Directory of Software Resources

Resources in This Category

Bayesian Time Series Analysis by Mike West

http://www.isds.duke.edu/~mw/softwareetc.html
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

http://www.cs.utoronto.ca/~radford/fbm.software.html
Supports Bayesian regression and classification based on neural networks, Gaussian processes and mixture models using a variety of Markov chain sampling methods.

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