See also:

• Computers: Artificial Intelligence: Belief Networks: Software  (31)
• Computers: Artificial Intelligence: Machine Learning: Software  (71)
• Science: Math: Statistics: Software  (192)

• Bayesian Time Series Analysis by Mike West - Fortran/S-plus software for nonstationary time series analysis and autoregression component models and the BATS software for the book "Applied Bayesian Forecasting and Time Series Analysis".
• Software for Flexible Bayesian Modelling by Radford Neal - Supports Bayesian regression and classification based on neural networks, Gaussian processes and mixture models using a variety of Markov chain sampling methods.