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Using the BACC Software for Bayesian Inference

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Author Info
William J. McCausland ()

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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/.

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Publisher Info
Article provided by Springer in its journal Computational Economics.

Volume (Year): 23 (2004)
Issue (Month): 3 (04)
Pages: 201-218
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:compec:v:23:y:2004:i:3:p:201-218

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Web page: http://www.springerlink.com/link.asp?id=100248

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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  1. Takashi Kano & James M. Nason, 2009. "Business cycle implications of internal consumption habit for New Keynesian models," Working Paper 2009-16, Federal Reserve Bank of Atlanta. [Downloadable!]
    Other versions:
  2. Bryant, Henry L. & Davis, George C., 2001. "Beyond The Model Specification Problem: Model And Parameter Averaging Using Bayesian Techniques," 2001 Annual meeting, August 5-8, Chicago, IL 20689, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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This page was last updated on 2009-11-12.


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