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

View source: R/brmsformula.R

brmsformulaR Documentation

Set up a model formula for use in brms


Set up a model formula for use in the brms package allowing to define (potentially non-linear) additive multilevel models for all parameters of the assumed response distribution.


  flist = NULL,
  family = NULL,
  autocor = NULL,
  nl = NULL,
  loop = NULL,
  center = NULL,
  cmc = NULL,
  sparse = NULL,
  decomp = NULL,
  unused = NULL



An object of class formula (or one that can be coerced to that class): a symbolic description of the model to be fitted. The details of model specification are given in 'Details'.


Additional formula objects to specify predictors of non-linear and distributional parameters. Formulas can either be named directly or contain names on their left-hand side. Alternatively, it is possible to fix parameters to certain values by passing numbers or character strings in which case arguments have to be named to provide the parameter names. See 'Details' for more information.


Optional list of formulas, which are treated in the same way as formulas passed via the ... argument.


Same argument as in brm. If family is specified in brmsformula, it will overwrite the value specified in other functions.


An optional formula which contains autocorrelation terms as described in autocor-terms or alternatively a cor_brms object (deprecated). If autocor is specified in brmsformula, it will overwrite the value specified in other functions.


Logical; Indicates whether formula should be treated as specifying a non-linear model. By default, formula is treated as an ordinary linear model formula.


Logical; Only used in non-linear models. Indicates if the computation of the non-linear formula should be done inside (TRUE) or outside (FALSE) a loop over observations. Defaults to TRUE.


Logical; Indicates if the population-level design matrix should be centered, which usually increases sampling efficiency. See the 'Details' section for more information. Defaults to TRUE for distributional parameters and to FALSE for non-linear parameters.


Logical; Indicates whether automatic cell-mean coding should be enabled when removing the intercept by adding 0 to the right-hand of model formulas. Defaults to TRUE to mirror the behavior of standard R formula parsing.


Logical; indicates whether the population-level design matrices should be treated as sparse (defaults to FALSE). For design matrices with many zeros, this can considerably reduce required memory. Sampling speed is currently not improved or even slightly decreased.


Optional name of the decomposition used for the population-level design matrix. Defaults to NULL that is no decomposition. Other options currently available are "QR" for the QR decomposition that helps in fitting models with highly correlated predictors.


An optional formula which contains variables that are unused in the model but should still be stored in the model's data frame. This can be useful, for example, if those variables are required for post-processing the model.


General formula structure

The formula argument accepts formulas of the following syntax:

response | aterms ~ pterms + (gterms | group)

The pterms part contains effects that are assumed to be the same across observations. We call them 'population-level' or 'overall' effects, or (adopting frequentist vocabulary) 'fixed' effects. The optional gterms part may contain effects that are assumed to vary across grouping variables specified in group. We call them 'group-level' or 'varying' effects, or (adopting frequentist vocabulary) 'random' effects, although the latter name is misleading in a Bayesian context. For more details type vignette("brms_overview") and vignette("brms_multilevel").

Group-level terms

Multiple grouping factors each with multiple group-level effects are possible. (Of course we can also run models without any group-level effects.) Instead of | you may use || in grouping terms to prevent correlations from being modeled. Equivalently, the cor argument of the gr function can be used for this purpose, for example, (1 + x || g) is equivalent to (1 + x | gr(g, cor = FALSE)).

It is also possible to model different group-level terms of the same grouping factor as correlated (even across different formulas, e.g., in non-linear models) by using |<ID>| instead of |. All group-level terms sharing the same ID will be modeled as correlated. If, for instance, one specifies the terms (1+x|i|g) and (1+z|i|g) somewhere in the formulas passed to brmsformula, correlations between the corresponding group-level effects will be estimated. In the above example, i is not a variable in the data but just a symbol to indicate correlations between multiple group-level terms. Equivalently, the id argument of the gr function can be used as well, for example, (1 + x | gr(g, id = "i")).

If levels of the grouping factor belong to different sub-populations, it may be reasonable to assume a different covariance matrix for each of the sub-populations. For instance, the variation within the treatment group and within the control group in a randomized control trial might differ. Suppose that y is the outcome, and x is the factor indicating the treatment and control group. Then, we could estimate different hyper-parameters of the varying effects (in this case a varying intercept) for treatment and control group via y ~ x + (1 | gr(subject, by = x)).

