brms: Bayesian Regression Models using Stan

Fit Bayesian generalized (non-)linear multilevel models using Stan for full Bayesian inference. A wide range of distributions and link functions are supported, allowing users to fit -- among others -- linear, robust linear, binomial, Poisson, survival, response times, ordinal, zero-inflated, hurdle, and even non-linear models all in a multilevel context. Further modeling options include auto-correlation and smoothing terms, user defined dependence structures, censored data, meta-analytic standard errors, and quite a few more. In addition, all parameters of the response distribution can be predicted in order to perform distributional regression. Prior specifications are flexible and explicitly encourage users to apply prior distributions that actually reflect their beliefs. In addition, model fit can easily be assessed and compared with posterior predictive checks and leave-one-out cross-validation.

AuthorPaul-Christian Bürkner [aut, cre]
Date of publication2017-02-26 19:56:47
MaintainerPaul-Christian Bürkner <paul.buerkner@gmail.com>
LicenseGPL (>= 3)
Version1.5.1
https://github.com/paul-buerkner/brms, https://groups.google.com/forum/#!forum/brms-users

View on CRAN

Man pages

addition-terms: Additional Response Information

as.mcmc.brmsfit: Extract posterior samples for use with the 'coda' package

brm: Fit Bayesian Generalized (Non-)Linear Multilevel Models

brmsfamily: Special Family Functions for 'brms' Models

brmsfit-class: Class 'brmsfit' of models fitted with the 'brms' package

brmsformula: Set up a model formula for use in 'brms'

brms-package: Bayesian Regression Models using Stan

coef.brmsfit: Extract model coefficients

compare_ic: Compare Information Criteria of Different Models

cor_ar: AR(p) correlation structure

cor_arma: ARMA(p,q) correlation structure

cor_arr: ARR(r) correlation structure

cor_brms: Correlation structure classes for the 'brms' package

cor_bsts: Basic Bayesian Structural Time Series

cor_fixed: Fixed user-defined covariance matrices

cor_ma: MA(q) correlation structure

cs: Category Specific Predictors in 'brms' Models

diagnostic-quantities: Extract Diagnostic Quantities of 'brms' Models

epilepsy: Epileptic seizure counts

expose_functions: Expose user-defined 'Stan' functions

expp1: Exponential function plus one.

fitted.brmsfit: Extract Model Fitted Values of 'brmsfit' Objects

fixef.brmsfit: Extract Population-Level Estimates

get_prior: Overview on Priors for 'brms' Models

gr: Set up basic grouping terms in 'brms'

horseshoe: Set up a horseshoe prior in 'brms'

hypothesis: Non-linear hypothesis testing

inhaler: Clarity of inhaler instructions

inv_logit_scaled: Scaled inverse logit-link

is.brmsfit: Checks if argument is a 'brmsfit' object

is.brmsformula: Checks if argument is a 'brmsformula' object

is.brmsprior: Checks if argument is a 'brmsprior' object

is.brmsterms: Checks if argument is a 'brmsterms' object

is.cor_brms: Check if argument is a correlation structure

kidney: Infections in kidney patients

lasso: Set up a lasso prior in 'brms'

launch_shiny: Interface to 'shinystan'

logit_scaled: Scaled logit-link

log_lik.brmsfit: Compute the Pointwise Log-Likelihood

logm1: Logarithm with a minus one offset.

LOO: Compute the LOO information criterion

make_stancode: Stan Code for 'brms' Models

make_standata: Data for 'brms' Models

marginal_effects: Display marginal effects of predictors

marginal_smooths: Display Smooth Terms

me: Predictors with Measurement Error in 'brms' Models

mm: Set up multi-membership grouping terms in 'brms'

mo: Monotonic Predictors in 'brms' Models

ngrps: Number of levels

nsamples: Number of Posterior Samples

pairs.brmsfit: Create a matrix of output plots from a 'brmsfit' object

parnames: Extract Parameter Names

parse_bf: Parse Formulas of 'brms' Models

plot.brmsfit: Trace and Density Plots for MCMC Samples

posterior_samples: Extract posterior samples

pp_check.brmsfit: Posterior Predictive Checks for 'brmsfit' Objects

predict.brmsfit: Model Predictions of 'brmsfit' Objects

print.brmsfit: Print a summary for a fitted model represented by a 'brmsfit'...

print.brmsprior: Print method for 'brmsprior' objects

prior_samples: Extract prior samples

prior_summary.brmsfit: Extract Priors of a Bayesian Model Fitted with 'brms'

ranef.brmsfit: Extract Group-Level Estimates

residuals.brmsfit: Extract Model Residuals from brmsfit Objects

restructure: Retructure Old 'brmsfit' Objects

set_prior: Prior Definitions for 'brms' Models

stancode: Extract Stan Model Code

standata: Extract Data passed to Stan

stanplot: MCMC Plots Implemented in 'bayesplot'

summary.brmsfit: Create a summary of a fitted model represented by a 'brmsfit'...

