Panagiotis Petrou has posted a link to a recent paper of his, which develops a cost-effectiveness analysis of a drug used as a second-line treatment of renal carcinoma. The analysis is based on a Bayesian Markov model.
But (from an incredibly self-involved point of view, I realise!), more importantly, they say on page 132:
“The model was synthesized in WinBUGS software package (Bayesian inference Using Gibbs Sampling) suitable for analyzing complex statistical models , and the R package Bayesian Cost Effectiveness Analysis  to do all the economic evaluation process after the Bayesian model has been run.“
The R package is actually BCEA and it was also very nice to see that ref  is in fact BMHE, which they refer to as “An excellent book in health economics“.
This is clearly the sound track to this post…