Extending runjags: A tutorial on adding fisher's z distribution to runjags

JAGS is an open-source package to analyze graphical model that is written with extensibility in mind. The runjags package includes many enhancements to JAGS, including a custom JAGS module that contains some additional distributions in the Pareto family. A very flexible set of statistical models based on the logarithm of an F variate. the standardized Fisher's z distribution was introduced more than 90 years ago. However, the standardized Fisher's z distribution is not yet adaptive for modeling, since the mode cannot be shifted from the zero point. This paper introduces the Fisher s z distribution, i.e.. the standardized Fisher's z distribution which added a location parameter n and a scale parameter a. The mode of the distribution lies in fi. In this paper, we provide step-by-step instructions on how to add Fisher's z distribution to the runjags package. In order to affirm the accuracy of our implementation, we ran a comprehensive numerical experiment, using linear regression model. We conduct a simulation study to investigate the model performance compared to the normal or Gaussian error regression (GER) model. The results show that the Fisher's z error regression (ZER) model outperforms the GER model.