PROC MCMC DATA=ndata NMC=100000  NBI=5000 THIN=2 MONITOR=(_PARMS_ var_e)
DIC SEED=13 INIT=RANDOM DIAG=(ESS GEWEKE(F1=.2 F2=.5)) 
STATISTICS(ALPHA=0.05)=(SUMMARY INTERVAL)
OUTPOST=histged; 
ODS SELECT PARAMETERS POSTSUMMARIES POSTINTERVALS GEWEKE ESS TADPANEL;
ARRAY b[2] L S;
ARRAY beta[2];
ARRAY Sigma_b[2,2];
ARRAY beta0[2] (0 0);
ARRAY sigma0[2,2] (1000 0 0 1000);
ARRAY V[2,2] (1 0 0 1);
PARMS beta {5 2};
PARMS sigma_b {1 0 0 1};
PARMS sigma_e 1;
PARMS g1 0;
PARMS g2 0;
PARMS g3 0;
PARMS g4 0;
PARMS g5 0;
PRIOR beta ~ MVN(beta0, sigma0);
PRIOR Sigma_b ~ IWISH(2, V);
PRIOR sigma_e ~ IGAMMA(0.01, SCALE=0.01);
PRIOR g:~UNIFORM(-.6,5);
RANDOM b ~ MVN(beta, Sigma_b) SUBJECT=id;
mu = L + S * time;
g = g1*(time=1)+ g2*(time=2)+g3*(time=3)+g4*(time=4)+g5*(time=5);
p = 1+g;
ll = -LOG(sigma_e) + .5*LGAMMA(1.5*p)-1.5*LGAMMA(p/2)-log(p) - (abs(y-mu)/sigma_e)**(2/p) * (GAMMA(1.5*p)/GAMMA(.5*p))**(1/p);
var_e = sigma_e*sigma_e;
MODEL y ~ general(ll);
RUN;