bugsParallel is a set of R functions for distributed computing with WinBUGS. BugsParallel:
Has been successfully installed on MS Windows and Mac OS X platforms. Is a modified subset of the R2WinBUGS package. Uses the R package Rmpi to implement a network of Windows workstations. Uses the rlecuyer package for parallel random number generation. When used for a Bayesian analysis, Markov chain Monte Carlo (MCMC) simulations generate samples that approximate the joint posterior distribution of the sampled parameters. The sequential nature of MCMC simulation limits the beneﬁts of parallel computation when applied to a single chain. However parallel computation of multiple chains is an “embarassingly parallel” problem that can substantially reduce computation time and is relatively easy to implement using bugsParallel in combination with other freely available software. bugsParallel is an active, open-source project of Metrum Institute (http://metruminstitute.org).