JAGS

Jags is considered as another type of Gibbs sampler, this program enables the user to obtain an analysis of Bayesian hierarchical models using Markov chain Monte Carlo simulation.

Unlike BUGS, JAGS was written mainly with three main motives: To have a cross-platform engine for the BUGS language also it was created To be extensible, allowing users to write their own functions, distributions, and samplers. Lastly JAGS was created To be a platform for experimentation with ideas in Bayesian modeling. JAGS licensing is based under the general public license version 2 which allows the members to freely redistribute and modify this tool but under certain conditions.

The latest version of JAGS includes a new manual which mainly benefits people coming in for JAGS tutorials. Version 4.2.0 was released on February 19, 2016. One of the important changes in this release 3.3.0 of R is the use of a new toolchain for Windows. Unfortunately, for packages written in C++, the new toolchain is incompatible with the old one. So I had to build a new version of JAGS for use with R 3.3.0 and above.

When you upgrade to R 3.3.0 or higher you will need to remove the currently installed version of JAGS (using the Control Panel) and run the JAGS-4.2.0-Rtools33.exe installer. Then you will be able to install the binary rjags package from CRA. This is considered important because when you install JAGS that does not match your typical R installation, then the rjags package will crash because the R tools compiler always creates binaries that are statically linked to the C++ runtime.