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Releases: paul-buerkner/brms

brms 1.10.2

21 Oct 17:28
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new features

  • Allow setting priors on noise-free
    variables specified via function me.
  • Add arguments Ksub, exact_loo
    and group to method kfold for
    defining omitted subsets according to a
    grouping variable or factor.
  • Allow addition argument se
    in skew_normal models.

bug fixes

  • Ensure correct behavior of horseshoe
    and lasso priors in multivariate models
    thanks to Donald Williams.
  • Allow using identity links on
    all parameters of the wiener family
    thanks to Henrik Singmann. (#276)
  • Use reasonable dimnames in the output
    of fitted when returning linear predictors
    of ordinal models thanks to the GitHub user atrolle. (#274)
  • Fix problems in marginal_smooths
    occuring for multi-membership models thanks to
    Hans Tierens.

brms 1.10.0

10 Sep 23:30
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new features

  • Rebuild monotonic effects from scratch
    to allow specifying interactions with other
    variables. (#239)
  • Introduce methods posterior_linpred
    and posterior_interval for consistency
    with other model fitting packages based on
    Stan.
  • Introduce function theme_black
    providing a black ggplot2 theme.
  • Specify special group-level effects within
    the same terms as ordinary group-level effects.
  • Add argument prob to
    summary, which allows to control the
    width of the computed uncertainty intervals. (#259)
  • Add argument newdata to the
    kfold method.
  • Add several arguments to the plot
    method of marginal_effects to improve
    control over the appearences of the plots.

other changes

  • Use the same noise-free variables
    for all model parts in measurement error models. (#257)
  • Make names of local-level terms used
    in the cor_bsts structure more informative.
  • Store the autocor argument
    within brmsformula objects.
  • Store posterior and prior samples in separate
    slots in the output of method hypothesis.
  • No longer change the default theme of
    ggplot2 when attaching brms. (#256)
  • Make sure signs of estimates are not dropped
    when rounding to zero in summary.brmsfit. (#263)
  • Refactor parts of extract_draws
    and linear_predictor to be more consistent
    with the rest of the package.

bug fixes

  • Do not silence the Stan parser
    when calling brm to get informative
    error messages about invalid priors.
  • Fix problems with spaces in priors
    passed to set_prior.
  • Handle non data.frame objects
    correctly in hypothesis.default.
  • Fix a problem relating to the colour
    of points displayed in marginal_effects.

brms 1.9.0

15 Aug 21:18
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new features

  • Perform model comparisons based on marginal likelihoods using the methods bridge_sampler, bayes_factor, and post_prob all powered by the bridgesampling package.
  • Compute a Bayesian version of R-squared with the bayes_R2 method.
  • Specify non-linear models for all distributional parameters.
  • Combine multiple model formulas using the + operator and the helper functions lf, nlf, and set_nl.
  • Combine multiple priors using the + operator.
  • Split the nlpar argument of set_prior into the three arguments resp, dpar, and nlpar to allow for more flexible prior specifications.

other changes

  • Refactor parts of the package to prepare for the implementation of more flexible multivariate models in future updates.
  • Keep all constants in the log-posterior in order for bridge_sampler to be working correctly.
  • Reduce the amount of renaming done within the stanfit object.
  • Rename argument auxpar of fitted.brmsfit to dpar.
  • Use the launch_shinystan generic provided by the shinystan package.
  • Set bayesplot::theme_default() as the default ggplot2 theme when attaching brms.
  • Include citations of the brms overview paper as published in the Journal of Statistical Software.

bug fixes

  • Fix problems when calling fitted with hurdle_lognormal models thanks to Meghna Krishnadas.
  • Fix problems when predicting sigma in asym_laplace models thanks to Anna Josefine Sorensen.

brms 1.8.0

27 Jul 08:49
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new features

  • Fit conditional autoregressive (CAR) models
    via function cor_car thanks to the case
    study of Max Joseph.
  • Fit spatial autoregressive (SAR) models
    via function cor_sar. Currently works
    for families gaussian and student.
  • Implement skew normal models via family
    skew_normal. Thanks to Stephen Martin
    for suggestions on the parameterization.
  • Add method reloo to perform exact
    cross-validation for problematic observations
    and kfold to perform k-fold cross-validation
    thanks to the Stan Team.
  • Regularize non-zero coefficients in the
    horseshoe prior thanks to Juho Piironen
    and Aki Vehtari.
  • Add argument new_objects to various
    post-processing methods to allow for passing of
    data objects, which cannot be passed via
    newdata.
  • Improve parallel execution flexibility
    via the future package.

