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Using the BACC software for Bayesian inference. (English) Zbl 1066.62041

Summary: The BACC software provides its users with tools for Bayesian analysis, computation and communication. The current version of the software, described here, implements these tools as extensions to popular mathematical applications such as Matlab, S-PLUS, R, and Gauss, running under Windows, Linux or Unix. From the user’s perspective, there is a seamless integration of special-purpose BACC commands for posterior simulation and related tasks with powerful built-in commands for matrix computation, graphics, program flow control, and I/O.
Examples demonstrate the use of the software within Matlab. Nineteen models are currently available, and many others are planned. BACC is designed to be extendible, not only by the developers of BACC, but also by others who wish to implement their own models and thus make them available to BACC users. While model development requires programming in C, several design features of BACC facilitate this development. BACC is freely available at http://www2.cirano.qc.ca/ bacc/.

MSC:

62F15 Bayesian inference
62-04 Software, source code, etc. for problems pertaining to statistics
62P20 Applications of statistics to economics

Software:

S-PLUS; Matlab; BACC; R
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