BUGS (Bayesian inference Using Gibbs Sampling) is a piece of computer software for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. It has been developing and maturing over the years, and is probably best known in its WinBugs incarnations. The latest version can run on Windows and Linux, as well as from inside the R statistical package.

The programme is available for download from theSoftware page, and those people who want to play with its insides can look at the same page. TheManualsexplain how to use BUGS, and there is also a large number ofExamples