- formula
An object of class formula
,
brmsformula
, or mvbrmsformula
(or one that can
be coerced to that classes): A symbolic description of the model to be
fitted. The details of model specification are explained in
brmsformula
.
- data
An object of class data.frame
(or one that can be coerced
to that class) containing data of all variables used in the model.
- family
A description of the response distribution and link function to
be used in the model. This can be a family function, a call to a family
function or a character string naming the family. Every family function has
a link
argument allowing to specify the link function to be applied
on the response variable. If not specified, default links are used. For
details of supported families see brmsfamily
. By default, a
linear gaussian
model is applied. In multivariate models,
family
might also be a list of families.
- prior
One or more brmsprior
objects created by
set_prior
or related functions and combined using the
c
method or the +
operator. See also default_prior
for more help.
- autocor
(Deprecated) An optional cor_brms
object
describing the correlation structure within the response variable (i.e.,
the 'autocorrelation'). See the documentation of cor_brms
for
a description of the available correlation structures. Defaults to
NULL
, corresponding to no correlations. In multivariate models,
autocor
might also be a list of autocorrelation structures.
It is now recommend to specify autocorrelation terms directly
within formula
. See brmsformula
for more details.
- data2
A named list
of objects containing data, which
cannot be passed via argument data
. Required for some objects
used in autocorrelation structures to specify dependency structures
as well as for within-group covariance matrices.
- cov_ranef
(Deprecated) A list of matrices that are proportional to the
(within) covariance structure of the group-level effects. The names of the
matrices should correspond to columns in data
that are used as
grouping factors. All levels of the grouping factor should appear as
rownames of the corresponding matrix. This argument can be used, among
others to model pedigrees and phylogenetic effects.
It is now recommended to specify those matrices in the formula
interface using the gr
and related functions. See
vignette("brms_phylogenetics")
for more details.
- sample_prior
Indicate if draws from priors should be drawn
additionally to the posterior draws. Options are "no"
(the
default), "yes"
, and "only"
. Among others, these draws can
be used to calculate Bayes factors for point hypotheses via
hypothesis
. Please note that improper priors are not sampled,
including the default improper priors used by brm
. See
set_prior
on how to set (proper) priors. Please also note
that prior draws for the overall intercept are not obtained by default
for technical reasons. See brmsformula
how to obtain prior
draws for the intercept. If sample_prior
is set to "only"
,
draws are drawn solely from the priors ignoring the likelihood, which
allows among others to generate draws from the prior predictive
distribution. In this case, all parameters must have proper priors.
- sparse
(Deprecated) 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. It is now recommended to use the sparse
argument of
brmsformula
and related functions.
- knots
Optional list containing user specified knot values to be used
for basis construction of smoothing terms. See
gamm
for more details.
- drop_unused_levels
Should unused factors levels in the data be
dropped? Defaults to TRUE
.
- stanvars
An optional stanvars
object generated by function
stanvar
to define additional variables for use in
Stan's program blocks.
- stan_funs
(Deprecated) An optional character string containing
self-defined Stan functions, which will be included in the functions
block of the generated Stan code. It is now recommended to use the
stanvars
argument for this purpose instead.
- fit
An instance of S3 class brmsfit
derived from a previous
fit; defaults to NA
. If fit
is of class brmsfit
, the
compiled model associated with the fitted result is re-used and all
arguments modifying the model code or data are ignored. It is not
recommended to use this argument directly, but to call the
update
method, instead.
- save_pars
An object generated by save_pars
controlling
which parameters should be saved in the model. The argument has no
impact on the model fitting itself.
- save_ranef
(Deprecated) A flag to indicate if group-level effects for
each level of the grouping factor(s) should be saved (default is
TRUE
). Set to FALSE
to save memory. The argument has no
impact on the model fitting itself.
- save_mevars
(Deprecated) A flag to indicate if draws of latent
noise-free variables obtained by using me
and mi
terms should
be saved (default is FALSE
). Saving these draws allows to better
use methods such as predict
with the latent variables but leads to
very large R objects even for models of moderate size and complexity.
- save_all_pars
(Deprecated) A flag to indicate if draws from all
variables defined in Stan's parameters
block should be saved
(default is FALSE
). Saving these draws is required in order to
apply the methods bridge_sampler
, bayes_factor
, and
post_prob
. Can be set globally for the current R session via the
"brms.save_pars"
option (see options
).
- init
Initial values for the sampler. If NULL
(the default) or
"random"
, Stan will randomly generate initial values for parameters
in a reasonable range. If 0
, all parameters are initialized to zero
on the unconstrained space. This option is sometimes useful for certain
families, as it happens that default random initial values cause draws to
be essentially constant. Generally, setting init = 0
is worth a try,
if chains do not initialize or behave well. Alternatively, init
can
be a list of lists containing the initial values, or a function (or
function name) generating initial values. The latter options are mainly
implemented for internal testing but are available to users if necessary.
If specifying initial values using a list or a function then currently the
parameter names must correspond to the names used in the generated Stan
code (not the names used in R). For more details on specifying initial
values you can consult the documentation of the selected backend
.
- inits
(Deprecated) Alias of init
.
- chains
Number of Markov chains (defaults to 4).
- iter
Number of total iterations per chain (including warmup; defaults
to 2000).
- warmup
A positive integer specifying number of warmup (aka burnin)
iterations. This also specifies the number of iterations used for stepsize
adaptation, so warmup draws should not be used for inference. The number
of warmup should not be larger than iter
and the default is
iter/2
.
