One of the main goals of Pulsar Timing Arrays (PTAs) is the direct detection of gravitational waves (GWs). A first detection will be a major leap for astronomy and substantial effort is currently going into timing as many pulsars as possible, with the highest possible accuracy. As part of the individual PTA projects, several groups are developing data analysis methods for the final stage of a gravitational-waves search pipeline: the analysis of the timing residuals. Here we report the progress of on-going work to develop, within a Bayesian framework, a comprehensive and user friendly analysis library to search for gravitational waves in PTA data.