brms2.21.0 package

(Deprecated) ARMA(p,q) correlation structure

(Defunct) ARR correlation structure

(Deprecated) Correlation structure classes for the brms package

(Defunct) Basic Bayesian Structural Time Series

Compare Information Criteria of Different Models

Display Conditional Effects of Predictors

Display Smooth Terms

Constant priors in brms

Extract Control Parameters of the NUTS Sampler

Add model fit criteria to model objects

Add model fit criteria to model objects

Add compiled rstan models to brmsfit objects

Additional Response Information

Set up AR(p) correlation structures

Set up ARMA(p,q) correlation structures

Transform into a brmsprior object

(Deprecated) AR(p) correlation structure

Extract Posterior Draws

(Deprecated) Extract posterior samples for use with the coda package

The Asymmetric Laplace Distribution

Autocorrelation structures

(Deprecated) Extract Autocorrelation Objects

Bayes Factors from Marginal Likelihoods

Compute a Bayesian version of R-squared for regression models

The Beta-binomial Distribution

Log Marginal Likelihood via Bridge Sampling

Fit Bayesian Generalized (Non-)Linear Multivariate Multilevel Models

Run the same brms model on multiple datasets

Bayesian Regression Models using 'Stan'

Special Family Functions for brms Models

Class brmsfit of models fitted with the brms package

Check if cached fit can be used.

Linear and Non-linear formulas in brms

Set up a model formula for use in brms

Descriptions of brmshypothesis Objects

Parse Formulas of brms Models

Spatial conditional autoregressive (CAR) structures

Extract Model Coefficients

Combine Models fitted with brms

(Deprecated) Spatial conditional autoregressive (CAR) structures

(Deprecated) Compound Symmetry (COSY) Correlation Structure

(Deprecated) Fixed user-defined covariance matrices

(Deprecated) MA(q) correlation structure

(Deprecated) Spatial simultaneous autoregressive (SAR) structures

Set up COSY correlation structures

Category Specific Predictors in brms Models

Custom Families in brms Models

Prepare Predictor Data

Prepare Response Data

Default Priors for brms Models

Default priors for Bayesian models

Compute Density Ratios

Extract Diagnostic Quantities of brms Models

The Dirichlet Distribution

Execute a Function Call

Transform brmsfit to draws objects

Index brmsfit objects

Support Functions for emmeans

The Exponentially Modified Gaussian Distribution

Expose user-defined Stan functions

Exponential function plus one.

Extract Model Family Objects

Fixed residual correlation (FCOR) structures

Expected Values of the Posterior Predictive Distribution

Extract Population-Level Estimates

The Frechet Distribution

The Generalized Extreme Value Distribution

Draws of a Distributional Parameter

Projection Predictive Variable Selection: Get Reference Model

Extract response values

Set up Gaussian process terms in brms

Set up basic grouping terms in brms

Regularized horseshoe priors in brms

Hurdle Distributions

Non-Linear Hypothesis Testing

Scaled inverse logit-link

The Inverse Gaussian Distribution

Checks if argument is a brmsfit object

Checks if argument is a brmsfit_multiple object

Checks if argument is a brmsformula object

Checks if argument is a brmsprior object

Checks if argument is a brmsterms object

Check if argument is a correlation structure

Checks if argument is a mvbrmsformula object

Checks if argument is a mvbrmsterms object

K-Fold Cross-Validation

Predictions from K-Fold Cross-Validation

(Defunct) Set up a lasso prior in brms

Interface to shinystan

Compute the Pointwise Log-Likelihood

The (Multivariate) Logistic Normal Distribution

Scaled logit-link

Logarithm with a minus one offset.

Efficient approximate leave-one-out cross-validation (LOO)

Model comparison with the loo package

Model averaging via stacking or pseudo-BMA weighting.

Moment matching for efficient approximate leave-one-out cross-validati...

Compute Weighted Expectations Using LOO

Compute a LOO-adjusted R-squared for regression models

Efficient approximate leave-one-out cross-validation (LOO) using subsa...

Set up MA(q) correlation structures

Prepare Fully Crossed Conditions

MCMC Plots Implemented in bayesplot

Predictors with Measurement Error in brms Models

Predictors with Missing Values in brms Models

Finite Mixture Families in brms

Set up multi-membership grouping terms in brms

Multi-Membership Covariates

Monotonic Predictors in brms Models

Model Weighting Methods

The Multivariate Normal Distribution

The Multivariate Student-t Distribution

Bind response variables in multivariate models

Set up a multivariate model formula for use in brms

Number of Grouping Factor Levels

(Deprecated) Number of Posterior Samples

GPU support in Stan via OpenCL

Create a matrix of output plots from a brmsfit object

Extract Parameter Names

Trace and Density Plots for MCMC Draws

Posterior Model Probabilities from Marginal Likelihoods

Posterior draws of parameters averaged across models

Draws from the Expected Value of the Posterior Predictive Distribution

Compute posterior uncertainty intervals

Posterior Draws of the Linear Predictor

Draws from the Posterior Predictive Distribution

(Deprecated) Extract Posterior Samples

Posterior Predictions of Smooth Terms

Summarize Posterior draws

Table Creation for Posterior Draws

Posterior predictive draws averaged across models

Posterior Predictive Checks for brmsfit Objects

Posterior Probabilities of Mixture Component Memberships

Draws from the Posterior Predictive Distribution

Posterior Draws of Predictive Errors

Predictive Intervals

Prepare Predictions

Print a summary for a fitted model represented by a brmsfit object

Print method for brmsprior objects

Extract Prior Draws

Priors of brms models

Pareto smoothed importance sampling (PSIS)

R2D2 Priors in brms

Extract Group-Level Estimates

Read CmdStan CSV files as a brms-formatted stanfit object

Recompile Stan models in brmsfit objects

Compute exact cross-validation for problematic observations

Rename parameters in brmsfit objects

Posterior Draws of Residuals/Predictive Errors

Restructure Old brmsfit Objects

Restructure Old R Objects

Convert Rows to Labels

Defining smooths in brms formulas

Spatial simultaneous autoregressive (SAR) structures

Control Saving of Parameter Draws

Prior Definitions for brms Models

The Shifted Log Normal Distribution

The Skew-Normal Distribution

Extract Stan code from brmsfit objects

Stan Code for brms Models

Stan Code for Bayesian models

Extract data passed to Stan from brmsfit objects

Data for brms Models

Stan data for Bayesian models

User-defined variables passed to Stan

The Student-t Distribution

Create a summary of a fitted model represented by a brmsfit object

(Deprecated) Black Theme for ggplot2 Graphics

Default bayesplot Theme for ggplot2 Graphics

Threading in Stan

Set up UNSTR correlation structures

Update brms models

Update brms models based on multiple data sets

Update Formula Addition Terms

Validate New Data

Validate Prior for brms Models

Extract Variance and Correlation Components

Covariance and Correlation Matrix of Population-Level Effects

The von Mises Distribution

Widely Applicable Information Criterion (WAIC)

The Wiener Diffusion Model Distribution

Zero-Inflated Distributions