Bayesian Applied Regression Modeling via Stan

Estimates previously compiled regression models using the 'rstan' package, which provides the R interface to the Stan C++ library for Bayesian estimation. Users specify models via the customary R syntax with a formula and data.frame plus some additional arguments for priors.


News

rstanarm 2.18.2

Bug fixes

  • src/Makevars{.win} now uses a more robust way to find StanHeaders

rstanarm 2.18.1

Bug fixes

  • stan_clogit() now works even when there are no common predictors
  • prior.info() works better with models produced by stan_jm() and stan_mvmer()

New features and improvements

  • stan_glm() (only) gets a mean_PPD argument that when FALSE avoids drawing from the posterior predictive distribution in the Stan code
  • posterior_linpred() now works even if the model was estimated with algorithm = "optimizing"

rstanarm 2.17.4

Bug fixes

  • stan_jm() and stan_mvmer() now correctly include the intercept in the longitudinal submodel

New features and improvements

  • Compatible with loo package version >= 2.0

  • QR = TRUE no longer ignores the autoscale argument and has better behavior when autoscale = FALSE

  • posterior_linpred() now has a draws argument like for posterior_predict()

  • Dynamic predictions are now supported in posterior_traj() for stan_jm models.

  • More options for K-fold CV, including manually specifying the folds or using helper functions to create them for particular model/data combinations.

rstanarm 2.17.3

Minor release for build fixes for Solaris and avoiding a test failure

rstanarm 2.17.2

Lots of good stuff in this release.

Bug fixes

  • stan_polr() and stan_lm() handle the K = 1 case better

Important user-facing improvements

  • The prior_aux arguments now defaults to exponential rather than Cauchy. This should be a safer default.

  • The Stan programs do not drop any constants and should now be safe to use with the bridgesampling package

  • hs() and hs_plus() priors have new defaults based on a new paper by Aki Vehtari and Juho Piironen

  • stan_gamm4() is now more closely based on mgcv::jagam(), which may affect some estimates but the options remain largely the same

  • The product_normal() prior permits df = 1, which is a product of ... one normal variate

  • The build system is more conventional now. It should require less RAM to build from source but it is slower unless you utilize parallel make and LTO

Big new features

  • stan_jm() and stan_mvmer() contributed by Sam Brilleman

  • bayes_R2() method to calculate a quantity similar to $R^2$

  • stan_nlmer(), which is similar to lme4::nlmer but watch out for multimodal posterior distributions

  • stan_clogit(), which is similar to survival::clogit but accepts lme4-style group-specific terms

  • The mgcv::betar family is supported for the lme4-like modeling functions, allowing for beta regressions with lme4-style group terms and / or smooth nonlinear functions of predictors

rstanarm 2.15.3

Bug fixes

  • Fix to stan_glmer() Bernoulli models with multiple group-specific intercept terms that could result in draws from the wrong posterior distribution

  • Fix bug with contrasts in stan_aov() (thanks to Henrik Singmann)

  • Fix bug with na.action in stan_glmer() (thanks to Henrik Singmann)

rstanarm 2.15.1

Minor release with only changes to allow tests to pass on CRAN

rstanrm 2.14.2

Bug fixes

  • Fix for intercept with identity or square root link functions for the auxiliary parameter of a beta regression

  • Fix for special case where only the intercepts vary by group and a non-default prior is specified for their standard deviation

  • Fix for off-by-one error in some lme4-style models with multiple grouping terms

New features

  • New methods loo_linpred(), loo_pit(), loo_predict(), and loo_predictive_interval()

  • Support for many more plotfuns in pp_check() that are implemented in the bayesplot package

  • Option to compute latent residuals in stan_polr() (Thanks to Nate Sanders)

  • The pairs plot now uses the ggplot2 package

rstanarm 2.14.1

Bug fixes

  • VarCorr() could return duplicates in cases where a stan_{g}lmer model used grouping factor level names with spaces

  • The pairs() function now works with group-specific parameters

  • The stan_gamm4() function works better now

  • Fix a problem with factor levels after estimating a model via stan_lm()

New features

  • New model-fitting function(s) stan_betareg() (and stan_betareg.fit()) that uses the same likelihoods as those supported by the betareg() function in the betareg package (Thanks to Imad Ali)

  • New choices for priors on coefficients: laplace(), lasso(), product_normal()

  • The hs() and hs_plus() priors now have new global_df and global_scale arguments

  • stan_{g}lmer() models that only have group-specific intercept shifts are considerably faster now

  • Models with Student t priors and low degrees of freedom (that are not 1, 2, or 4) may work better now due to Cornish-Fisher transformations

  • Many functions for priors have gained an autoscale argument that defaults to TRUE and indicates that rstanarm should make internal changes to the prior based on the scales of the variables so that they default priors are weakly informative

  • The new compare_models() function does more extensive checking that the models being compared are compatible

Deprecated arguments

  • The prior_ops argument to various model fitting functions is deprecated and replaced by a the prior_aux argument for the prior on the auxiliary parameter of various GLM-like models

rstanarm 2.13.1

Bug fixes

  • Fix bug in reloo() if data was not specified
  • Fix bug in pp_validate() that was only introduced on GitHub

New features

  • Uses the new bayesplot and rstantools R packages

  • The new prior_summary() function can be used to figure out what priors were actually used

  • stan_gamm4() is better implemented, can be followed by plot_nonlinear(), posterior_predict() (with newdata), etc.

