My students and I have made a matlab version of R2Winbugs that might
be of interest. It has considerably more functionality than mat2bugs.m
which just does
file format conversion. In particular, matbugs automatically generates
a bugs script, calls winbugs, reads back the samples, and then
summarizes the results (just like bugs.r).
http://www.cs.ubc.ca/~murphyk/Software/MATBUGS/matbugs.html
Kevin Murphy
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