WinBUGS ( Windows Version of Bayesian analysis Using Gibbs Sampling) is a software that was developed less than a decade ago, in 2003, by Spiegelhalter. Today it is widely used by statisticians, researchers in various fields. Its popularity is also directly related to increasing acceptance of Bayesian statistics. What’s the purpose of WinBUGS ?
WinBUGS lets one specify almost arbitrarily complex statistical models using a fairly simple model definition language that describes the stochastic and deterministic “local" relationships among all observable and unobservable quantities in a fully specified statistical model.