cor_brms

cor_brms-class

Classes of correlation structures available in the brms package. 
<code>cor_brms</code> is not a correlation structure itself, 
but the class common to all correlation structures implemented in brms.

Fit Bayesian generalized (non-)linear multivariate multilevel models
using 'Stan' for full Bayesian inference. A wide range of distributions
and link functions are supported, allowing users to fit -- among others --
linear, robust linear, count data, survival, response times, ordinal,
zero-inflated, hurdle, and even self-defined mixture models all in a
multilevel context. Further modeling options include non-linear and
smooth terms, auto-correlation structures, censored data, meta-analytic
standard errors, and quite a few more. In addition, all parameters of the
response distribution can be predicted in order to perform distributional
regression. Prior specifications are flexible and explicitly encourage
users to apply prior distributions that actually reflect their beliefs.
Model fit can easily be assessed and compared with posterior predictive
checks and leave-one-out cross-validation. References: B<c3><bc>rkner (2017)
<doi:10.18637/jss.v080.i01>; Carpenter et al. (2017) <doi:10.18637/jss.v076.i01>.

PaulChristian Buerkner

brms

Bayesian Regression Models using 'Stan'

Paul-Christian B<c3><bc>rkner

cor_brms function

<dl class="dl-horizontal">
 <dt>cor_arma</dt><dd>autoregressive-moving average (ARMA) structure, 
 with arbitrary orders for the autoregressive and moving
 average components</dd>
 <dt>cor_ar</dt><dd>autoregressive (AR) structure of arbitrary order</dd>
 <dt>cor_ma</dt><dd>moving average (MA) structure of arbitrary order</dd> 
 <dt>cor_arr</dt><dd>response autoregressive (ARR) structure</dd>
 <dt>cor_car</dt><dd>Spatial conditional autoregressive (CAR) structure</dd>
 <dt>cor_sar</dt><dd>Spatial simultaneous autoregressive (SAR) structure</dd>
 <dt>cor_bsts</dt><dd>Bayesian structural time series (BSTS) structure</dd>
 <dt>cor_fixed</dt><dd>fixed user-defined covariance structure</dd>
</dl>

cor_brms: Correlation structure classes for the brms package

Description

Arguments

Available correlation structures

See Also