other changes

  • Improve efficiency and stability of ARMA models.
  • Throw an error when the intercept is removed
    in an ordinal model instead of silently adding
    it back again.
  • Deprecate argument threshold in brm
    and instead recommend passing threshold directly
    to the ordinal family functions.
  • Throw an error instead of a message when
    invalid priors are passed.
  • Change the default value of the autocor
    slot in brmsfit objects to an empty
    cor_brms object.
  • Shorten Stan code by combining
    declarations and definitions where possible.

bug fixes

  • Fix problems in pp_check
    when the variable specified in argument
    x has attributes thanks to
    Paul Galpern.
  • Fix problems when computing fitted
    values for truncated discrete models based
    on new data thanks to Nathan Doogan.
  • Fix unexpected errors when passing
    models, which did not properly initiliaze,
    to various post-processing methods.
  • Do not accidently drop the second
    dimension of matrices in summary.brmsfit
    for models with only a single observation.

brms 1.7.0

26 May 14:24
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new features

  • Fit latent Gaussian processes of one
    or more covariates via function gp
    specified in the model formula (#221).
  • Rework methods fixef, ranef,
    coef, and VarCorr to be more flexible
    and consistent with other post-processing methods (#200).
  • Generalize method hypothesis to be
    applicable on all objects coercible to a
    data.frame (#198).
  • Visualize predictions via spaghetti
    plots using argument spaghetti in
    marginal_effects and marginal_smooths.
  • Introduce method add_ic to
    store and reuse information criteria in
    fitted model objects (#220).
  • Allow for negative weights in
    multi-membership grouping structures.
  • Introduce an as.array method
    for brmsfit objects.

other changes

  • Show output of R code in HTML vignettes thanks
    to Ben Goodrich (#158).
  • Resolve citations in PDF vignettes thanks
    to Thomas Kluth (#223).
  • Improve sampling efficiency for
    exgaussian models thanks to
    Alex Forrence (#222).
  • Also transform data points when using argument
    transform in marginal_effects
    thanks to Markus Gesmann.

bug fixes

  • Fix an unexpected error in marginal_effects
    occuring for some models with autocorrelation terms
    thanks to Markus Gesmann.
  • Fix multiple problems occuring for models with
    the cor_bsts structure thanks to Andrew Ellis.

brms 1.6.1

20 Apr 23:53
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new features

  • Implement zero-one-inflated beta models
    via family zero_one_inflated_beta.
  • Allow for more link functions in
    zero-inflated and hurdle models.

other changes

  • Ensure full compatibility with
    bayesplot version 1.2.0.
  • Deprecate addition argument disp.

bug fixes

  • Fix problems when setting priors
    on coefficients of auxiliary parameters
    when also setting priors on the corresponding
    coefficients of the mean parameter.
    Thanks to Matti Vuorre for reporting this bug.
  • Allow ordered factors to be used
    as grouping variables thanks to the GitHub
    user itissid.

brms 1.6.0

10 Apr 16:05
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New Features

  • Fit finite mixture models using family
    function mixture.
  • Introduce method pp_mixture to compute
    posterior probabilities of mixture component
    memberships thanks to a discussion with Stephen Martin.
  • Implement different ways to sample new levels
    of grouping factors in predict and related
    methods through argument sample_new_levels.
    Thanks to Tom Wallis and Jonah Gabry for a detailed
    discussion about this feature.
  • Add methods loo_predict, loo_linpred,
    and loo_predictive_interval for computing
    LOO predictions thanks to Aki Vehtari and Jonah Gabry.
  • Allow using offset in formulas
    of non-linear and auxiliary parameters.
  • Allow sparse matrix multiplication in
    non-linear and distributional models.
  • Allow using the identity link for
    all auxiliary parameters.
  • Introduce argument negative_rt in
    predict and posterior_predict to
    distinquish responses on the upper and lower
    boundary in wiener diffusion models
    thanks to Guido Biele.
  • Introduce method control_params to
    conveniently extract control parameters of the
    NUTS sampler.
  • Introduce argument int_conditions in
    marginal_effects for enhanced plotting of
    two-way interactions thanks to a discussion with
    Thomas Kluth.
  • Improve flexibility of the conditions
    argument of marginal_effects.
  • Extend method stanplot to correctly
    handle some new mcmc_ plots of the
    bayesplot package.

Other Changes

  • Improve the update method to
    only recompile models when the Stan code
    changes.
  • Warn about divergent transitions when calling
    summary or print on brmsfit objects.
  • Warn about unused variables in argument
    conditions when calling marginal_effects.
  • Export and document several distribution functions
    that were previously kept internal.

