jags
Just Another Gibbs Sampler
JAGS (Just Another Gibbs Sampler) is a program for the analysis of Bayesian statistical models using Markov Chain Monte Carlo (MCMC) simulation. JAGS is similar to the BUGS (Bayesian Inference using Gibbs Sampling) program developed at the MRC Biostatistics Unit, Cambridge, and uses a dialect of the BUGS language to describe Bayesian hierarchical models.
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The following distributions are not officially supported. Use these packages at your own risk.