如果使用R2WinBUGS包的话，两个主要functions: bugs和openbugs都有“bugs.directory=”这个选项。如果你的bugs在d盘，可以用bugs(..., bugs.directory="d:/Program Files/WinBUGS14/",...)。试试看。

我的回答帮助你解决问题了吗？

十分十分感谢您的答复，对不起，是我对您的答复，回复的慢了，本来我还想还有没有别人能给出什么结果的，呵呵。。
今天我又花点时间看怎么在MATLAB在调用winBUGS或者OpenBUGS来着，也是出了一堆问题，问题在这里http://www.pinggu.org/bbs/thread-841095-1-1.html

我按照您的方法，在命令里加入了bugs.directory="d:/Program Files/WinBUGS14/"，结果提示：
错误于bugs.run(n.burnin, bugs.directory, WINE = WINE, useWINE = useWINE,  :
  Look at the log file and
try again with 'debug=TRUE' to figure out what went wrong within Bugs.


总之十分感谢您。

另外我得到的log文件如下，我用的是网上给的例子，怎么check model还会有错呢？
check(C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/schools.bug.txt)
invalid or unexpected token scanned
data(C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/data.txt)
command #Bugs:data cannot be executed (is greyed out)
compile(3)
inits(1,C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/inits1.txt)
command #Bugs:inits cannot be executed (is greyed out)
inits(2,C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/inits2.txt)
command #Bugs:inits cannot be executed (is greyed out)
inits(3,C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/inits3.txt)
command #Bugs:inits cannot be executed (is greyed out)
gen.inits()
command #Bugs:gen.inits cannot be executed (is greyed out)
thin.updater(1)
update(500)
command #Bugs:update cannot be executed (is greyed out)
set(theta)
command #Bugs:set cannot be executed (is greyed out)
set(mu.theta)
command #Bugs:set cannot be executed (is greyed out)
set(sigma.theta)
command #Bugs:set cannot be executed (is greyed out)
set(deviance)
command #Bugs:set cannot be executed (is greyed out)
dic.set()
command #Bugs:dic.set cannot be executed (is greyed out)
update(500)
command #Bugs:update cannot be executed (is greyed out)
coda(*,C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/coda)
command #Bugs:coda cannot be executed (is greyed out)
stats(*)
command #Bugs:stats cannot be executed (is greyed out)
dic.stats()

DIC
history(*,C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/history.odc)
command #Bugs:history cannot be executed (is greyed out)
save(C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/log.odc)
save(C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/RtmpKs0B7c/log.txt)

由于Matlab不是自由软件，我很少接触。我个人认为BUGS/JAGS与R的组合是比较理想的Bayesian分析平台（而且学习材料比较多）。