Bayesian inference for psychology, part III: Parameter estimation in nonstandard models

We demonstrate the use of three popular Bayesian software packages that enable researchers to estimate parameters in a broad class of models that are commonly used in psychological research. We focus on WinBUGS, JAGS, and Stan, and show how they can be interfaced from R and MATLAB. We illustrate the use of the packages through two fully worked examples; the examples involve a simple univariate linear regression and fitting a multinomial processing tree model to data from a classic false-memory experiment. We conclude with a comparison of the strengths and weaknesses of the packages. Our example code, data, and this text are available via https://osf.io/ucmaz/.

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