We present the RWiener package that provides R functions for theWiener diffusion model. The core of the package are the four distribution functions dwiener, pwiener, qwiener and rwiener, which use up-to-date methods, implemented in C, and provide fast and accurate computation of the density, distribution, and quantile function, as well as a random number generator for the Wiener diffusion model. We used the typical Wiener diffusion model with four parameters: boundary separation, non-decision time, initial bias and drift rate parameter. Beyond the distribution functions, we provide extended likelihood-based functions that can be used for parameter estimation and model selection. The package can be obtained via CRAN.

We demonstrate how to add a custom distribution into the general-purpose, open-source, cross-platform graphical modeling package JAGS ("Just Another Gibbs Sampler"). JAGS is intended to be modular and extensible, and modules written in the way laid out here can be loaded at runtime as needed and do not interfere with regular JAGS functionality when not loaded. Writing custom extensions requires knowledge of C++, but installing a new module can be highly automatic, depending on the operating system. As a basic example, we implement a Bernoulli distribution in JAGS. We further present our implementation of the Wiener diffusion first-passage time distribution, which is freely available at https://sourceforge.net/projects/jags-wiener/ .