Does anyone have a suggestion for how to fit a generalized extreme value

distribution in jags?

In BUGS there is a dgev() function - but I've found it to be very buggy. It

never seems to run for me.

I could simply write the pdf of the function into the model deterministically

(setting the parameters as stochastic nodes). But if I go that route, I don't

know:

a) are there are draw backs to keep in mind?

b) how can I deal with the fact that the pdf is discontinuous (i.e. if eta =

0, then the pdf is represented differently than if it is nonzero)?

Any suggestions would be hugely appreciated.

-Grant