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"Devon McCormick" <[EMAIL PROTECTED]> writes:

> I am attempting a Bayesian solution to the problem.  As is often the
> case with this method, the hard part is coming up with a good prior
> probability.  MCMC is another possibility I may look at.  I looked at
> WinBUGS a long time ago - whether or not I re-visit it may depend on
> how other approaches go.

Devon,

FWIW, I'm using MCSim to do system dynamics modeling these days, and it
includes MCMC capability.  The pertinence to J is that I'm using J as
the tool to analyze MCSim output.  See
http://www.facilitatedsystems.com/weblog/2006/11/system-dynamics-with-mcsim.html
for links to a presentation I did on the matter and a quick reference
card that gives a short (and probably not so excellent) J script to load
and process some MCSim data.  One of my next steps in that regard will
be to write scripts to stuff other forms of MCSim output into J arrays,
probably of the same structure as those from the script on the quick
reference card to make it a bit less confusing to analyze.

I'm in the process of learning enough about MCMC to add that to my
repertoire (pointers to more useful information are welcome!).  In the
process, I found but have yet to install First Bayes
(http://www.tonyohagan.co.uk/1b/), a learning application written in
Dyalog APL/W.  Perhaps we should encourage its author, Tony O'Hagan, to
provide First Bayes as a J lab!

Follow-ups may more properly belong in J Chat.

Bill
- -- 
Bill Harris                      http://facilitatedsystems.com/weblog/
Facilitated Systems                              Everett, WA 98208 USA
http://facilitatedsystems.com/                  phone: +1 425 337-5541
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