Kirsten found a JAGS package for MATAB!
http://psiexp.ss.uci.edu/
Also, WinBUGS (another Gibbs sampler, like JAGS) runs happily with MATLAB, in case you’re curious. https://code.google.com/p/matbugs/
Both the Lee & Wagenmakers text (http://bayesmodels.com/) and the Kruschke text (http://www.indiana.edu/~kruschke/DoingBayesianDataAnalysis/) have WinBUGS code, so that might be a good choice for those of you with data structures ready in MATLAB formats.
