The Ubuntu-PPA somehow doesn't find the jags-4.0.0 dependency and won't build: https://launchpad.net/~cidlab/+archive/ubuntu/jwm/+build/8323261 If anyone knows how to fix this please let me know... One solution is to roll back to an older JAGS version. If you do need the current 4.x version, no worries: the jags-wiener module is compatible.

Compile manually

First download the latest source tarball: https://sourceforge.net/projects/jags-wiener/files/JAGS-WIENER-MODULE-1.1.tar.gz/download Then do the following steps:
  tar xvzf JAGS-WIENER-MODULE-1.1.tar.gz
  cd JAGS-WIENER-MODULE-1.1
  sudo apt-get install -y autoconf automake libtool g++ && autoreconf -fvi
  ./configure --prefix=/usr
  make && sudo make install

Install the Debian package

For 64 Bit releases:
TEMP_DEB="$(mktemp)" &&
wget -O "$TEMP_DEB" "https://launchpad.net/~cidlab/+archive/ubuntu/jwm/+files/jags-wiener-module_1.1-5_amd64.deb" &&
sudo dpkg -i "$TEMP_DEB"
rm -f "$TEMP_DEB"
For 32 Bit releases:
TEMP_DEB="$(mktemp)" &&
wget -O "$TEMP_DEB" "https://launchpad.net/~cidlab/+archive/ubuntu/jwm/+files/jags-wiener-module_1.1-5_i386.deb" &&
sudo dpkg -i "$TEMP_DEB"
rm -f "$TEMP_DEB"
Note: Please use common sense when installing and compiling software. We cannot be held responsible for anything that goes wrong with this process. These instructions fall under the GPL licensing terms included with the module download.