tar xvf gibbsdemo.tarThis unpacks a load of files into a directory called gibbsdemo. [If there are any complaints about the clock time use tar xvfm gibbsdemo.tar]
xrdb -load Xdefaults.gnu
octave(Works fine with octave-2.0 but not with octave-2.1.33, which seems to have plotting bugs.)
load 'DEMO'Select from a range of demonstrations. Options  single-gaussian inference; gibbs sampling,  single-gaussian inference; priors on,  single-gaussian inference; silly data N=13, and  two-gaussian mixture model all work OK.
[ -0.01 -0.27 0.1 0.31 0.706 1.07 1.37 1.16 1.2 1.25 1.3 1.33 1.65 ]