The Line example involves a linear regression analysis of the data points (1,1), (2,3), (3,3), (4,3), and (5,5). The proposed Bayesian model is
y[i] ~ N(mu[i], tau)
mu[i] = alpha + beta * (x[i] - mean(x))
with the following priors:
alpha ~ N(0, 0.0001)
beta ~ N(0, 0.0001)
tau ~ Gamma(0.001, 0.001)
Two parallel chains from the MCMC sampler were generated and the output saved in the S data frames line1 and line2.
The data frames line1 and line2 each containing 200 observations.
Spiegelhalter, D., Thomas, A. and Best, N., (2000). WinBugs Version 1.4 User Manual.