This add-in will convert WinBUGS output files index.txt and chain 1.txt, chain 2.txt (etc) into a JMP data table with samples as rows (by chain) and parameters as columns. The MCMC Diagnostics add-in can then be used to summarize MCMC samples.
When the Add-In is run, the user supplies a directory containing the WinBUGS files. The file index.txt is a list of parameters with the starting and stopping observation numbers. Each chain X.txt file contains samples for all parameters for an independent Markov chain. The Add-In generates a data table where samples are represented by rows (organized by Markov chain #) and each parameter is a column.