lapply(c("rjags","R2jags","arm","coda","superdiag","R2WinBUGS"),library,
    character.only=TRUE)
oecd <- read.table("http://jeffgill.org/files/jeffgill/files/oecd.dat__0.txt",
    header=TRUE)
oecd.list <- list("Prot"=oecd$Prot,"Prod"=oecd$Prod,n=18)
oecd.mod <- function() {
    for (i in 1:n) {
        mu[i] <- alpha + Prot[i]
        Prod[i] ~ dnorm(mu[i],tau)
    }
    alpha ~ dnorm(0.0,0.001)
    beta  ~ dnorm(0.0,0.001)
    tau   ~ dgamma(1,0.1)
}
oecd.params <- c("alpha","beta","tau")
oecd.out <- jags(data=oecd.list, parameters.to.save=oecd.params,
    n.iter=5000, model=oecd.mod,n.burnin=2500, n.thin=1,n.chains=1)
update(oecd.out, n.iter=5000, n.burnin=0, n.thin=1,n.chains=1)

oecd.mcmc <- as.mcmc(oecd.out)
oecd.mat <- oecd.mcmc[[1]]
names(oecd.mat) <- c("alpha","beta","deviance","tau")
head(oecd.mat)