You can specify multi-membership terms using the mm function. For instance, a multi-membership term with two members could be (1 | mm(g1, g2)), where g1 and g2 specify the first and second member, respectively. Moreover, if a covariate x varies across the levels of the grouping-factors g1 and g2, we can save the respective covariate values in the variables x1 and x2 and then model the varying effect as (1 + mmc(x1, x2) | mm(g1, g2)).

Special predictor terms

Flexible non-linear smooth terms can modeled using the s and t2 functions in the pterms part of the model formula. This allows to fit generalized additive mixed models (GAMMs) with brms. The implementation is similar to that used in the gamm4 package. For more details on this model class see gam and gamm.

Gaussian process terms can be fitted using the gp function in the pterms part of the model formula. Similar to smooth terms, Gaussian processes can be used to model complex non-linear relationships, for instance temporal or spatial autocorrelation. However, they are computationally demanding and are thus not recommended for very large datasets or approximations need to be used.

The pterms and gterms parts may contain four non-standard effect types namely monotonic, measurement error, missing value, and category specific effects, which can be specified using terms of the form mo(predictor), me(predictor, sd_predictor), mi(predictor), and cs(<predictors>), respectively. Category specific effects can only be estimated in ordinal models and are explained in more detail in the package's main vignette (type vignette("brms_overview")). The other three effect types are explained in the following.

A monotonic predictor must either be integer valued or an ordered factor, which is the first difference to an ordinary continuous predictor. More importantly, predictor categories (or integers) are not assumed to be equidistant with respect to their effect on the response variable. Instead, the distance between adjacent predictor categories (or integers) is estimated from the data and may vary across categories. This is realized by parameterizing as follows: One parameter takes care of the direction and size of the effect similar to an ordinary regression parameter, while an additional parameter vector estimates the normalized distances between consecutive predictor categories. A main application of monotonic effects are ordinal predictors that can this way be modeled without (falsely) treating them as continuous or as unordered categorical predictors. For more details and examples see vignette("brms_monotonic").

Quite often, predictors are measured and as such naturally contain measurement error. Although most researchers are well aware of this problem, measurement error in predictors is ignored in most regression analyses, possibly because only few packages allow for modeling it. Notably, measurement error can be handled in structural equation models, but many more general regression models (such as those featured by brms) cannot be transferred to the SEM framework. In brms, effects of noise-free predictors can be modeled using the me (for 'measurement error') function. If, say, y is the response variable and x is a measured predictor with known measurement error sdx, we can simply include it on the right-hand side of the model formula via y ~ me(x, sdx). This can easily be extended to more general formulas. If x2 is another measured predictor with corresponding error sdx2 and z is a predictor without error (e.g., an experimental setting), we can model all main effects and interactions of the three predictors in the well known manner: y ~ me(x, sdx) * me(x2, sdx2) * z. The me function is soft deprecated in favor of the more flexible and consistent mi function (see below).

When a variable contains missing values, the corresponding rows will be excluded from the data by default (row-wise exclusion). However, quite often we want to keep these rows and instead estimate the missing values. There are two approaches for this: (a) Impute missing values before the model fitting for instance via multiple imputation (see brm_multiple for a way to handle multiple imputed datasets). (b) Impute missing values on the fly during model fitting. The latter approach is explained in the following. Using a variable with missing values as predictors requires two things, First, we need to specify that the predictor contains missings that should to be imputed. If, say, y is the primary response, x is a predictor with missings and z is a predictor without missings, we go for y ~ mi(x) + z. Second, we need to model x as an additional response with corresponding predictors and the addition term mi(). In our example, we could write x | mi() ~ z. Measurement error may be included via the sdy argument, say, x | mi(sdy = se) ~ z. See mi for examples with real data.

Autocorrelation terms

Autocorrelation terms can be directly specified inside the pterms part as well. Details can be found in autocor-terms.

Additional response information

Another special of the brms formula syntax is the optional aterms part, which may contain multiple terms of the form fun(<variable>) separated by + each providing special information on the response variable. fun can be replaced with either se, weights, subset, cens, trunc, trials, cat, dec, rate, vreal, or vint. Their meanings are explained below (see also addition-terms).