update.brmsfit: Update 'brms' models

VarCorr.brmsfit: Extract variance and correlation components

vcov.brmsfit: Covariance and Correlation Matrix of Population-Level Effects

WAIC: Compute the WAIC

Functions

acat Man page
addition-terms Man page
as.data.frame.brmsfit Man page
as.data.frame.brmsVarCorr Man page
as.matrix.brmsfit Man page
as.mcmc Man page
as.mcmc.brmsfit Man page
asym_laplace Man page
bernoulli Man page
Beta Man page
bf Man page
brm Man page
brmdata Man page
brms Man page
brmsfamily Man page
brmsfit Man page
brmsfit-class Man page
brmsformula Man page
brms-package Man page
categorical Man page
coef.brmsfit Man page
compare_ic Man page
cor_ar Man page
cor.ar Man page
cor_arma Man page
cor.arma Man page
cor_arr Man page
cor_brms Man page
cor_brms-class Man page
cor_bsts Man page
cor_bsts-class Man page
cor_fixed Man page
cor_ma Man page
cor.ma Man page
cov_fixed Man page
cratio Man page
cs Man page
cse Man page
cumulative Man page
diagnostic-quantities Man page
epilepsy Man page
exgaussian Man page
exponential Man page
expose_functions Man page
expose_functions.brmsfit Man page
expp1 Man page
fitted.brmsfit Man page
fixef Man page
fixef.brmsfit Man page
frechet Man page
gen_extreme_value Man page
geometric Man page
get_prior Man page
gr Man page
horseshoe Man page
hurdle_gamma Man page
hurdle_lognormal Man page
hurdle_negbinomial Man page
hurdle_poisson Man page
hypothesis Man page
hypothesis.brmsfit Man page
hypothesis.brmsfit Man page
inhaler Man page
inv_logit_scaled Man page
is.brmsfit Man page
is.brmsformula Man page
is.brmsprior Man page
is.brmsterms Man page
is.cor_arma Man page
is.cor_brms Man page
is.cor_bsts Man page
is.cor_fixed Man page
kidney Man page
lasso Man page
launch_shiny Man page
launch_shiny.brmsfit Man page
logit_scaled Man page
log_lik Man page
log_lik.brmsfit Man page
logLik.brmsfit Man page
logm1 Man page
lognormal Man page
log_posterior Man page
log_posterior.brmsfit Man page
loo Man page
LOO Man page
loo.brmsfit Man page
LOO.brmsfit Man page
LOO.brmsfit Man page
make_stancode Man page
make_standata Man page
marginal_effects Man page
marginal_effects.brmsfit Man page
marginal_smooths Man page
marginal_smooths.brmsfit Man page
me Man page
mm Man page
mo Man page
mono Man page
monotonic Man page
neff_ratio Man page
neff_ratio.brmsfit Man page
negbinomial Man page
ngrps Man page
ngrps.brmsfit Man page
ngrps.brmsfit Man page
nsamples Man page
nsamples.brmsfit Man page
nuts_params Man page
nuts_params.brmsfit Man page
pairs.brmsfit Man page
parnames Man page
par.names Man page
par.names.brmsfit Man page
parnames.brmsfit Man page
parse_bf Man page
plot.brmsfit Man page
plot.brmshypothesis Man page
plot.brmsMarginalEffects Man page
posterior_predict Man page
posterior_predict.brmsfit Man page
posterior_samples Man page
posterior.samples Man page
posterior_samples.brmsfit Man page
posterior_samples.brmsfit Man page
posterior.samples.brmsfit Man page
pp_check Man page
pp_check.brmsfit Man page
predict.brmsfit Man page
predictive_error Man page
predictive_error.brmsfit Man page
print.brmsfit Man page
print.brmshypothesis Man page
print.brmsprior Man page
print.brmssummary Man page
prior Man page
prior_ Man page
prior_samples Man page
prior_samples.brmsfit Man page
prior_samples.brmsfit Man page
prior_string Man page
prior_summary Man page
prior_summary.brmsfit Man page
ranef Man page
ranef.brmsfit Man page
residuals.brmsfit Man page
resp_cat Man page
resp_cens Man page
resp_dec Man page
resp_disp Man page
resp_se Man page
resp_trials Man page
resp_trunc Man page
resp_weights Man page
restructure Man page
rhat Man page
rhat.brmsfit Man page
set_prior Man page
sratio Man page
stancode Man page
stancode.brmsfit Man page
standata Man page
standata.brmsfit Man page
stanplot Man page
stanplot.brmsfit Man page
student Man page
summary.brmsfit Man page
update.brmsfit Man page
VarCorr Man page
VarCorr.brmsfit Man page
vcov.brmsfit Man page
von_mises Man page
waic Man page
WAIC Man page
waic.brmsfit Man page
WAIC.brmsfit Man page
WAIC.brmsfit Man page
weibull Man page
wiener Man page
zero_inflated_beta Man page
zero_inflated_binomial Man page
zero_inflated_negbinomial Man page
zero_inflated_poisson Man page

