BACC (Bayesian Analysis, Computation, and Communication)
This software was developed for the NSF supported project "Bayesian
Communication in the Social Sciences." Siddhartha Chib and John Geweke
are the principle investigators. This software "uses the output of any
posterior simulator to accomplish many tasks." Quoting from their
site, this includes the following:
Calculate posterior means and posterior standard deviations, and assess
the numerical accuracy of the posterior mean (moment)
Evaluate the marginal likelihood of a model (mlike)
Combine the runs of several posterior simulator runs for the same model,
checking that the runs are mutually consistent (apm)
Change the prior distribution by reweighting the posterior simulator
output, and/or evaluate alternative posterior moments (reweight)
Prepare input for standard plotting software, to approximate posterior
probability density functions (graph)
Calculate upper and lower bounds on posterior moments, as the prior
distribution is varied from its original specification. (robust)
Prepare a summary of a posterior simulator file that is useful in
designating the transient phase of a Markov chain Monte Carlo posterior
simulator (converge)
There are versions available for GAUSS, MATLAB, as well as the DOS and
Unix command lines. Besides the software, you can also find
documentation for all versions as well as additional information.
http://www.econ.umn.edu/~bacc/
