BOA is an R/S-PLUS program for carrying out convergence diagnostics and
statistical and graphical analysis of
Wednesday, March 23, 2005
Version 1.1.5 of BOA is available. This is a maintenance release that fixes an error in the calculation of the Brooks and Gelman multivariate potential scale reduction factor.
Wednesday, February 2, 2005
Version 1.1.4 of BOA is available as an R package. This updated resolves the differences between CODA and BOA in results of the Geweke diagnostic and Heidelberger & Welch diagnostic. The discrepancy arose in porting code from Splus to R, and was due to differences in the spec.pgram function in Splus versus R. It affected the calculation of the "MC error" and the diagnostics that depended on it.
Saturday, January 8, 2005
Version 1.1.3 of BOA is available as an R package. Most changes are under-the-hood and will be transparent to the user. Some error checking and handling was added to make the menu system less prone to crash if supplied with erroneous input.
Saturday, April 30, 2004
Version 1.1.2 of BOA is available as an R or S-PLUS package. Axis labels have been reformatted. Plot legends and titles are reformatted and may now be turned off. The menu has been reorganized slightly, which may take some getting used to for current users.
Thursday, January 9, 2003
BOA version 1.0.1 is available. Just a few minor changes in the logic used to create new parameters and delete existing parameters.
BOA is based on the Convergence Diagnosis and Output Analysis Software for Gibbs sampling output (CODA) developed by Nicky Best, Kate Cowles, and Karen Vines. My first experience with CODA was on a homework assignment in our Bayesian Statistics course. The first thing I discovered was that changes in S-PLUS 5.0 broke the CODA program. I patched up the code a bit and eventually fixed the problem. Through my work with the program, I became very familiar with the code and realized that any further modifications would be extremely difficult. The second thing I discovered was that CODA exhausted the memory resources of our computers while processing large MCMC sequences. As a results, I decided to rewrite the program as my homework dictated. The project quickly evolved into the full-fledged Bayesian Output Analysis Program.
BOA includes all of the analysis options found in CODA, plus a few others. It is designed to be faster, more efficient, and offer more flexible data management than CODA. BOA can be used at the command-line or with the supplied menu-driven interface. Either way, the program enables the user to focus on the analysis at hand rather than on the manipulation of data.
Speed and efficiency were the initial objectives in creating BOA. All analysis results have been checked for correctness against the CODA program. The printed output is not quite as fancy as that from CODA... I had to leave something to do for the upcoming versions. The plots, however, do look just as good. If you decide to use the program, I would certainly welcome any feedback. Feel free to email me with your comments, questions, suggestions, stock tips, job offers, donations, etc.
Department of Biostatistics
The University of Iowa College of Public Health
Flexible menu-driven interface
Stand-alone library of functions
Import MCMC sequences of varying lengths and numbers of parameters
Import BUGS output files, standard ASCII text files, or S-PLUS/R matrices
Add and remove sequences at any point in the analysis
Analyze any subset of the sequences
Create new parameters as functions of the existing parameters
Restrict parameters to any interval; not just (0, 1) or (0, Inf)
Save and load all session data at any point in the analysis
Less memory usage
Smaller code (~2200 lines) that is easier to modify and extend
Common code base for all platforms
Gelman and Rubin shrink factors
Brooks and Gelman multivariate shrink factors
Geweke convergence diagnostics
Most of the development for BOA is done in R. The latest version is available, in library format, for R (all platforms). The library may be downloaded and installed automatically by entering
at the R command line. The S-PLUS files may be downloaded from the links provided in the table below. Although BOA 1.1.2 and 1.0.1 have been successfully tested on S-PLUS for Microsoft Windows and UNIX, respectively, I do plan to support S-PLUS in future versions. After downloading and installing the appropriate files, type
to load the library. See the User’s Manual for instructions on using BOA.
R Package for Windows
Install local zip file via the GUI
R Package Source
R CMD INSTALL <file>
S-PLUS 6.1 for Windows
Extract to S-PLUS library directory
S-PLUS for UNIX/Linux
gzip -d <file> | tar xvf -
Line Example Sampler Output
Extract files to local directory