Here is a detailed description of how to install JAGS and rjags from this 
website https://github.com/cran/rjags/blob/master/INSTALL from the R package 
rjags written by Martyn Plummer. Since HiLDA depends on JAGS and rjags, please 
do follow the instructions below to install them. 

-----------------------------------------

Installation instructions for the rjags package
-----------------------------------------------

The rjags package is an interface to the JAGS library.  In order to
build a binary package, or install from source, you must have a matching
installation of the JAGS library.

Contents:

1 Windows
2 Unix/Linux: pkg-config
3 Unix/Linux: runtime linkage
4 Unix/Linux: legacy configuration

1 Windows
---------

If you are compiling the rjags package from source on Windows then you must
supply the location of JAGS using the make variable JAGS_ROOT,
defining it in the file HOME/.R/Makevars.win, e.g.

JAGS_ROOT=c:/Progra~1/JAGS/JAGS-4.0.0

where HOME is the default starting directory for an R session launched
from the start menu (typically your Documents folder).

If you are installing the Windows binary rjags package, then R will
consult the Windows registry to find the location of JAGS.
Alternatively, you can specify the location of JAGS by setting the
environment variable JAGS_HOME.

2 Unix/Linux: pkg-config
------------------------

If you have pkg-config installed then the configure script will use it
to detect the JAGS library and set the compiler and linker flags for
rjags. You can test this capability in a unix shell by typing

pkg-config --modversion jags

If this does not detect your JAGS installation then it means that the
file 'jags.pc' is not on the search path of pkg-config. In this case
you should add it by setting the environment variable PKG_CONFIG_PATH.
For example if the full path to 'jags.pc' is
'/usr/local/lib64/pkgconfig/jags.pc', then set

export PKG_CONFIG_PATH=/usr/local/lib64/pkgconfig

before installing rjags.

Recall that most Linux distributions divide software into `user' and
`developer' versions, so if you are using a pre-built JAGS binary
package for your Linux distribution then remember to install the
developer version before attempting to install the rjags package.

3 Unix/Linux: runtime linkage
-----------------------------

Although pkg-config helps to find the right flags for linking to the
JAGS library at compile time, it does not help at runtime. In order to
detect potential problems with runtime linkage, the configure script
of the rjags package will compile and run a test program that links to
the JAGS library. If this fails with the message "runtime link error"
then you may take the following actions to fix the problem:

If you have administrative privileges (sudo or root access):

1) Add the directory containing the JAGS library to the linker path,
   typically by editing the file /etc/ld.so.conf.

2) If the directory is already on the linker path then you may 
   need to run /sbin/ldconfig as root to update the linker cache.

If you do not have administrative privileges:

3) Set the environment variable LD_RUN_PATH to the directory
   containing the JAGS library before installing rjags, or

4) Use the --enable-rpath option when installing rjags, i.e. from
   the unix shell:

   R CMD INSTALL --configure-args='--enable-rpath' rjags

   or, within R

   > install.packages("rjags", configure.args="--enable-rpath")

You may also consider:

5) Set the environment variable LD_LIBRARY_PATH to the directory
   containing the JAGS library.

   Unlike options 3) and 4) if you use LD_LIBRARY_PATH then it must be
   set every time you load the rjags package, not just at compile
   time. Thus it is best to set this in the file .bash_profile (or
   the equivalent file if you using another shell).

4 Unix/Linux: legacy configuration
----------------------------------

Legacy configuration is used whenever pkg-config is not installed or
otherwise fails to detect the JAGS library. Legacy configuration is
deprecated and will be removed in a future version. If you experience
problems with installing rjags then it is strongly recommended that
you try to get pkg-config working rather than use the options below.

The configure script will try to guess the location of the JAGS
library. It does this by querying the R and jags executables, so both
of these need to be on your PATH for automatic detection to work
properly.

If you have installed JAGS in a non-standard place then you may need
to supply hints to the configure script.  This can be done by 
passing configure arguments or setting environment variables (see below).

The options/environment variables correspond to options that were
used when JAGS was installed. They are shown in the table below:

JAGS configure  rjags configure        Environmnent     default
option          option                 variable
--------------  ---------------        ------------     -------
--prefix        --with-jags-prefix     JAGS_PREFIX      /usr/local
--libdir        --with-jags-libdir     JAGS_LIBDIR      ${prefix}/${LIBnn}
--includedir    --with-jags-includedir JAGS_INCLUDEDIR  ${prefix}/include

By default LIBnn is the value returned by `R CMD config LIBnn`.
This can be overridden by setting the environment variable LIBnn.

4.1 Setting the prefix
----------------------

By default, all JAGS files are installed in subdirectories of /usr/local.
This is the prefix of the installation, and it can be changed to any
value by supplying the --prefix argument when installing JAGS.

- The jags script goes in ${prefix}/bin
- The jags executable launched by the script goes in ${prefix}/libexec
- The libraries go in ${prefix}/lib
- The modules go in ${prefix}/lib/JAGS
- The headers go in ${prefix}/include/JAGS

Suppose that when you installed JAGS, you used the configure argument
'--prefix=/opt' to install JAGS in the directory /opt instead of the
default /usr/local.  If /opt/bin is on your PATH then the configure
script should still automatically detect JAGS for you.  Otherwise, you
need to supply the configure argument '--with-jags-prefix=/opt' when
installing rjags.

Alternatively you can set the environment variable JAGS_PREFIX
before building rjags:

export JAGS_PREFIX=/opt

4.2 Setting the library directory
---------------------------------

Suppose you are on a 64-bit system and installed the JAGS library in
/usr/local/lib64 instead of the default /usr/local/lib.  If R_HOME is
/usr/lib64/R then the configure script should automatically look in
the right place for the JAGS library.  Otherwise, you need to supply
the configure argument '--with-jags-libdir=/usr/local/lib64' when
installing rjags.

Alternatively you can set the environment variable JAGS_LIBDIR
before building rjags:

export JAGS_LIBDIR=/usr/local/lib64

If the library directory is in the right prefix, but just has a
different name (e.g. ${prefix}/lib64 or ${prefix}/lib32 instead of the
default ${prefix}/lib), then you can just set the environment variable
LIBnn.

export LIBnn=lib64

4.3 Setting the include directory
---------------------------------

It is unlikely that you will need to set the include directory, as
there is no good reason for changing the default. Nevertheless,
this option is included for completeness.

By default, the header files go into ${prefix}/include, in a
sub-directory JAGS. If you have put this subdirectory somewhere other
than ${prefix}/include by supplying the --includedir option to
configure when you built JAGS, then the corresponding option for rjags
is --with-jags-includedir.

Alternatively, you may set the environment variable JAGS_INCLUDEDIR.


4.4 Passing configure arguments
-------------------------------

Configure options for rjags are passed via the --configure-args
argument to R CMD INSTALL:

  R CMD INSTALL --configure-args='--with-jags...'

or, if you are using the install.packages() function from an R
session, using the configure.args argument:

  install.packages("rjags", configure.args="--with-jags...")

If configure arguments are set, they always override the corresponding
environment variables.