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Using the BACC Software for Bayesian Inference

William McCausland ()

Computational Economics, 2004, vol. 23, issue 3, 218 pages

Abstract: The BACC software provides its users with tools for Bayesian Analysis, Computation and Communications. 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/.

Date: 2004
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Working Paper: Using the BACC Software for Bayesian Inference (1999)
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