For families gaussian, student and skew_normal, it is possible to specify standard errors of the observations, thus allowing to perform meta-analysis. Suppose that the variable yi contains the effect sizes from the studies and sei the corresponding standard errors. Then, fixed and random effects meta-analyses can be conducted using the formulas yi | se(sei) ~ 1 and yi | se(sei) ~ 1 + (1|study), respectively, where study is a variable uniquely identifying every study. If desired, meta-regression can be performed via yi | se(sei) ~ 1 + mod1 + mod2 + (1|study) or
yi | se(sei) ~ 1 + mod1 + mod2 + (1 + mod1 + mod2|study), where mod1 and mod2 represent moderator variables. By default, the standard errors replace the parameter sigma. To model sigma in addition to the known standard errors, set argument sigma in function se to TRUE, for instance, yi | se(sei, sigma = TRUE) ~ 1.

For all families, weighted regression may be performed using weights in the aterms part. Internally, this is implemented by multiplying the log-posterior values of each observation by their corresponding weights. Suppose that variable wei contains the weights and that yi is the response variable. Then, formula yi | weights(wei) ~ predictors implements a weighted regression.

For multivariate models, subset may be used in the aterms part, to use different subsets of the data in different univariate models. For instance, if sub is a logical variable and y is the response of one of the univariate models, we may write y | subset(sub) ~ predictors so that y is predicted only for those observations for which sub evaluates to TRUE.

For log-linear models such as poisson models, rate may be used in the aterms part to specify the denominator of a response that is expressed as a rate. The numerator is given by the actual response variable and has a distribution according to the family as usual. Using rate(denom) is equivalent to adding offset(log(denom)) to the linear predictor of the main parameter but the former is arguably more convenient and explicit.

With the exception of categorical and ordinal families, left, right, and interval censoring can be modeled through y | cens(censored) ~ predictors. The censoring variable (named censored in this example) should contain the values 'left', 'none', 'right', and 'interval' (or equivalently -1, 0, 1, and 2) to indicate that the corresponding observation is left censored, not censored, right censored, or interval censored. For interval censored data, a second variable (let's call it y2) has to be passed to cens. In this case, the formula has the structure y | cens(censored, y2) ~ predictors. While the lower bounds are given in y, the upper bounds are given in y2 for interval censored data. Intervals are assumed to be open on the left and closed on the right: (y, y2].

With the exception of categorical and ordinal families, the response distribution can be truncated using the trunc function in the addition part. If the response variable is truncated between, say, 0 and 100, we can specify this via yi | trunc(lb = 0, ub = 100) ~ predictors. Instead of numbers, variables in the data set can also be passed allowing for varying truncation points across observations. Defining only one of the two arguments in trunc leads to one-sided truncation.

For all continuous families, missing values in the responses can be imputed within Stan by using the addition term mi. This is mostly useful in combination with mi predictor terms as explained above under 'Special predictor terms'.

For families binomial and zero_inflated_binomial, addition should contain a variable indicating the number of trials underlying each observation. In lme4 syntax, we may write for instance cbind(success, n - success), which is equivalent to success | trials(n) in brms syntax. If the number of trials is constant across all observations, say 10, we may also write success | trials(10). Please note that the cbind() syntax will not work in brms in the expected way because this syntax is reserved for other purposes.

For all ordinal families, aterms may contain a term thres(number) to specify the number thresholds (e.g, thres(6)), which should be equal to the total number of response categories - 1. If not given, the number of thresholds is calculated from the data. If different threshold vectors should be used for different subsets of the data, the gr argument can be used to provide the grouping variable (e.g, thres(6, gr = item), if item is the grouping variable). In this case, the number of thresholds can also be a variable in the data with different values per group.

A deprecated quasi alias of thres() is cat() with which the total number of response categories (i.e., number of thresholds + 1) can be specified.

In Wiener diffusion models (family wiener) the addition term dec is mandatory to specify the (vector of) binary decisions corresponding to the reaction times. Non-zero values will be treated as a response on the upper boundary of the diffusion process and zeros will be treated as a response on the lower boundary. Alternatively, the variable passed to dec might also be a character vector consisting of 'lower' and 'upper'.

All families support the index addition term to uniquely identify each observation of the corresponding response variable. Currently, index is primarily useful in combination with the subset addition and mi terms.

