WinBUGS is described as 'Is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods. It is based on the BUGS (Bayesian inference Using Gibbs Sampling). It runs under Microsoft Windows, though it can also be run on Linux using Wine' and is a statistical analyzer in the development category. There are more than 10 alternatives to WinBUGS for Windows, Linux, Mac, Xfce and BSD. The best WinBUGS alternative is R (programming language), which is both free and Open Source. Other great apps like WinBUGS are RStudio, PSPP, Positron and Minitab.
AD Model Builder, or ADMB, is a powerful software package for the development of state-of-the-art nonlinear statistical models. ADMB is built around the AUTODIF Library, a C++ language extension which implements reverse mode automatic differentiation.
