Bayesian inference using Gibbs sampling

It was developed by David Spiegelhalter at the Medical Research Council Biostatistics Unit in Cambridge in 1989 and released as free software in 1991.

[1][2] The BUGS project has evolved through four main versions: ClassicBUGS,[3] WinBUGS,[4] OpenBUGS[1] and MultiBUGS.

[5] MultiBUGS is built on the existing algorithms and tools in OpenBUGS and WinBUGS, which are no longer developed, and implements parallelization to speed up computation.

Several R packages are available, R2MultiBUGS acts as an interface to MultiBUGS, while Nimble is an extension of the BUGS language.

Alternative implementations of the BUGS language include JAGS and Stan.