Releases: paul-buerkner/brms
Releases · paul-buerkner/brms
brms 1.10.2
new features
- Allow setting priors on noise-free
variables specified via functionme
. - Add arguments
Ksub
,exact_loo
andgroup
to methodkfold
for
defining omitted subsets according to a
grouping variable or factor. - Allow addition argument
se
inskew_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 thewiener
family
thanks to Henrik Singmann. (#276) - Use reasonable dimnames in the output
offitted
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
new features
- Rebuild monotonic effects from scratch
to allow specifying interactions with other
variables. (#239) - Introduce methods
posterior_linpred
andposterior_interval
for consistency
with other model fitting packages based on
Stan
. - Introduce function
theme_black
providing a blackggplot2
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 ofmarginal_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 thecor_bsts
structure more informative. - Store the
autocor
argument
withinbrmsformula
objects. - Store posterior and prior samples in separate
slots in the output of methodhypothesis
. - No longer change the default theme of
ggplot2
when attachingbrms
. (#256) - Make sure signs of estimates are not dropped
when rounding to zero insummary.brmsfit
. (#263) - Refactor parts of
extract_draws
andlinear_predictor
to be more consistent
with the rest of the package.
bug fixes
- Do not silence the
Stan
parser
when callingbrm
to get informative
error messages about invalid priors. - Fix problems with spaces in priors
passed toset_prior
. - Handle non
data.frame
objects
correctly inhypothesis.default
. - Fix a problem relating to the colour
of points displayed inmarginal_effects
.
brms 1.9.0
new features
- Perform model comparisons based on marginal likelihoods using the methods
bridge_sampler
,bayes_factor
, andpost_prob
all powered by thebridgesampling
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 functionslf
,nlf
, andset_nl
. - Combine multiple priors using the
+
operator. - Split the
nlpar
argument ofset_prior
into the three argumentsresp
,dpar
, andnlpar
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
offitted.brmsfit
todpar
. - Use the
launch_shinystan
generic provided by theshinystan
package. - Set
bayesplot::theme_default()
as the defaultggplot2
theme when attachingbrms
. - Include citations of the
brms
overview paper as published in the Journal of Statistical Software.
bug fixes
- Fix problems when calling
fitted
withhurdle_lognormal
models thanks to Meghna Krishnadas. - Fix problems when predicting
sigma
inasym_laplace
models thanks to Anna Josefine Sorensen.
brms 1.8.0
new features
- Fit conditional autoregressive (CAR) models
via functioncor_car
thanks to the case
study of Max Joseph. - Fit spatial autoregressive (SAR) models
via functioncor_sar
. Currently works
for familiesgaussian
andstudent
. - 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
andkfold
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 thefuture
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
inbrm
and instead recommend passingthreshold
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 inbrmsfit
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 insummary.brmsfit
for models with only a single observation.
brms 1.7.0
new features
- Fit latent Gaussian processes of one
or more covariates via functiongp
specified in the model formula (#221). - Rework methods
fixef
,ranef
,
coef
, andVarCorr
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 argumentspaghetti
in
marginal_effects
andmarginal_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
forbrmsfit
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
inmarginal_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
thecor_bsts
structure thanks to Andrew Ellis.
brms 1.6.1
new features
- Implement zero-one-inflated beta models
via familyzero_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
New Features
- Fit finite mixture models using family
functionmixture
. - 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 inpredict
and related
methods through argumentsample_new_levels
.
Thanks to Tom Wallis and Jonah Gabry for a detailed
discussion about this feature. - Add methods
loo_predict
,loo_linpred
,
andloo_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
andposterior_predict
to
distinquish responses on the upper and lower
boundary inwiener
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 ofmarginal_effects
. - Extend method
stanplot
to correctly
handle some newmcmc_
plots of the
bayesplot
package.
Other Changes
- Improve the
update
method to
only recompile models when theStan
code
changes. - Warn about divergent transitions when calling
summary
orprint
onbrmsfit
objects. - Warn about unused variables in argument
conditions
when callingmarginal_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
argumentnewdata
together with arguments
x
orgroup
. - 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 thesummary
output thanks to Thomas Kluth.
brms 1.5.1
new features
- Allow
horseshoe
andlasso
priors to be applied on population-level effects
of non-linear and auxiliary parameters. - Force recompiling
Stan
models
inupdate.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 predictingBeta
models thanks to Vivian Lam. - Fix problems when summarizing some models
fitted with older version ofbrms
thanks
to Vivian Lam. - Fix checks of argument
group
in
methodpp_check
thanks to Thomas K. - Get arguments
subset
andnsamples
working correctly inmarginal_smooths
.
brms 1.5.0
new features
- Implement the generalized extreme value
distribution via familygen_extreme_value
. - Improve flexibility of the
horseshoe
prior thanks to Juho Piironen. - Introduce auxiliary parameter
mu
as an alternative to specifying effects within
theformula
argument in function
brmsformula
. - Return fitted values of auxiliary parameters
via argumentauxpar
of methodfitted
. - Add vignette
"brms_multilevel"
, in which
the advanced formula syntax ofbrms
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
elementversion
ofbrmsfit
objects.
bug fixes
- Fix a rare error when predicting
von_mises
models thanks to John Kirwan.
brms 1.4.0
new features
- Fit quantile regression models via family
asym_laplace
(asymmetric Laplace distribution). - Specify non-linear models in a (hopefully) more
intuitive way usingbrmsformula
. - Fix auxiliary parameters to certain values
throughbrmsformula
. - 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 orquote
. - Pass priors to
Stan
directly without
performing any checks by settingcheck = FALSE
inset_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 bymarginal_effects
ormarginal_smooths
.
other changes
- Change structure of
brmsformula
objects to be more reliable and easier to extend. - Make sure that parameter
nu
never
falls below1
to reduce convergence problems
when using familystudent
. - Deprecate argument
nonlinear
. - Deprecate family
geometric
. - Rename
cov_fixed
tocor_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
oflme4
to remove dependency on the latter one. - Do not apply
structure
toNULL
anymore to get rid of warnings in R-devel.
bug fixes
- Fix problems when fitting smoothing terms
with factors asby
variables thanks to
Milani Chaloupka. - Fix a bug that could cause some monotonic
effects to be ignored in theStan
code thanks
to the GitHub user bschneider. - Make sure that the data of models with
only a single observation are compatible with
the generatedStan
code. - Handle argument
algorithm
correctly inupdate.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
tozero_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 withbrms
< 1.0.0.