OpenBUGS
Overview
 
OpenBUGS is a computer software
Computer software
Computer software, or just software, is a collection of computer programs and related data that provide the instructions for telling a computer what to do and how to do it....

 for the Bayesian analysis of complex
Complex system
A complex system is a system composed of interconnected parts that as a whole exhibit one or more properties not obvious from the properties of the individual parts....

 statistical model
Statistical model
A statistical model is a formalization of relationships between variables in the form of mathematical equations. A statistical model describes how one or more random variables are related to one or more random variables. The model is statistical as the variables are not deterministically but...

s using Markov chain Monte Carlo
Markov chain Monte Carlo
Markov chain Monte Carlo methods are a class of algorithms for sampling from probability distributions based on constructing a Markov chain that has the desired distribution as its equilibrium distribution. The state of the chain after a large number of steps is then used as a sample of the...

 (MCMC) methods. OpenBUGS is the open source variant of WinBUGS
WinBUGS
WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo methods.It is based on the BUGS project started in 1989...

 (Bayesian inference
Bayesian inference
In statistics, Bayesian inference is a method of statistical inference. It is often used in science and engineering to determine model parameters, make predictions about unknown variables, and to perform model selection...

 Using Gibbs Sampling
Gibbs sampling
In statistics and in statistical physics, Gibbs sampling or a Gibbs sampler is an algorithm to generate a sequence of samples from the joint probability distribution of two or more random variables...

). It runs under Windows
Microsoft Windows
Microsoft Windows is a series of operating systems produced by Microsoft.Microsoft introduced an operating environment named Windows on November 20, 1985 as an add-on to MS-DOS in response to the growing interest in graphical user interfaces . Microsoft Windows came to dominate the world's personal...

 and Linux
Linux
Linux is a Unix-like computer operating system assembled under the model of free and open source software development and distribution. The defining component of any Linux system is the Linux kernel, an operating system kernel first released October 5, 1991 by Linus Torvalds...

, as well as from inside the R statistical package. Versions from v3.0.7 onwards have been designed to be at least as efficient and reliable as WinBUGS over a range of test applications.
In addition to the different licence and greater range of operating systems, a fundamental difference between OpenBUGS and WinBUGS is the way in which the expert system selects the updating algorithm to use for the class of full conditional distribution
Conditional distribution
Given two jointly distributed random variables X and Y, the conditional probability distribution of Y given X is the probability distribution of Y when X is known to be a particular value...

 of each node.
 
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