Files

brms
brms/inst
brms/inst/CITATION
brms/inst/NEWS.Rd
brms/inst/doc
brms/inst/doc/brms_phylogenetics.html
brms/inst/doc/brms_distreg.Rmd
brms/inst/doc/brms_nonlinear.R
brms/inst/doc/brms_monotonic.Rmd
brms/inst/doc/brms_phylogenetics.Rmd
brms/inst/doc/brms_overview.ltx
brms/inst/doc/brms_monotonic.html
brms/inst/doc/brms_families.Rmd
brms/inst/doc/brms_phylogenetics.R
brms/inst/doc/brms_monotonic.R
brms/inst/doc/brms_multilevel.pdf
brms/inst/doc/brms_families.html
brms/inst/doc/brms_nonlinear.html
brms/inst/doc/brms_overview.pdf
brms/inst/doc/brms_multilevel.ltx
brms/inst/doc/brms_distreg.R
brms/inst/doc/brms_distreg.html
brms/inst/doc/brms_nonlinear.Rmd
brms/inst/chunks
brms/inst/chunks/fun_cauchit.stan
brms/inst/chunks/fun_hurdle_lognormal.stan
brms/inst/chunks/fun_asym_laplace.stan
brms/inst/chunks/fun_cloglog.stan
brms/inst/chunks/data_arma.stan
brms/inst/chunks/fun_cov_matrix_ar1.stan
brms/inst/chunks/fun_horseshoe.stan
brms/inst/chunks/tdataD_inv_gaussian.stan
brms/inst/chunks/fun_scale_xi.stan
brms/inst/chunks/fun_logm1.stan
brms/inst/chunks/fun_zero_inflated_beta.stan
brms/inst/chunks/fun_zero_inflated_binomial.stan
brms/inst/chunks/fun_zero_inflated_poisson.stan
brms/inst/chunks/data_mv.stan
brms/inst/chunks/fun_monotonic.stan
brms/inst/chunks/fun_exgaussian.stan
brms/inst/chunks/fun_kronecker.stan
brms/inst/chunks/fun_gen_extreme_value.stan
brms/inst/chunks/fun_normal_cov.stan
brms/inst/chunks/tdataD_sparse_X.stan
brms/inst/chunks/fun_von_mises.stan
brms/inst/chunks/fun_student_t_cov.stan
brms/inst/chunks/fun_inv_gaussian.stan
brms/inst/chunks/fun_cov_matrix_ma1.stan
brms/inst/chunks/fun_hurdle_negbinomial.stan
brms/inst/chunks/data_arma_cov.stan
brms/inst/chunks/fun_hurdle_poisson.stan
brms/inst/chunks/fun_tan_half.stan
brms/inst/chunks/fun_hurdle_gamma.stan
brms/inst/chunks/fun_wiener_diffusion.stan
brms/inst/chunks/tdataC_sparse_X.stan
brms/inst/chunks/fun_cov_matrix_arma1.stan
brms/inst/chunks/fun_zero_inflated_negbinomial.stan
brms/inst/chunks/fun_as_matrix.stan
brms/inst/chunks/tdataC_inv_gaussian.stan
brms/tests
brms/tests/testthat.R
brms/tests/testthat
brms/tests/testthat/tests.stan_functions.R
brms/tests/testthat/tests.rename.R
brms/tests/testthat/tests.make_standata.R
brms/tests/testthat/tests.misc.R
brms/tests/testthat/tests.predict.R
brms/tests/testthat/tests.brm.R
brms/tests/testthat/tests.brmsfit-methods.R
brms/tests/testthat/tests.validate.R
brms/tests/testthat/tests.brmsformula.R
brms/tests/testthat/tests.families.R
brms/tests/testthat/tests.fitted.R
brms/tests/testthat/tests.data-helpers.R
brms/tests/testthat/tests.loglik.R
brms/tests/testthat/tests.priors.R
brms/tests/testthat/tests.brmsfit-helpers.R
brms/tests/testthat/tests.make_stancode.R
brms/tests/testthat/tests.distributions.R
brms/tests/testthat/tests.plots.R
brms/NAMESPACE
brms/data
brms/data/epilepsy.rda
brms/data/inhaler.rda
brms/data/kidney.rda
brms/R
