Bayesian Methods

Software and Data
WinBugs
WinBugs User Manual
Peter Congdon's Samples
Simon Jackman's MCMC Samples
bugs.R (Andrew Gelman)

R
R sources
R Manual by John Maindonald
R Manual by Emmanuel Paradis
Zelig (Software for R).

BOA (Bayesian Output Analysis)
BOA User's Manual


Method Summary
Bayesian Analysis

Useful Links
Andrew Gelman
Andrew D. Martin
Jeff Gill's Data
Simon Jackman
SAS macros for BUGS