JAGS uses the nullsoft scriptable installer (http://nsis.sourceforge.net)
to create a binary package for Windows.
The File jags.nsi is an NSIS script file for building the installer
(and uninstaller). This script uses the header AdvUninstLog.nsh which
is not distributed with NSIS itself. Therefore, a copy is included in
the JAGS distribution. We also use a patched version of the standard
MultiUser.nsh header file (MultiUser64.nsh) so that JAGS installs into
"Program Files" and not "Program Files (x86)"
See the JAGS installation manual for full details on compiling JAGS