brms/R/misc-methods.R brms/R/extract_draws.R brms/R/brmsfit-methods.R brms/R/stan-likelihood.R brms/R/correlations.R brms/R/stan-predictor.R brms/R/linear_predictor.R brms/R/make_stancode.R brms/R/priors.R brms/R/brmsformula.R brms/R/stan-helpers.R brms/R/predict.R
brms/R/sysdata.rda
brms/R/families.R brms/R/generics.R brms/R/fitted.R brms/R/brmsfit-helpers.R brms/R/loglik.R brms/R/plots.R brms/R/distributions.R brms/R/brm.R brms/R/make_standata.R brms/R/data-helpers.R brms/R/rename.R brms/R/data-predictor.R brms/R/formula-helpers.R brms/R/lsp.R brms/R/misc.R brms/R/validate.R brms/R/datasets.R brms/R/zzz.R
brms/vignettes
brms/vignettes/brms_distreg.Rmd
brms/vignettes/inhaler_plot.pdf
brms/vignettes/brms_monotonic.Rmd
brms/vignettes/kidney_marginal_effects.pdf
brms/vignettes/ppc_mm1.pdf
brms/vignettes/brms_phylogenetics.Rmd
brms/vignettes/brms_overview.ltx
brms/vignettes/brms_families.Rmd
brms/vignettes/me_loss1.pdf
brms/vignettes/brms_multilevel.ltx
brms/vignettes/flowchart.pdf
brms/vignettes/children
brms/vignettes/children/SETTINGS-knitr.txt
brms/vignettes/me_loss3_year.pdf
brms/vignettes/me_loss1_year.pdf
brms/vignettes/me_zinb1.pdf
brms/vignettes/kidney_plot.pdf
brms/vignettes/brms_nonlinear.Rmd
brms/vignettes/citations.bib
brms/README.md
brms/MD5
brms/build
brms/build/vignette.rds
brms/DESCRIPTION
brms/man
brms/man/nsamples.Rd brms/man/plot.brmsfit.Rd brms/man/me.Rd brms/man/cs.Rd brms/man/is.brmsformula.Rd brms/man/diagnostic-quantities.Rd brms/man/ngrps.Rd brms/man/LOO.Rd brms/man/set_prior.Rd brms/man/marginal_effects.Rd brms/man/make_standata.Rd brms/man/cor_fixed.Rd brms/man/expose_functions.Rd brms/man/is.brmsterms.Rd brms/man/summary.brmsfit.Rd brms/man/brmsfamily.Rd brms/man/update.brmsfit.Rd brms/man/fixef.brmsfit.Rd brms/man/is.cor_brms.Rd brms/man/brmsformula.Rd brms/man/parnames.Rd brms/man/is.brmsfit.Rd brms/man/stancode.Rd brms/man/is.brmsprior.Rd brms/man/epilepsy.Rd brms/man/inv_logit_scaled.Rd brms/man/compare_ic.Rd brms/man/brm.Rd brms/man/lasso.Rd brms/man/prior_samples.Rd brms/man/pp_check.brmsfit.Rd brms/man/cor_bsts.Rd brms/man/hypothesis.Rd brms/man/as.mcmc.brmsfit.Rd brms/man/vcov.brmsfit.Rd brms/man/coef.brmsfit.Rd brms/man/cor_brms.Rd brms/man/predict.brmsfit.Rd brms/man/WAIC.Rd brms/man/launch_shiny.Rd brms/man/VarCorr.brmsfit.Rd brms/man/ranef.brmsfit.Rd brms/man/stanplot.Rd brms/man/mo.Rd brms/man/cor_ar.Rd brms/man/print.brmsfit.Rd brms/man/marginal_smooths.Rd brms/man/prior_summary.brmsfit.Rd brms/man/cor_ma.Rd brms/man/print.brmsprior.Rd brms/man/brms-package.Rd brms/man/log_lik.brmsfit.Rd brms/man/logm1.Rd brms/man/gr.Rd brms/man/kidney.Rd brms/man/restructure.Rd brms/man/make_stancode.Rd brms/man/cor_arma.Rd brms/man/mm.Rd brms/man/brmsfit-class.Rd brms/man/pairs.brmsfit.Rd brms/man/logit_scaled.Rd brms/man/standata.Rd brms/man/addition-terms.Rd brms/man/expp1.Rd brms/man/inhaler.Rd brms/man/horseshoe.Rd brms/man/cor_arr.Rd brms/man/fitted.brmsfit.Rd brms/man/residuals.brmsfit.Rd brms/man/get_prior.Rd brms/man/parse_bf.Rd brms/man/posterior_samples.Rd

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