For custom families, it is possible to pass an arbitrary number of real and integer vectors via the addition terms vreal and vint, respectively. An example is provided in vignette('brms_customfamilies'). To pass multiple vectors of the same data type, provide them separated by commas inside a single vreal or vint statement.

Multiple addition terms of different types may be specified at the same time using the + operator. For example, the formula formula = yi | se(sei) + cens(censored) ~ 1 implies a censored meta-analytic model.

The addition argument disp (short for dispersion) has been removed in version 2.0. You may instead use the distributional regression approach by specifying sigma ~ 1 + offset(log(xdisp)) or shape ~ 1 + offset(log(xdisp)), where xdisp is the variable being previously passed to disp.

Parameterization of the population-level intercept

By default, the population-level intercept (if incorporated) is estimated separately and not as part of population-level parameter vector b As a result, priors on the intercept also have to be specified separately. Furthermore, to increase sampling efficiency, the population-level design matrix X is centered around its column means X_means if the intercept is incorporated. This leads to a temporary bias in the intercept equal to <X_means, b>, where <,> is the scalar product. The bias is corrected after fitting the model, but be aware that you are effectively defining a prior on the intercept of the centered design matrix not on the real intercept. You can turn off this special handling of the intercept by setting argument center to FALSE. For more details on setting priors on population-level intercepts, see set_prior.

This behavior can be avoided by using the reserved (and internally generated) variable Intercept. Instead of y ~ x, you may write y ~ 0 + Intercept + x. This way, priors can be defined on the real intercept, directly. In addition, the intercept is just treated as an ordinary population-level effect and thus priors defined on b will also apply to it. Note that this parameterization may be less efficient than the default parameterization discussed above.

Formula syntax for non-linear models

In brms, it is possible to specify non-linear models of arbitrary complexity. The non-linear model can just be specified within the formula argument. Suppose, that we want to predict the response y through the predictor x, where x is linked to y through y = alpha - beta * lambda^x, with parameters alpha, beta, and lambda. This is certainly a non-linear model being defined via formula = y ~ alpha - beta * lambda^x (addition arguments can be added in the same way as for ordinary formulas). To tell brms that this is a non-linear model, we set argument nl to TRUE. Now we have to specify a model for each of the non-linear parameters. Let's say we just want to estimate those three parameters with no further covariates or random effects. Then we can pass alpha + beta + lambda ~ 1 or equivalently (and more flexible) alpha ~ 1, beta ~ 1, lambda ~ 1 to the ... argument. This can, of course, be extended. If we have another predictor z and observations nested within the grouping factor g, we may write for instance alpha ~ 1, beta ~ 1 + z + (1|g), lambda ~ 1. The formula syntax described above applies here as well. In this example, we are using z and g only for the prediction of beta, but we might also use them for the other non-linear parameters (provided that the resulting model is still scientifically reasonable).

By default, non-linear covariates are treated as real vectors in Stan. However, if the data of the covariates is of type 'integer' in R (which can be enforced by the 'as.integer' function), the Stan type will be changed to an integer array. That way, covariates can also be used for indexing purposes in Stan.

Non-linear models may not be uniquely identified and / or show bad convergence. For this reason it is mandatory to specify priors on the non-linear parameters. For instructions on how to do that, see set_prior. For some examples of non-linear models, see vignette("brms_nonlinear").

Formula syntax for predicting distributional parameters

It is also possible to predict parameters of the response distribution such as the residual standard deviation sigma in gaussian models or the hurdle probability hu in hurdle models. The syntax closely resembles that of a non-linear parameter, for instance sigma ~ x + s(z) + (1+x|g). For some examples of distributional models, see vignette("brms_distreg").

Parameter mu exists for every family and can be used as an alternative to specifying terms in formula. If both mu and formula are given, the right-hand side of formula is ignored. Accordingly, specifying terms on the right-hand side of both formula and mu at the same time is deprecated. In future versions, formula might be updated by mu.

