echoliu 发表于 2016-1-21 18:46 
楼主你的问题解决了吗
我也遇到这样的问题
model
我写了一个两层贝叶斯，第二层的模型参数一直不收敛，不知道是为什么，有大神帮忙看下没
model;
{
for( k in 1 : M ) {
cnc[k] <- lamda*delta*t[k]
for( j in 1 : M ) {
sigma[j , k] <- sigmaB * Q[j , k] + sigmae * Im[j , k]
}
}
for( i in 1 : N ) {
Y[i,1:M] ~ dmnorm(cnc[],invsigma[1:M,1:M])
}
#lamda ~ dnorm( 0.0,1.0E-6)
lamda ~ dnorm( miulamda, prelamda)
prelamda<- 1/miusigma
invsigma[1:M,1:M] <- inverse(sigma[1:M,1:M])
sigmaB ~dunif(0, 100)
miulamda ~ dnorm( 0.0,1.0E-6)
miusigma ~ dunif(0, 100)
sigmae ~ dunif(0, 100)
#sigmaB ~dunif(0, 1)
#miulamda ~ dnorm( 0.0,1.0E-1)
}
list( N=8, M=10, delta=150, t = c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10),
Q = structure(
.Data = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 2, 2, 2, 2, 2, 2, 2, 2, 2,
1, 2, 3, 3, 3, 3, 3, 3, 3, 3,
1, 2, 3, 4, 4, 4, 4, 4, 4, 4,
1, 2, 3, 4, 5, 5, 5, 5, 5, 5,
1, 2, 3, 4, 5, 6, 6, 6, 6, 6,
1, 2, 3, 4, 5, 6, 7, 7, 7, 7,
1, 2, 3, 4, 5, 6, 7, 8, 8, 8,
1, 2, 3, 4, 5, 6, 7, 8, 9, 9,
1, 2, 3, 4, 5, 6, 7, 8, 9, 10),
.Dim = c(10,10)),
Im = structure(
.Data = c(1, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0, 1, 0, 0, 0, 0, 0, 0, 0, 0,
0, 0, 1, 0, 0, 0, 0, 0, 0, 0,
0, 0, 0, 1, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 1, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 1, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 1, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 1, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 1, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 1),
.Dim = c(10,10)),
Y = structure(
.Data = c(0.127, 0.527, 0.555, 0.726, 0.821, 1.290, 1.602, 1.973, 2.119, 2.573,
0.437, 0.609, 0.904, 1.079, 1.351, 1.933, 2.747, 3.175, 3.815, 4.504,
0.278, 0.501, 0.953, 1.030, 1.486, 2.015, 2.567, 3.288, 3.667, 4.443,
0.457, 0.564, 1.101, 1.316, 1.376, 2.290, 2.858, 3.448, 4.091, 4.754,
0.529, 0.713, 1.291, 1.391, 1.718, 2.526, 3.363, 3.968, 4.754, 5.576,
0.442, 0.756, 0.910, 1.419, 1.823, 2.429, 3.038, 3.576, 4.132, 4.833,
0.386, 0.647, 1.210, 1.386, 1.946, 2.424, 3.252, 3.977, 4.668, 5.512,
0.443, 0.685, 1.195, 1.571, 1.985, 2.593, 3.319, 3.949, 4.606, 5.509),
.Dim = c(8,10)))
list(sigmaB=0.0001, sigmae=0.0001, lamda=0.0001 , miulamda=0.9 ,miusigma=0.1)
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