model { logloss[1]~dnorm(mu[1],1/sig2[1]) for(i in 2:10){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[11]~dnorm(mu[11],1/sig2[11]) for(i in 12:19){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[20]~dnorm(mu[20],1/sig2[20]) for(i in 21:27){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[28]~dnorm(mu[28],1/sig2[28]) for(i in 29:34){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[35]~dnorm(mu[35],1/sig2[35]) for(i in 36:40){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[41]~dnorm(mu[41],1/sig2[41]) for(i in 42:45){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[46]~dnorm(mu[46],1/sig2[46]) for(i in 47:49){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[50]~dnorm(mu[50],1/sig2[50]) for(i in 51:52){ logloss[i]~dnorm(mu[i]+z*(logloss[i-1]-mu[i-1]),1/sig2[i]) } logloss[53]~dnorm(mu[53],1/sig2[53]) logloss[54]~dnorm(mu[54]+z*(logloss[53]-mu[53]),1/sig2[54]) logloss[55]~dnorm(mu[55],1/sig2[55]) # # set up sig2 # for (i in 1:length(w)){ sig2[i]<-sigd2[d[i]] } for (j in 1:10){ sigd2[j]<-sum(a[j:10]) } for (k in 1:10){ a[k]~dunif(0.000001,1) } # # set up log-means # for (i in 1:length(w)){ mu[i]<-level[w[i]] + dev[d[i]] } # # specify priors # for (i in 1:numlev){ level[i]~dunif(0,maxlev) } dev[1]<-0 for (i in 2:10){ dev[i]~dunif(-5,5) } z~dunif(-1,1) }