- thin
Thinning rate. Must be a positive integer. Set thin > 1
to
save memory and computation time if iter
is large.
- cores
Number of cores to use when executing the chains in parallel,
which defaults to 1 but we recommend setting the mc.cores
option to
be as many processors as the hardware and RAM allow (up to the number of
chains). For non-Windows OS in non-interactive R sessions, forking is used
instead of PSOCK clusters.
- threads
Number of threads to use in within-chain parallelization. For
more control over the threading process, threads
may also be a
brmsthreads
object created by threading
. Within-chain
parallelization is experimental! We recommend its use only if you are
experienced with Stan's reduce_sum
function and have a slow running
model that cannot be sped up by any other means. Can be set globally for
the current R session via the "brms.threads"
option (see
options
).
- opencl
The platform and device IDs of the OpenCL device to use for
fitting using GPU support. If you don't know the IDs of your OpenCL device,
c(0,0)
is most likely what you need. For more details, see
opencl
. Can be set globally for the current R session via
the "brms.opencl"
option
- normalize
Logical. Indicates whether normalization constants should
be included in the Stan code (defaults to TRUE
). Setting it
to FALSE
requires Stan version >= 2.25 to work. If FALSE
,
sampling efficiency may be increased but some post processing functions
such as bridge_sampler
will not be available. Can be
controlled globally for the current R session via the `brms.normalize`
option.
- control
A named list
of parameters to control the sampler's
behavior. It defaults to NULL
so all the default values are used.
The most important control parameters are discussed in the 'Details'
section below. For a comprehensive overview see
stan
.
- algorithm
Character string naming the estimation approach to use.
Options are "sampling"
for MCMC (the default), "meanfield"
for
variational inference with independent normal distributions,
"fullrank"
for variational inference with a multivariate normal
distribution, "pathfinder"
for the pathfinder algorithm,
"laplace"
for the laplace approximation,
or "fixed_param"
for sampling from fixed parameter
values. Can be set globally for the current R session via the
"brms.algorithm"
option (see options
).
- backend
Character string naming the package to use as the backend for
fitting the Stan model. Options are "rstan"
(the default) or
"cmdstanr"
. Can be set globally for the current R session via the
"brms.backend"
option (see options
). Details on the
rstan and cmdstanr packages are available at
https://mc-stan.org/rstan/ and https://mc-stan.org/cmdstanr/,
respectively. Additionally a "mock"
backend is available to make
testing brms and packages that depend on it easier.
The "mock"
backend does not actually do any fitting, it only checks
the generated Stan code for correctness and then returns whatever is passed
in an additional mock_fit
argument as the result of the fit.
- future
Logical; If TRUE
, the future
package is used for parallel execution of the chains and argument
cores
will be ignored. Can be set globally for the current R
session via the "future"
option. The execution type is controlled via
plan
(see the examples section below).
- silent
Verbosity level between 0
and 2
.
If 1
(the default), most of the
informational messages of compiler and sampler are suppressed.
If 2
, even more messages are suppressed. The actual
sampling progress is still printed. Set refresh = 0
to turn this off
as well. If using backend = "rstan"
you can also set
open_progress = FALSE
to prevent opening additional progress bars.
- seed
The seed for random number generation to make results
reproducible. If NA
(the default), Stan will set the seed
randomly.
- save_model
Either NULL
or a character string. In the latter
case, the model's Stan code is saved via cat
in a text file
named after the string supplied in save_model
.
- stan_model_args
A list
of further arguments passed to
rstan::stan_model
for backend =
"rstan"
or to cmdstanr::cmdstan_model
for backend =
"cmdstanr"
, which allows to change how models are compiled.
- file
Either NULL
or a character string. In the latter case, the
fitted model object is saved via saveRDS
in a file named
after the string supplied in file
. The .rds
extension is
added automatically. If the file already exists, brm
will load and
return the saved model object instead of refitting the model.
Unless you specify the file_refit
argument as well, the existing
files won't be overwritten, you have to manually remove the file in order
to refit and save the model under an existing file name. The file name
is stored in the brmsfit
object for later usage.
- file_compress
Logical or a character string, specifying one of the
compression algorithms supported by saveRDS
. If the
file
argument is provided, this compression will be used when saving
the fitted model object.
- file_refit
Modifies when the fit stored via the file
argument
is re-used. Can be set globally for the current R session via the
"brms.file_refit"
option (see options
).
For "never"
(default) the fit is always loaded if it
exists and fitting is skipped. For "always"
the model is always
refitted. If set to "on_change"
, brms will
refit the model if model, data or algorithm as passed to Stan differ from
what is stored in the file. This also covers changes in priors,
sample_prior
, stanvars
, covariance structure, etc. If you
believe there was a false positive, you can use
brmsfit_needs_refit
to see why refit is deemed necessary.
Refit will not be triggered for changes in additional parameters of the fit
(e.g., initial values, number of iterations, control arguments, ...). A
known limitation is that a refit will be triggered if within-chain
parallelization is switched on/off.
- empty
Logical. If TRUE
, the Stan model is not created
and compiled and the corresponding 'fit'
slot of the brmsfit
object will be empty. This is useful if you have estimated a brms-created
Stan model outside of brms and want to feed it back into the package.
- rename
For internal use only.
- ...
Further arguments passed to Stan.
For backend = "rstan"
the arguments are passed to
sampling
or vb
.
For backend = "cmdstanr"
the arguments are passed to the
cmdstanr::sample
or cmdstanr::variational
method.