The following are distributional parameters of specific families (all other parameters are treated as non-linear parameters): sigma (residual standard deviation or scale of the gaussian, student, skew_normal, lognormal exgaussian, and asym_laplace families); shape (shape parameter of the Gamma, weibull, negbinomial, and related zero-inflated / hurdle families); nu (degrees of freedom parameter of the student and frechet families); phi (precision parameter of the beta and zero_inflated_beta families); kappa (precision parameter of the von_mises family); beta (mean parameter of the exponential component of the exgaussian family); quantile (quantile parameter of the asym_laplace family); zi (zero-inflation probability); hu (hurdle probability); zoi (zero-one-inflation probability); coi (conditional one-inflation probability); disc (discrimination) for ordinal models; bs, ndt, and bias (boundary separation, non-decision time, and initial bias of the wiener diffusion model). By default, distributional parameters are modeled on the log scale if they can be positive only or on the logit scale if the can only be within the unit interval.

Alternatively, one may fix distributional parameters to certain values. However, this is mainly useful when models become too complicated and otherwise have convergence issues. We thus suggest to be generally careful when making use of this option. The quantile parameter of the asym_laplace distribution is a good example where it is useful. By fixing quantile, one can perform quantile regression for the specified quantile. For instance, quantile = 0.25 allows predicting the 25%-quantile. Furthermore, the bias parameter in drift-diffusion models, is assumed to be 0.5 (i.e. no bias) in many applications. To achieve this, simply write bias = 0.5. Other possible applications are the Cauchy distribution as a special case of the Student-t distribution with nu = 1, or the geometric distribution as a special case of the negative binomial distribution with shape = 1. Furthermore, the parameter disc ('discrimination') in ordinal models is fixed to 1 by default and not estimated, but may be modeled as any other distributional parameter if desired (see examples). For reasons of identification, 'disc' can only be positive, which is achieved by applying the log-link.

In categorical models, distributional parameters do not have fixed names. Instead, they are named after the response categories (excluding the first one, which serves as the reference category), with the prefix 'mu'. If, for instance, categories are named cat1, cat2, and cat3, the distributional parameters will be named mucat2 and mucat3.

Some distributional parameters currently supported by brmsformula have to be positive (a negative standard deviation or precision parameter does not make any sense) or are bounded between 0 and 1 (for zero-inflated / hurdle probabilities, quantiles, or the initial bias parameter of drift-diffusion models). However, linear predictors can be positive or negative, and thus the log link (for positive parameters) or logit link (for probability parameters) are used by default to ensure that distributional parameters are within their valid intervals. This implies that, by default, effects for such distributional parameters are estimated on the log / logit scale and one has to apply the inverse link function to get to the effects on the original scale. Alternatively, it is possible to use the identity link to predict parameters on their original scale, directly. However, this is much more likely to lead to problems in the model fitting, if the parameter actually has a restricted range.

See also brmsfamily for an overview of valid link functions.

Formula syntax for mixture models

The specification of mixture models closely resembles that of non-mixture models. If not specified otherwise (see below), all mean parameters of the mixture components are predicted using the right-hand side of formula. All types of predictor terms allowed in non-mixture models are allowed in mixture models as well.

Distributional parameters of mixture distributions have the same name as those of the corresponding ordinary distributions, but with a number at the end to indicate the mixture component. For instance, if you use family mixture(gaussian, gaussian), the distributional parameters are sigma1 and sigma2. Distributional parameters of the same class can be fixed to the same value. For the above example, we could write sigma2 = "sigma1" to make sure that both components have the same residual standard deviation, which is in turn estimated from the data.

In addition, there are two types of special distributional parameters. The first are named mu<ID>, that allow for modeling different predictors for the mean parameters of different mixture components. For instance, if you want to predict the mean of the first component using predictor x and the mean of the second component using predictor z, you can write mu1 ~ x as well as mu2 ~ z. The second are named theta<ID>, which constitute the mixing proportions. If the mixing proportions are fixed to certain values, they are internally normalized to form a probability vector. If one seeks to predict the mixing proportions, all but one of the them has to be predicted, while the remaining one is used as the reference category to identify the model. The so-called 'softmax' transformation is applied on the linear predictor terms to form a probability vector.

For more information on mixture models, see the documentation of mixture.

Formula syntax for multivariate models

Multivariate models may be specified using mvbind notation or with help of the mvbf function. Suppose that y1 and y2 are response variables and x is a predictor. Then mvbind(y1, y2) ~ x specifies a multivariate model. The effects of all terms specified at the RHS of the formula are assumed to vary across response variables. For instance, two parameters will be estimated for x, one for the effect on y1 and another for the effect on y2. This is also true for group-level effects. When writing, for instance, mvbind(y1, y2) ~ x + (1+x|g), group-level effects will be estimated separately for each response. To model these effects as correlated across responses, use the ID syntax (see above). For the present example, this would look as follows: mvbind(y1, y2) ~ x + (1+x|2|g). Of course, you could also use any value other than 2 as ID.

