• File: stagnant.bug
# Change point model with very poor parameterization
var
    x[N], mu[N], Y[N], punif[N], J[N],
    k, alpha, beta[2], tau, sigma, N;
model {
   k  ~ dcat(punif[]);    # uniform prior over changepoint observation
   for (i in 1:N) {
      J[i] <- 1 + step(i - (k+0.5));     # J[i]=1 if i<=k; 2 if i>k
      mu[i]      <- alpha + beta[J[i]]*(x[i] - x[k]);
      Y[i]        ~ dnorm(mu[i],tau)
      punif[i] <- 1/N
   }
   alpha  ~ dnorm(0,1.0E-6);
   for (j in 1:2) { beta[j] ~ dnorm(0,1.0E-6)}
   tau    ~ dgamma(1.0E-3,1.0E-3);
   sigma <- 1.0/sqrt(tau);
}