#Script du modèle sans covariable

model{
for (i in 1:N) {         
 		Y[i] ~ dnorm(mu,prec)  
		loglik[i] <- -0.5*log(2*pi)+0.5*log(prec)-0.5*prec*pow(Y[i]-mu,2) 
}  

mu~dnorm(0.0,1.0E-6)   
sd  ~ dunif(0,100)   
prec<- 1/pow(sd,2)
}

#Données
list(Y=c(1.19000E+01, 1.03000E+01, 1.24000E+01, 1.21000E+01, 1.24000E+01, 1.27000E+01, 1.15000E+01, 1.36000E+01, 9.90000E+00, 1.11000E+01, 1.06000E+01, 1.20000E+01, 1.28000E+01, 1.16000E+01, 1.12000E+01, 1.03000E+01, 1.29000E+01, 1.03000E+01, 1.15000E+01, 1.41000E+01, 1.26000E+01, 1.27000E+01, 1.19000E+01, 9.20000E+00, 1.25000E+01, 1.19000E+01, 1.13000E+01, 1.10000E+01, 1.00000E+01, 1.59000E+01, 1.06000E+01, 1.16000E+01, 1.14000E+01, 1.09000E+01, 1.46000E+01, 1.07000E+01, 9.40000E+00, 1.30000E+01, 1.25000E+01, 1.29000E+01, 1.11000E+01, 1.29000E+01, 1.32000E+01), N=4.30000E+01, pi=3.14159E+00)


#Initialisation des chaînes de Markov
#Chaîne 1
list(mu=0,sd=1)
#Chaîne 2
list(mu=5,sd=0.1)
#Chaîne 3
list(mu=-5,sd=10)