It is also possible to specify different formulas for different responses. If, for instance, y1 should be predicted by x and y2 should be predicted by z, we could write mvbf(y1 ~ x, y2 ~ z). Alternatively, multiple brmsformula objects can be added to specify a joint multivariate model (see 'Examples').


An object of class brmsformula, which is essentially a list containing all model formulas as well as some additional information.

See Also

mvbrmsformula, brmsformula-helpers


# multilevel model with smoothing terms
brmsformula(y ~ x1*x2 + s(z) + (1+x1|1) + (1|g2))

# additionally predict 'sigma'
brmsformula(y ~ x1*x2 + s(z) + (1+x1|1) + (1|g2),
            sigma ~ x1 + (1|g2))

# use the shorter alias 'bf'
(formula1 <- brmsformula(y ~ x + (x|g)))
(formula2 <- bf(y ~ x + (x|g)))
# will be TRUE
identical(formula1, formula2)

# incorporate censoring
bf(y | cens(censor_variable) ~ predictors)

# define a simple non-linear model
bf(y ~ a1 - a2^x, a1 + a2 ~ 1, nl = TRUE)

# predict a1 and a2 differently
bf(y ~ a1 - a2^x, a1 ~ 1, a2 ~ x + (x|g), nl = TRUE)

# correlated group-level effects across parameters
bf(y ~ a1 - a2^x, a1 ~ 1 + (1 |2| g), a2 ~ x + (x |2| g), nl = TRUE)
# alternative but equivalent way to specify the above model
bf(y ~ a1 - a2^x, a1 ~ 1 + (1 | gr(g, id = 2)),
   a2 ~ x + (x | gr(g, id = 2)), nl = TRUE)

# define a multivariate model
bf(mvbind(y1, y2) ~ x * z + (1|g))

# define a zero-inflated model
# also predicting the zero-inflation part
bf(y ~ x * z + (1+x|ID1|g), zi ~ x + (1|ID1|g))

# specify a predictor as monotonic
bf(y ~ mo(x) + more_predictors)

# for ordinal models only
# specify a predictor as category specific
bf(y ~ cs(x) + more_predictors)
# add a category specific group-level intercept
bf(y ~ cs(x) + (cs(1)|g))
# specify parameter 'disc'
bf(y ~ person + item, disc ~ item)

# specify variables containing measurement error
bf(y ~ me(x, sdx))

# specify predictors on all parameters of the wiener diffusion model
# the main formula models the drift rate 'delta'
bf(rt | dec(decision) ~ x, bs ~ x, ndt ~ x, bias ~ x)

# fix the bias parameter to 0.5
bf(rt | dec(decision) ~ x, bias = 0.5)

# specify different predictors for different mixture components
mix <- mixture(gaussian, gaussian)
bf(y ~ 1, mu1 ~ x, mu2 ~ z, family = mix)

# fix both residual standard deviations to the same value
bf(y ~ x, sigma2 = "sigma1", family = mix)

# use the '+' operator to specify models
bf(y ~ 1) +
  nlf(sigma ~ a * exp(b * x), a ~ x) +
  lf(b ~ z + (1|g), dpar = "sigma") +

# specify a multivariate model using the '+' operator
bf(y1 ~ x + (1|g)) +
  gaussian() + cor_ar(~1|g) +
  bf(y2 ~ z) + poisson()

# specify correlated residuals of a gaussian and a poisson model
form1 <- bf(y1 ~ 1 + x + (1|c|obs), sigma = 1) + gaussian()
form2 <- bf(y2 ~ 1 + x + (1|c|obs)) + poisson()

# model missing values in predictors
bf(bmi ~ age * mi(chl)) +
  bf(chl | mi() ~ age) +

# model sigma as a function of the mean
bf(y ~ eta, nl = TRUE) +
  lf(eta ~ 1 + x) +
  nlf(sigma ~ tau * sqrt(eta)) +
  lf(tau ~ 1)

brms documentation built on May 29, 2024, 6:35 a.m.