Bug Fixes

  • Fix problems with the inclusion of offsets
    occuring for more complicated formulas thanks to
    Christian Stock.
  • Fix a bug that led to invalid Stan code when
    sampling from priors in intercept only models thanks
    to Tom Wallis.
  • Correctly check for category specific
    group-level effects in non-ordinal models thanks to
    Wayne Folta.
  • Fix problems in pp_check when specifying
    argument newdata together with arguments
    x or group.
  • Rename the last column in the output of
    hypothesis to "star" in order to avoid
    problems with zero length column names thanks to
    the GitHub user puterleat.
  • Add a missing new line statement at the end
    of the summary output thanks to Thomas Kluth.

brms 1.5.1

28 Feb 14:05
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new features

  • Allow horseshoe and lasso
    priors to be applied on population-level effects
    of non-linear and auxiliary parameters.
  • Force recompiling Stan models
    in update.brmsfit via argument
    recompile.

other changes

  • Avoid indexing of matrices in non-linear
    models to slightly improve sampling speed.

bug fixes

  • Fix a severe problem (introduced in version 1.5.0),
    when predicting Beta models thanks to Vivian Lam.
  • Fix problems when summarizing some models
    fitted with older version of brms thanks
    to Vivian Lam.
  • Fix checks of argument group in
    method pp_check thanks to Thomas K.
  • Get arguments subset and nsamples
    working correctly in marginal_smooths.

brms 1.5.0

17 Feb 22:21
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new features

  • Implement the generalized extreme value
    distribution via family gen_extreme_value.
  • Improve flexibility of the horseshoe
    prior thanks to Juho Piironen.
  • Introduce auxiliary parameter mu
    as an alternative to specifying effects within
    the formula argument in function
    brmsformula.
  • Return fitted values of auxiliary parameters
    via argument auxpar of method fitted.
  • Add vignette "brms_multilevel", in which
    the advanced formula syntax of brms is explained
    in detail using several examples.

other changes

  • Refactor various parts of the package
    to ease implementation of mixture and multivariate
    models in future updates. This should not have
    any user visible effects.
  • Save the version number of rstan in
    element version of brmsfit objects.

bug fixes

  • Fix a rare error when predicting von_mises
    models thanks to John Kirwan.

brms 1.4.0

01 Feb 10:05
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new features

  • Fit quantile regression models via family
    asym_laplace (asymmetric Laplace distribution).
  • Specify non-linear models in a (hopefully) more
    intuitive way using brmsformula.
  • Fix auxiliary parameters to certain values
    through brmsformula.
  • Allow family to be specified in
    brmsformula.
  • Introduce family frechet for modelling
    strictly positive responses.
  • Allow truncation and censoring at the same time.
  • Introduce function prior_ allowing
    to specify priors using one-sided formulas or quote.
  • Pass priors to Stan directly without
    performing any checks by setting check = FALSE
    in set_prior.
  • Introduce method nsamples to extract
    the number of posterior samples.
  • Export the main formula parsing function
    parse_bf.
  • Add more options to customize two-dimensional surface
    plots created by marginal_effects or marginal_smooths.

other changes

  • Change structure of brmsformula
    objects to be more reliable and easier to extend.
  • Make sure that parameter nu never
    falls below 1 to reduce convergence problems
    when using family student.
  • Deprecate argument nonlinear.
  • Deprecate family geometric.
  • Rename cov_fixed to cor_fixed.
  • Make handling of addition terms more transparent
    by exporting and documenting related functions.
  • Refactor helper functions of the fitted
    method to be easier to extend in the future.
  • Remove many units tests of internal functions
    and add tests of user-facing functions instead.
  • Import some generics from nlme instead
    of lme4 to remove dependency on the latter one.
  • Do not apply structure to NULL
    anymore to get rid of warnings in R-devel.

bug fixes

  • Fix problems when fitting smoothing terms
    with factors as by variables thanks to
    Milani Chaloupka.
  • Fix a bug that could cause some monotonic
    effects to be ignored in the Stan code thanks
    to the GitHub user bschneider.
  • Make sure that the data of models with
    only a single observation are compatible with
    the generated Stan code.
  • Handle argument algorithm
    correctly in update.brmsfit.
  • Fix a bug sometimes causing an error in
    marginal_effects when using family
    wiener thanks to Andrew Ellis.
  • Fix problems in fitted when applied
    to zero_inflated_beta models thanks to
    Milani Chaloupka.
  • Fix minor problems related to the prediction
    of autocorrelated models.
  • Fix a few minor bugs related to the backwards
    compatibility of multivariate and related models
    fitted with brms < 1.0.0.