Throughout this book, you will use the WinBUGS (Lunn et al., 2000, 2009) software to work your way through the exercises. Although it is possible to do the exercises using the graphical user interface provided by the WinBUGS package, you can also use the Matlab or R programs to interact with WinBUGS.

In this chapter, we start by working through a concrete example using just WinBUGS. This provides an introduction to the WinBUGS interface, and the basic theoretical and practical components involved in Bayesian graphical model analysis. Completing the example will also quickly convince you that you do not want to rely on WinBUGS as your primary means for handling and analyzing data. It is not especially easy to use as a graphical user interface, and does not have all of the data management and visualization features needed for research.

Instead, we encourage you to choose either Matlab or R as your primary research computing environment, and use WinBUGS as an “add-on” that does the computational sampling part of analyses. Some WinBUGS interface capabilities will remain useful, especially in the exploratory stages of research. But either Matlab or R will be primary. Matlab and R code for every example in this book, as well as the scripts that implement the models in WinBUGS, are all available at www.bayesmodels.com.

This chapter first does a concrete example in WinBUGS, then re-works it in both Matlab and R. You should pay particular attention to the section that features your preferred research software.