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brms 0.9.0

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@paul-buerkner paul-buerkner released this 24 Apr 08:22
· 4145 commits to master since this release

new features

  • Add support for monotonic effects
    allowing to use ordinal predictors without
    assuming their categories to be equidistant.
  • Apply multivariate formula syntax in categorical
    models to considerably increase modeling flexibility.
  • Add the addition argument disp to define
    multiplicative factors on dispersion parameters.
    For linear models, disp applies to the residual
    standard deviation sigma so that it can be
    used to weight observations.
  • Treat the fixed effects design matrix as sparse
    by using the sparse argument of brm.
    This can considerably reduce working memory
    requirements if the predictors contain many zeros.
  • Add the cor_fixed correlation structure to
    allow for fixed user-defined covariance matrices of the
    response variable.
  • Allow to pass self-defined Stan functions
    via argument stan_funs of brm.
  • Add the expose_functions method allowing to
    expose self-defined Stan functions in R.
  • Extend the functionality of the update
    method to allow all model parts to be updated.
  • Center the fixed effects design matrix also
    in multivariate models. This may lead to increased
    sampling speed in models with many predictors.

other changes

  • Refactor Stan code and data generating
    functions to be more consistent and easier to extent.
  • Improve checks of user-define prior specifications.
  • Warn about models that have not converged.
  • Make sure that regression curves computed by
    the marginal_effects method are always smooth.
  • Allow to define category specific effects in
    ordinal models directly within the formula
    argument.

bug fixes

  • Fix problems in the generated Stan code
    when using very long non-linear model formulas
    thanks to Emmanuel Charpentier.
  • Fix a bug that prohibited to change priors
    on single standard deviation parameters
    in non-linear models thanks to Emmanuel Charpentier.
  • Fix a bug that prohibited to use nested
    grouping factors in non-linear models thanks to
    Tom Wallis.
  • Fix a bug in the linear predictor computation
    within R, occuring for ordinal models
    with multiple category specific effects. This
    could lead to incorrect outputs of predict,
    fitted, and logLik for these models.
  • Make sure that the global "contrasts" option
    is not used when post-processing a model.