• File: birats4.bug
var
   x[T],mu[N,T],Y[N,T],beta[N,2],mu.beta[2],Omega.beta[2,2],
   Sigma2.beta[2,2],sigma.beta[2],tau.c,sigma,R[2,2],r,alpha0;
model {
    for (i in 1:N) {
      for (j in 1:T) {
        Y[i,j] ~ dnorm(mu[i,j],tau.c);  #
        mu[i,j] <- beta[i,1] + beta[i,2] * x[j]; 
     }
     beta[i,] ~ dmnorm(mu.beta[],Omega.beta[,]);  # bivariate Normal
     }
 
  tau.c  ~ dgamma(1.0E-3,1.0E-3);
  sigma <- 1.0/sqrt(tau.c);

# intercept at mean(x[]) for uncentred model
  alpha0 <- mu.beta[1] + mu.beta[2]* mean(x[]);

# parameters considered MVN

  Omega.beta[,]  ~ dwish(R[,],2);    # Wishart prior on precision matrix
  Sigma2.beta[,] <-inverse(Omega.beta[,]);
  sigma.beta[1]<-sqrt(Sigma2.beta[1,1]);
  sigma.beta[2]<-sqrt(Sigma2.beta[2,2]);
  r <- Sigma2.beta[1,2] / (sqrt(Sigma2.beta[1,1])
                          *sqrt(Sigma2.beta[2,2]));  # correlation

  mu.beta[1] ~ dnorm(0,.00001);   # `flat' univariate Normal prior on mean
  mu.beta[2] ~ dnorm(0,.00001);   # `flat' univariate Normal prior on mean
}