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I am using JAGS for simulating some MCMC distributions. I see the support for a sizeable set of distributions. But, I would like to sample out of a specific distribution that is not defiend in JAGS. Does anyone know how to write our own custom distributions?
Thanks!
From the feedback on the newsgroup, it seems that JAGS is better suited for known distributions and composition of known distributions. Its faster / easier writing your own sampler in R for the rest.