I conducted a bayesian analysis and obtained some plots in winbugs. Does any one how to put the history graphs in WinBUGS in Latex? I could not save the plots as pdf.
Can you save/export the plots in any other format? If yes, maybe you can convert those files to pdf using programs like ImageMagick or Inkscape but, as far as I remember, WinBUGS is very limited for editing or exporting plots.
Another option is using R. You can export from WinBUGS all your data in ASCII and in R you can import them with the package coda. There also is a package called R2WinBUGS, I do not know how it works but it could be useful (it seems you can run your BUGS model from R). The advantage of using R is that it has a lot of functions to create beautiful plots and you can save them in pdf easily (or in tikz format with the package tikzDevice, if you want).
I hope this helps you.