I've just discovered an alternative to BUGS for Bayesian modeling: JAGS (Just Another Gibbs Sampler). According to author Martyn Plummer, JAGS is "not wholly unlike BUGS" and has the following goals:
- To have an engine for the BUGS language that runs on Unix
- To be extensible, allowing users to write their own functions, distributions and samplers.
- To be a plaftorm for experimentation with ideas in Bayesian modelling
There's also an interface to JAGS from R in the package R2jags by Yu-Sung Su, available from CRAN. I haven't used JAGS or R2jags myself, but it looks interesting. I'd be interested to learn how it compares to OpenBUGS. Anyone out there used it? Let us know in the comments.
Statistical Modeling Blog: Our new R package: R2jags
Update 13:05: Corrected authorship of packages.
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