Issue 75, 16 October 2008


Introduction to Bayesian Analysis using the NAG Library

Statistical methodology can be roughly split into two approaches; frequentist and Bayesian. The majority of the NAG statistical routines focus on the first of these, the more traditional frequentist approach. This technical report an ‘Introduction to Bayesian Analysis using the NAG Library’ is a first step at readdressing this balance.

In this report, written by Martyn Byng, NAG Senior Technical Consultant, we illustrate how to use routines from the NAG Library to make inferences about posterior and predictive distributions within a Bayesian framework. Two approximation methods, the Normal approximation and the Laplace approximation, are discussed along with two iterative methods, an importance sampler and a Metropolis-Hastings independence sampler. All four methodologies are illustrated using a logistic regression example.

NAG Embarks on a new business venture

NAG recognised the trend to high performance computing many years ago when it developed highly tuned subsets of its numerical library. Over time NAG's expert capability developed to such a high standard that it made perfect sense to EPSRC to select them as official providers of Computational Science and Engineering support to the UK's national supercomputer service, HECToR.

Moving forward further still, NAG appointed Andrew Jones as Vice-President HPC Business in 2008. HPCWire interviewed Andrew recently to gain insight to NAG's future vision of its HPC services program.

To read the interview visit

Andrew is presenting ‘How Engineering and Science of Computation Provides a Better Return from HPC’ at SC2008 in November, and will be joined at the event by a team of NAG Experts. If you'd like to know more about NAG and HPC visit our website

New NAG Fortran Builder Product Review

Ian Chivers, Rhymney Consulting and King's College London reviewed the beta version of the recently launched compiler for Microsoft Windows, NAG Fortran Builder. His full review can be read here, however his summary reads: NAG have put together a simple to use IDE and included three useful tools. Some of the key features of the IDE are:

  • The underlying compiler is the NAG Fortran Compiler, which is one of the best diagnostic compilers for the Microsoft Windows and Unix operating systems;
  • The IDE is straightforward and easy to use;
  • The Simden project option provides graph plotting and basic Windows operations;
  • The LAPACK project option comes with a good range of sample programs;
  • The on-line help and documentation is very good;

To learn more about NAG Fortran Builder visit our website at

Your opportunity to ask the expert!

Do you have a technical question you need answering? We'd like to launch a new feature in NAGNews that allows newsletter readers the opportunity to ask one of NAG's expert team of developers a question about one of NAG's products.

There are no boundaries here ' as long as the question relates to one of NAG's products then simply email us and we'll do our best to answer all your questions in future editions of the newsletter.

So come on, what are you waiting for!

Out & About ' NAG Calendar of Events

NAG's event calendar is very busy over the next couple of months. If you'd like to talk to us about hosting a NAG Seminar at your organisation email us at for more information.

HPC User Forum 16 October, London
NAG Seminar at The University of Warsaw 21 October 2008
NAG Seminar at Poznan Supercomputing & Network Centre 22 October 2008
Quant Congress Europe 4-5 November 2008, London
NAG Visit to China, Hong Kong and Singapore 13-28 November 2008
SC2008 15-21 November, Austin, Texas

For more information on any of the above events visit NAG's new ‘Out & About’ webpage

New NAG Product Implementations

NAG is committed to offering new implementations of its broad range of numerical and statistical software components and compilers and tools.'The following implementations for NAG products have become available since the last issue of our newsletter:

New implementations of the NAG Fortran Library

  • Intel-32 Microsoft Windows Dynamic Link Library (DLL) ' Thread safe implementation

New implementations of the NAG Fortran Compiler

  • IBM Z9 Linux using the gcc Compiler

The Maple-NAG Connector now interfaces with Maple 12.

  • x86-32 Windows
  • x86-32 Linux
  • Apple Intel Mac OS X

For full details of these and all other available implementations, visit the NAG site. Comprehensive technical details of each implementation are given in the relevant Installation and User Notes at

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