Just Another Gibbs Sampler (JAGS): Flexible Software for MCMC Implementation

A review of the software Just Another Gibbs Sampler (JAGS) is provided. We cover aspects related to history and development and the elements a user needs to know to get started with the program, including (a) definition of the data, (b) definition of the model, (c) compilation of the model, and (d) initialization of the model. An example using a latent class model with large-scale education data is provided to illustrate how easily JAGS can be implemented in R. We also cover details surrounding the many programs implementing JAGS. We conclude with a discussion of the newest features and upcoming developments. JAGS is constantly evolving and is developing into a flexible, user-friendly program with many benefits for Bayesian inference.