R rmsb
Package
Bayesian Regression Modeling Strategies
News
rmsb
package news for the current version on CRAN is here.
Version 1.1-0 appeared on CRAN on 2024-03-12. The major change in this version was to remove the keepsep
argument, make pcontrast
(priors through contrasts) apply only to the proportional odds portion of the model, and addition of npcontrast
where the user specifies contrasts and prior means and standard deviations for them that pertain to departures from proportional odds. As an example suppose that Y is continuous with a range of 10-90 and a treatment effect (Tx
) that has a non-proportional odds effect on the logit scale that is proportion to \(\sqrt{y}\). If Tx
is coded as A, B
, and the prior standard deviation (here 0.2) is meant to apply to a treatment effect over Y=10 to Y=90, the code would be
npc <- list(sd=0.2 / (sqrt(90) - sqrt(10)),
c1=list(Tx='B'), c2=list(Tx='A'), contrast=expression(c1 - c2))
f <- blrm(y ~ Tx + age, ~ Tx, cppo=sqrt, npcontrast=npc)
Overview
The existing version of the rmsb
package on CRAN
uses rstan
as the interface to Stan
. Version 1.0.0 of rmsb
also supports cmdstan
through the cmdstanr
package. Using cmdstan
allows you to use the latest features of Stan
and is more robust so is recommended. Support for rstan
may be removed in the future. To use cmdstan
you must install the non-CRAN cmdstanr
package and the cmdstan
system executable package. For the latter it is recommended that Windows users install the precompiled system package using conda
as described in the link, and that Linux and Mac users use a direct installation also described there, which makes use of your system’s C++
compiler. For Windows, install miniconda
which is then called with the conda
command to download and install cmdstan
. This can be used by Linux and Mac users if preferred. But for all systems conda
has a huge overhead in disk space.
cmdstanr
see this.Documentation | CRAN | GitHub | Online
- Vignettes for Bayesian modeling with rmsb using
rstan
and usingcmdstan
- Vignette for alternative graphics by Yong-Hao Pua, and R Markdown script. This vignette also includes poserior predictive checks.
- Model background and case study
- Case study in Markov modeling for longitudinal data and here
- Case study in proportional odds model with random effects for a continuous outcome
- Case study in Markov proportional odds longitudinal model for a continuous outcome
- Other related material
- Changelog and News
- Manual
- Inner workings of Stan code in rmsb and here
- Stan code in
rmsb
- Articles using
rmsb
- Priors for ordinal regression by Michael Betancourt
Q&A
Latest Package Files
Bug Reports
Please use Issues
on GitHub.