OpenBUGS

BUGS is a software package for performing Bayesian inference Using Gibbs Sampling. The user specifies a statistical model, of (almost) arbitrary complexity, by simply stating the relationships between related variables. The software includes an ‘expert system’, which determines an appropriate MCMC (Markov chain Monte Carlo) scheme (based on the Gibbs sampler) for analysing the specified model. The user then controls the execution of the scheme and is free to choose from a wide range of output types.

См. http://www.openbugs.net/w/FrontPage

Ниже приведён архив собранного приложения OpenBugs версии 3.0.3 с исходниками (GPL v2), который является примером серьёзного приложения на BlackBox.
openbugs_v303.zip1)
Далее выдержка из документации.

OpenBUGS User Manual

Introduction

Intoduction to WinBUGS

This manual describes the WinBUGS software - an interactive Windows version of the OpenBUGS program for Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) techniques. WinBUGS allows models to be described using the BUGS language, or as Doodles (graphical representations of models) which can, if desired, be translated to a text-based description. The BUGS language is more flexible than the Doodles graphical representation.

Users are advised that this manual only concerns the syntax and functionality of OpenBUGS, and does not deal with issues of Bayesian reasoning, prior distributions, statistical modelling, monitoring convergence, and so on. If you are new to MCMC, you are strongly advised to use this software in conjunction with a course in which the strengths and weaknesses of this procedure are described. Please note the disclaimer at the beginning of this manual.

There is a large literature on Bayesian analysis and MCMC methods. For further reading, see, for example, Carlin and Louis (1996), Gelman et al (1995), Gilks, Richardson and Spiegelhalter (1996): Brooks (1998) provides an excellent introduction to MCMC. Chapter 9 of the Classic BUGS manual, 'Topics in Modelling', discusses 'non-informative' priors, model criticism, ranking, measurement error, conditional likelihoods, parameterisation, spatial models and so on, while the CODA documentation considers convergence diagnostics. Congdon (2001) shows how to analyse a very wide range of models using WinBUGS. The BUGS website provides additional links to sites of interest, some of which provide extensive examples and tutorial material.

1) архив был скачан со страницы http://mathstat.helsinki.fi/openbugs/ в 2009 году
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