github paul-buerkner/brms v0.6.0
brms 0.6.0

latest releases: v2.22.0, v2.21.0, v2.20.3...
9 years ago

new features

  • add support for zero-inflated and hurdle models
  • implement inverse gaussian models through family inverse.gaussian
  • allow to specify truncation boundaries of the response variable
  • add support for autoregressive (AR) effects of residuals, which can
    be modeled using the cor_ar and cor_arma functions
  • stationary autoregressive-moving-average (ARMA) effects
    of order one can now also be fitted using special covariance matrices
  • implement multivariate student-t models
  • binomial and ordinal families now support the cauchit link function
  • allow family functions to be used in the family argument
  • easy access to various rstan plotting functions
    using the stanplot method
  • implement horseshoe priors to model sparsity in
    fixed effects coefficients
  • automatically scale default standard deviation priors so that
    they remain only weakly informative independent on the response scale
  • report model weights computed by the loo package when comparing
    multiple fitted models

other changes

  • separate the fixed effects Intercept from other fixed effects
    in the Stan code to slightly improve sampling efficiency
  • move autoregressive (AR) effects of the response from the cor_ar
    to the cor_arr function as the result of implementing
    AR effects of residuals
  • improve checks on argument newdata used in the
    fitted and predict method
  • method standata is now the only way to extract data
    that was passed to Stan from a brmsfit object
  • slightly improve Stan code for models containing no random effects
  • change the default prior of the degrees of freedom of the
    student family to gamma(2,0.1)
  • improve readability of the output of method VarCorr
  • export the make_stancode function to give users
    direct access to Stan code generated by brms
  • rename the brmdata function to make_standata.
    The former remains usable as a deprecated alias
  • improve documenation to better explain differences in
    autoregressive effects across R packages

bug fixes

  • fix a bug that could cause an unexpected error
    when predict is called with new data
  • avoid side effects of the rstan compilation routines that could
    occasionally cause R to crash
  • make brms work correctly with loo version 0.1.3
  • fix a bug that could cause WAIC and LOO estimates to be slightly
    incorrect for gaussian models with log link

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