Hierarchical Bayes for R or Python
I apply hierarchical Bayes models in R in combination with JAGS (Linux) or sometimes WinBUGS (Windows, or Wine).  Check out the book of Andrew Gelman, as referred to above.
Hierarchical Bayes models are commonly used in Marketing, Political Science, and Econometrics. Yet, the only package I know of is bayesm, which is really a companion to a book (Bayesian Statistics and Marketing, by Rossi, et al.) Am I missing something? Is there a software package for R or Python doing the job out there, and/or a worked-out example in the associated language?