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
andgroupto methodkfoldfor
defining omitted subsets according to a
grouping variable or factor. - Allow addition argument
se
inskew_normalmodels.
bug fixes
- Ensure correct behavior of horseshoe
and lasso priors in multivariate models
thanks to Donald Williams. - Allow using
identitylinks on
all parameters of thewienerfamily
thanks to Henrik Singmann. (#276) - Use reasonable dimnames in the output
offittedwhen 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_intervalfor consistency
with other model fitting packages based on
Stan. - Introduce function
theme_black
providing a blackggplot2theme. - Specify special group-level effects within
the same terms as ordinary group-level effects. - Add argument
probto
summary, which allows to control the
width of the computed uncertainty intervals. (#259) - Add argument
newdatato the
kfoldmethod. - Add several arguments to the
plot
method ofmarginal_effectsto 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_bstsstructure more informative. - Store the
autocorargument
withinbrmsformulaobjects. - Store posterior and prior samples in separate
slots in the output of methodhypothesis. - No longer change the default theme of
ggplot2when attachingbrms. (#256) - Make sure signs of estimates are not dropped
when rounding to zero insummary.brmsfit. (#263) - Refactor parts of
extract_draws
andlinear_predictorto be more consistent
with the rest of the package.
bug fixes
- Do not silence the
Stanparser
when callingbrmto get informative
error messages about invalid priors. - Fix problems with spaces in priors
passed toset_prior. - Handle non
data.frameobjects
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_proball powered by thebridgesamplingpackage. - Compute a Bayesian version of R-squared with the
bayes_R2method. - 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
nlparargument ofset_priorinto the three argumentsresp,dpar, andnlparto 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_samplerto be working correctly. - Reduce the amount of renaming done within the
stanfitobject. - Rename argument
auxparoffitted.brmsfittodpar. - Use the
launch_shinystangeneric provided by theshinystanpackage. - Set
bayesplot::theme_default()as the defaultggplot2theme when attachingbrms. - Include citations of the
brmsoverview paper as published in the Journal of Statistical Software.
bug fixes
- Fix problems when calling
fittedwithhurdle_lognormalmodels thanks to Meghna Krishnadas. - Fix problems when predicting
sigmainasym_laplacemodels thanks to Anna Josefine Sorensen.
brms 1.8.0
new features
- Fit conditional autoregressive (CAR) models
via functioncor_carthanks to the case
study of Max Joseph. - Fit spatial autoregressive (SAR) models
via functioncor_sar. Currently works
for familiesgaussianandstudent. - Implement skew normal models via family
skew_normal. Thanks to Stephen Martin
for suggestions on the parameterization. - Add method
relooto perform exact
cross-validation for problematic observations
andkfoldto perform k-fold cross-validation
thanks to the Stan Team. - Regularize non-zero coefficients in the
horseshoeprior thanks to Juho Piironen
and Aki Vehtari. - Add argument
new_objectsto various
post-processing methods to allow for passing of
data objects, which cannot be passed via
newdata. - Improve parallel execution flexibility
via thefuturepackage.
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
thresholdinbrm
and instead recommend passingthresholddirectly
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 inbrmsfitobjects to an empty
cor_brmsobject. - Shorten
Stancode by combining
declarations and definitions where possible.
bug fixes
- Fix problems in
pp_check
when the variable specified in argument
xhas 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, andVarCorrto be more flexible
and consistent with other post-processing methods (#200). - Generalize method
hypothesisto be
applicable on all objects coercible to a
data.frame(#198). - Visualize predictions via spaghetti
plots using argumentspaghettiin
marginal_effectsandmarginal_smooths. - Introduce method
add_icto
store and reuse information criteria in
fitted model objects (#220). - Allow for negative weights in
multi-membership grouping structures. - Introduce an
as.arraymethod
forbrmsfitobjects.
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
exgaussianmodels thanks to
Alex Forrence (#222). - Also transform data points when using argument
transforminmarginal_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_bstsstructure 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
bayesplotversion 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_mixtureto compute
posterior probabilities of mixture component
memberships thanks to a discussion with Stephen Martin. - Implement different ways to sample new levels
of grouping factors inpredictand 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_intervalfor computing
LOO predictions thanks to Aki Vehtari and Jonah Gabry. - Allow using
offsetin formulas
of non-linear and auxiliary parameters. - Allow sparse matrix multiplication in
non-linear and distributional models. - Allow using the
identitylink for
all auxiliary parameters. - Introduce argument
negative_rtin
predictandposterior_predictto
distinquish responses on the upper and lower
boundary inwienerdiffusion models
thanks to Guido Biele. - Introduce method
control_paramsto
conveniently extract control parameters of the
NUTS sampler. - Introduce argument
int_conditionsin
marginal_effectsfor enhanced plotting of
two-way interactions thanks to a discussion with
Thomas Kluth. - Improve flexibility of the
conditions
argument ofmarginal_effects. - Extend method
stanplotto correctly
handle some newmcmc_plots of the
bayesplotpackage.
Other Changes
- Improve the
updatemethod to
only recompile models when theStancode
changes. - Warn about divergent transitions when calling
summaryorprintonbrmsfitobjects. - Warn about unused variables in argument
conditionswhen 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_checkwhen specifying
argumentnewdatatogether with arguments
xorgroup. - Rename the last column in the output of
hypothesisto"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 thesummaryoutput thanks to Thomas Kluth.
brms 1.5.1
new features
- Allow
horseshoeandlasso
priors to be applied on population-level effects
of non-linear and auxiliary parameters. - Force recompiling
Stanmodels
inupdate.brmsfitvia 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 predictingBetamodels thanks to Vivian Lam. - Fix problems when summarizing some models
fitted with older version ofbrmsthanks
to Vivian Lam. - Fix checks of argument
groupin
methodpp_checkthanks to Thomas K. - Get arguments
subsetandnsamples
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
theformulaargument in function
brmsformula. - Return fitted values of auxiliary parameters
via argumentauxparof methodfitted. - Add vignette
"brms_multilevel", in which
the advanced formula syntax ofbrmsis 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
rstanin
elementversionofbrmsfitobjects.
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
familyto be specified in
brmsformula. - Introduce family
frechetfor 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
Standirectly without
performing any checks by settingcheck = FALSE
inset_prior. - Introduce method
nsamplesto 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_effectsormarginal_smooths.
other changes
- Change structure of
brmsformula
objects to be more reliable and easier to extend. - Make sure that parameter
nunever
falls below1to reduce convergence problems
when using familystudent. - Deprecate argument
nonlinear. - Deprecate family
geometric. - Rename
cov_fixedtocor_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
nlmeinstead
oflme4to remove dependency on the latter one. - Do not apply
structuretoNULL
anymore to get rid of warnings in R-devel.
bug fixes
- Fix problems when fitting smoothing terms
with factors asbyvariables thanks to
Milani Chaloupka. - Fix a bug that could cause some monotonic
effects to be ignored in theStancode thanks
to the GitHub user bschneider. - Make sure that the data of models with
only a single observation are compatible with
the generatedStancode. - Handle argument
algorithm
correctly inupdate.brmsfit. - Fix a bug sometimes causing an error in
marginal_effectswhen using family
wienerthanks to Andrew Ellis. - Fix problems in
fittedwhen applied
tozero_inflated_betamodels 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.