,1.5);
phi<-2*phistar-1;
mu~dnorm(-8,25);
itau2~dgamma(2.5,0.025);
tau<-sqrt(1/(itau2*dt));
rho~dunif(-1,1)
#distribution of thetas
isigma2<-(1-phi*phi)*itau2;
theta0~dnorm(mu,isigma2);
thetamean[1]<-theta0+(exp(-theta0)*mu-1)*(1-phi)-0.5*exp(-theta0)/itau2;
thetad[1]<-exp(theta0)*itau2
theta[1]~dnorm(thetamean[1],thetad[1]);
for (i in 2:(N+1)) {
thetamean<-theta[i-1]+(exp(-theta[i-1])*mu-1)*(1-phi)-0.5*exp(-theta[i-1])/itau2
thetad<-exp(theta[i-1])*itau2
theta~dnorm(thetamean,thetad);
}
#distribution of Ys
for(i in 1:N){
Ymean<-m*exp(theta)*dt+n*rho/tau*((theta[i+1]-theta)*exp(theta)-(mu-exp(theta))*(1-phi)+0.5/itau2);
Yisigma<-1/(exp(theta)*n*n*dt*(1-rho*rho));
Y~dnorm(Ymean,Yisigma);
}
}
list(Y=c(-0.019221604,-0.000196864,0.004723498,0.007832524,-0.12388168,0.138653538,0.000947041,-0.003242622,-0.126738491,0.112629852,-0.006206601,-0.005993372,-0.005854565,-0.007053878,0.010176777,-0.000296912,0.001618228,0.001054866,0.001086063,0.00102298,0.000113542,0.002074968,0.000613709,-0.004936465,-0.00121684,-0.00108792,-0.001013749,-0.001302363,0.006341333,0.004815233,0.000726962,-0.000989105,-0.000966465,-0.001006051,0.001353324,-0.000294023,0.002864219,0.003920162,0.002756607,0.002476971,0.002195086,0.006164189,-0.00738952,-0.005511294,-0.003359385,-0.003098025,-0.003197883,-0.003339716,-0.004548483,-0.007234381,-0.027696197,-0.003079408,-0.003265846,-0.003454783,-0.003598753,-0.001568283,-0.004418729,-0.00125965,-0.007715288,-0.005710847,-0.005852807,-0.006025401,-0.008195307,-0.009224762,-0.005389633,-0.005011718,-0.005318614,-0.00541872,-0.00547366,-0.008880883,-0.009298428,-0.008559571,-0.00623169,-0.006626409,-0.006599861,-0.006538167,-0.006553655,-0.009743041,-0.007989815,-0.007687849,-0.005747187,-0.005787327,-0.005773106,-0.006009111,-0.006104888,-0.008516394,-0.013786938,-0.008652723,-0.008739344,-0.00890875) ,N=89)
list(phistar=0.975,mu=0,itau2=50,rho=0)
问题是模型中为啥有为给出初始值的变量？
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