BUGS is a software package for performing Bayesian inference Using Gibbs Sampling. The user specifies a statistical model, of (almost) arbitrary complexity, by simply stating the relationships between related variables. The software includes an ‘expert system’, which determines an appropriate MCMC (Markov chain Monte Carlo) scheme (based on the Gibbs sampler) for analysing the specified model. The user then controls the execution of the scheme and is free to choose from a wide range of output types.
There are two main versions of BUGS, namely WinBUGS and OpenBUGS. This site is dedicated to OpenBUGS, an open-source version of the package, on which all future development work will be focused. OpenBUGS, therefore, represents the future of the BUGS project. WinBUGS, on the other hand, is an established and stable, stand-alone version of the software, which will remain available but not further developed. The latest versions of OpenBUGS (from v3.0.7 onwards) have been designed to be at least as efficient and reliable as WinBUGS over a wide range of test applications. Please see here for more information on WinBUGS. OpenBUGS runs on x86 machines with MS Windows, Unix/Linux or Macintosh (using Wine).
Note that software exists to run OpenBUGS (and analyse its output) from within both R and SAS, amongst others.
For additional details on the differences between OpenBUGS and WinBUGS see the OpenVsWin manual page.