  • Hyperparameters (i.e. covariance matrices in general) for lme4 style models are now returned by as.matrix() and as.data.frame()

  • pp_validate() can now be used if optimization or variational Bayesian inference was used to estimate the original model

rstanarm 2.12.1

Bug fixes

  • Fix for bad bug in posterior_predict() when factor labels have spaces in lme4-style models

  • Fix when weights are used in Poisson models

New features

  • posterior_linpred() gains an XZ argument to output the design matrix

rstanarm 2.11.1

Bug fixes

  • Requiring manually specifying offsets when model has an offset and newdata is not NULL

New features

  • stan_biglm() function that somewhat supports biglm::biglm

  • as.array() method for stanreg objects

rstanarm 2.10.1

Bug fixes

  • Works with devtools now

New features

  • k_threshold argument to loo() to do PSIS-LOO+

  • kfold() for K-fold CV

  • Ability to use sparse X matrices (slowly) for many models if memory is an issue

rstanarm 2.9.0-4

Bug fixes

  • posterior_predict() with newdata now works correctly for ordinal models

  • stan_lm() now works when intercept is omitted

  • stan_glmer.fit() no longer permit models with duplicative group-specific terms since they don't make sense and are usually a mistake on the user's part

  • posterior_predict() with lme4-style models no longer fails if there are spaces or colons in the levels of the grouping variables

  • posterior_predict() with ordinal models outputs a character matrix now

New features

  • pp_validate() function based on the BayesValidate package by Sam Cook

  • posterior_vs_prior() function to visualize the effect of conditioning on the data

  • Works (again) with R versions back to 3.0.2 (untested though)

rstanarm 2.9.0-3

Bug fixes

  • Fix problem with models that had group-specific coefficients, which were mislabled. Although the parameters were estimated correctly, users of previous versions of rstanarm should run such models again to obtain correct summaries and posterior predictions. Thanks to someone named Luke for pointing this problem out on stan-users.

  • Vignettes now view correctly on the CRAN webiste thanks to Yihui Xie

  • Fix problem with models without intercepts thanks to Paul-Christian Buerkner

  • Fix problem with specifying binomial 'size' for posterior_predict using newdata

  • Fix problem with lme4-style formulas that use the same grouping factor multiple times

  • Fix conclusion in rstanarm vignette thanks to someone named Michael

New features

  • Group-specific design matrices are kept sparse throughout to reduce memory consumption

  • The log_lik() function now has a newdata argument

  • New vignette on hierarchical partial pooling

rstanarm 2.9.0-1

Initial CRAN release

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("rstanarm")

2.18.2 by Ben Goodrich, 4 months ago


http://discourse.mc-stan.org, http://mc-stan.org/, http://mc-stan.org/rstanarm/


Report a bug at https://github.com/stan-dev/rstanarm/issues


Browse source code at https://github.com/cran/rstanarm


Authors: Jonah Gabry [aut] , Imad Ali [ctb] , Sam Brilleman [ctb] , Jacqueline Buros Novik [ctb] (R/stan_jm.R) , AstraZeneca [ctb] (R/stan_jm.R) , Trustees of Columbia University [cph] , Simon Wood [cph] (R/stan_gamm4.R) , R Core Deveopment Team [cph] (R/stan_aov.R) , Douglas Bates [cph] (R/pp_data.R) , Martin Maechler [cph] (R/pp_data.R) , Ben Bolker [cph] (R/pp_data.R) , Steve Walker [cph] (R/pp_data.R) , Brian Ripley [cph] (R/stan_aov.R , R/stan_polr.R) , William Venables [cph] (R/stan_polr.R) , Paul-Christian Burkner [cph] (R/misc.R) , Ben Goodrich [cre, aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports bayesplot, ggplot2, lme4, loo, Matrix, nlme, rstan, rstantools, shinystan, stats, survival, utils

Depends on Rcpp, methods

Suggests betareg, data.table, digest, gridExtra, HSAUR3, knitr, MASS, mgcv, rmarkdown, roxygen2, testthat

Linking to StanHeaders, rstan, BH, Rcpp, RcppEigen

System requirements: GNU make, pandoc (>= 1.12.3), pandoc-citeproc


Imported by embed, psycho, tidyposterior.

Depended on by evidence.

Suggested by RBesT, afex, bayesplot, bridgesampling, broom, broom.mixed, ggeffects, insight, interactions, jtools, loo, merTools, projpred, rstantools, shinystan, sjPlot, sjstats, tidybayes.

Enhanced by emmeans.


See at CRAN