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Background to BUGS

The BUGS (Bayesian inference Using Gibbs Sampling) project is concerned with flexible software for the Bayesian analysis of complex statistical models using Markov chain Monte Carlo (MCMC) methods. The project began in 1989 in the MRC Biostatistics Unit and led initially to the `Classic' BUGS program, and then onto the WinBUGS software developed jointly with the Imperial College School of Medicine at St Mary's, London. Development now also includes the OpenBUGS project in the University of Helsinki, Finland. There are now a number of versions of BUGS, which can be confusing.

WinBUGS 1.4.3

This site at the MRC Biostatistics Unit Cambridge is primarily concerned with the stand-alone WinBUGS 1.4.3 package.

  • Features a graphical user interface and on-line monitoring and convergence diagnostics.
  • Over 30000 downloads, and a huge number of applications and links.
  • WinBUGS development site includes facilities to add distributions, functions, and includes add-ons for pharmacokinetic modelling, differential equations, and reversible jump MCMC.
  • Can be called from R with R2WinBUGS.
WinBUGS 1.4.3 is a stable version which is recommended for standard use. However many developments are now taking place using OpenBUGS.

Note: The preferred reference for citing WinBUGS in scientific papers is: Lunn, D.J., Thomas, A., Best, N., and Spiegelhalter, D. (2000) WinBUGS -- a Bayesian modelling framework: concepts, structure, and extensibility. Statistics and Computing, 10:325--337.

OpenBUGS

The OpenBUGS project is based at the University of Helsinki.

  • Open-source version of the core BUGS code with a variety of interfaces.
  • Different architecture from WinBUGS 1.4.3: this means that WinBUGS 1.4 add-ons on the WinBUGS development site will not yet run in OpenBUGS.
  • Can be embedded in R as BRugs.
  • Has Windows interface as WinBUGS 2.2.
  • Running under Linux as LinBUGS.
OpenBUGS is the main development platform and is currently experimental, but will eventually become the standard version. The aim is then to transfer new 1.4 functionality to OpenBUGS.

Please try OpenBUGS and report any problems to the Helsinki site.

JAGS

JAGS (Just Another Gibbs Sampler) by Martyn Plummer is open source software and not really a version of BUGS: JAGS uses essentially the same model description language but it has been completely re-written. Independent corroboration of MCMC results is always valuable!

Health warning

The programs are reasonably easy to use and come with a wide range of examples. There is, however, a need for caution. A knowledge of Bayesian statistics is assumed, including recognition of the potential importance of prior distributions, and MCMC is inherently less robust than analytic statistical methods. There is no in-built protection against misuse.


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Hosted by the MRC Biostatistics Unit, Cambridge, UK
Site designed by Alastair Stevens
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