Simulate data in JAGS/r2jags

Question

Is it possible to misuse JAGS as a tool for generating data from a model with known parameters? I need to sample data points from a predefined model in order to do a simulation study and test the power of a model I have developed in R.

Unfortunately, the model is somehow tricky (hierarchical structure with AR and VAR component) and I was not able to simulate the data directly in R. While searching the internet, I found a blog post where the data was generated in JAGS using the data{} Block in JAGS. In the post, the author than estimated the model directly in JAGS. Since I have my model in R, I would like to transfer the data back to R without a model{} block. Is this possible?

Best, win

Answer 1

There is no particular reason that you need to use the data block for generating data in this way - the model block can just as easily work in 'reverse' to generate data based on fixed parameters. Just specify the parameters as 'data' to JAGS, and monitor the simulated data points (and run for as many iterations as you need datasets - which might only be 1!).

Having said that, in principle you can simulate data using either the data or model blocks (or a combination of both), but you need to have a model block (even if it is a simple and unrelated model) for JAGS to run. For example, the following uses the data block to simulate some data:

txtstring <- '
data{
    for(i in 1:N){
        Simulated[i] ~ dpois(i)
    }
}

model{
    fake <- 0
}
#monitor# Simulated
#data# N
'


library('runjags')

N <- 10
Simulated <- coda::as.mcmc(run.jags(txtstring, sample=1, n.chains=1, summarise=FALSE))
Simulated

The only real difference is that the data block is updated only once (at the start of the simulation), whereas the model block is updated at each iteration. In this case we only take 1 sample so it doesn't matter, but if you wanted to generate multiple realisations of your simulated data within the same JAGS run you would have to put the code in the model block. [There might also be other differences between data and model blocks but I can't think of any offhand].

Note that you will get the data back out of JAGS in a different format (a single vector with names giving the indices of any arrays within the monitored data), so some legwork might be required to get that back to a list of vectors / arrays / whatever in R. Edit: unless R2jags provides some utility for this - I'm not sure as I don't use that package.