# ************************************************************************* 
# 
# FILE: ncpumpexample.r
# 
# Date Created: April 20, 2004 
# Author: Mark E. Irwin 
# 
# Contents: Modification of the Pump failure example of Gaver and O'Muircheartaigh
#           (1987) as proposed by Gelfand and Smith (1990).  Analysis by Metropolis
#           within Gibbs.
#
#           p_i | lambda_i ~ Poisson(lambda_i t_i)
#           lambda_i | mu, sigma2 ~ logN(mu, sigma2)
#           mu | nu, tau ~ N(nu, tau2)
#           sigma2 | delta, gamma ~ IGamma(gamma, delta)
#
#           Random Walk proposal for log(lambda_i)
#           Gibbs for mu and sigma2
# 
# Revision History 
# Date          Name            Changes/Reasons 
# 
# ************************************************************************* 
# 
# Input: 
# 
#  None 
# 
# Output: 
# 
#   None, but many variables are created 
# 
# *************************************************************************

# Data

failures <- c(5, 1, 5, 14, 3, 19, 1, 1, 4, 22)
time <- c(94.32, 15.72, 62.88, 125.76, 5.24, 31.44, 1.048, 1.048, 2.096, 10.48)
rawrates <- failures / time

# Prior

nu <- -50
tau2 <- 100
gamma <- 1
delta <- 100

# Sampler Parameters

lambdastart <- rawrates
mustart <- mean(log(rawrates))
sigma2start <- var(log(rawrates))
start <- list(lambda=lambdastart, mu=mustart, sigma2=sigma2start)

niter <- 101000
# rwvar <- sigma2start/9
rwvar <- 0.000001

pumpnc000001 <- ncpumpgibbs(failures, time, nu, tau2, gamma, delta, niter, rwvar, start)