####################################################### # R script for 11.5 A Robust Regression Model ####################################################### require(arm) require(LearnBayes) data(election) attach(election) y=sqrt(buchanan) x=sqrt(perot) N=length(y) data=list("N","y","x") inits = function() {list(b=c(0,0),tau=1)} parameters <- c("tau","lam","b") robust.sim <- bugs (data, inits, parameters, "robust.bug", n.chains=3, n.iter=1000) print(robust.sim) attach.bugs(robust.sim) xo=seq(18,196,2) X0=cbind(1,xo) meanresponse=b%*%t(X0) meanp=apply(meanresponse,2,quantile,c(.05,.5,.95)) plot(sqrt(perot),sqrt(buchanan)) lines(xo,meanp[2,]) lines(xo,meanp[1,],lty=2) lines(xo,meanp[3,],lty=2) #######################################################