model { x1 ~ dpois(lambda1) x2 ~ dpois(lambda2) lambda1 <- r1 * T1 lambda2 <- r2 * T2 r1 <- rho * r2 r2 ~ dgamma(1, 1e-6) rho ~ dgamma(1, 1e-6) }The complete R script, which uses the same data (
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1. Empirical mean and standard deviation for each variable, plus standard error of the mean: Mean SD Naive SE Time-series SE r1 1.334 0.6694 0.002117 0.002117 r2 1.002 0.4068 0.001286 0.001925 rho 1.595 1.1918 0.003769 0.006058 2. Quantiles for each variable: 2.5% 25% 50% 75% 97.5% r1 0.3616 0.8438 1.2234 1.704 2.941 r2 0.3671 0.7061 0.9477 1.238 1.940 rho 0.3167 0.8199 1.2923 2.012 4.638 Exact: r1 = 1.333 +- 0.667 r2 = 1.000 +- 0.408 rho = 1.600 +- 1.200Again, the agreement between the MCMC and the exact results is excellent.