library(R2WinBUGS)
#  Program to simulate data from a normal distribution and then draw a sample from the posterior
#  using R2WinBugs
N = 15
y = rnorm(N,mean=3,sd=2)
data=list("y","N")
inits=function(){list(mu=2,tau=1)}

univnorm.sim = bugs(data,inits,model.file="univnormal.bug",
parameters=c("mu","tau"),n.chains = 1,n.iter=15100,n.burnin=100,n.thin=1,
bugs.directory="c:/Program Files/WinBUGS14/",codaPkg=FALSE)
print(univnorm.sim)

mu = univnorm.sim$sims.array[,1,1]
tau = univnorm.sim$sims.array[,1,2]
sigma = 1/sqrt(tau)


pdf('univnorm_trace.pdf')
par(mfrow=c(3,1))
ts.plot(mu,xlab="iteration",ylab="",main="mu")
ts.plot(tau,xlab="iteration",ylab="",main="tau")
ts.plot(sigma,xlab="iteration",ylab="",main="sigma")



pdf('univnorm_kde.pdf')
par(mfrow=c(1,3))
plot(density(mu),main="mu")
plot(density(tau),main="tau")
plot(density(sigma),main="sigma")


pdf('univnorm_acf.pdf')
par(mfrow=c(3,1))
acf(mu,main="mu")
acf(tau,main="tau")
acf(sigma,main="sigma")





graphics.off()