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- Software for Flexible Bayesian Modelling by Radford Neal Supports Bayesian regression and classification based on neural networks, Gaussian processes and mixture models using a variety of Markov chain sampling methods.
- Bayesian Time Series Analysis by Mike West 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".