JAGS

Just another Gibbs sampler (JAGS) is a program for analysis of Bayesian hierarchical models using Markov chain Monte Carlo (MCMC) developed by Martyn Plummer. Its modeling abilities are similar to WinBUGS/OpenBUGS through the use of a dialect of the same modeling language (informally, BUGS), but it provides no GUI for model building and MCMC samples postprocessing, which must therefore be treated in a separate program (for example calling JAGS from R through a library such as rjags and post-processing MCMC output in R).

Click here for a good description of JAGS and how it differs from BUGS.

Project website: http://mcmc-jags.sourceforge.net/

Load SGE module
The JAGS environment module can be loaded as follows module load jags/jags-1.0-gnu