Fix bug where

`loo()`

with`k_threshold`

argument specified would error if the model formula was a string instead of a formula object. (#454)Fix bug where

`loo()`

with`k_threshold`

argument specified would error for models fit with`stan_polr()`

. (#450)Fix bug where

`stan_aov()`

would use the wrong`singular.ok`

logic. (#448)Fix bug where contrasts info was dropped when subsetting the model matrix in

`stan_glm()`

. (#459)Fix bug where

`stan_glmer()`

would error if`prior_aux=NULL`

. (#482)`posterior_predict()`

and`posterior_epred()`

don’t error with`newdata`

for intercept only models by allowing data frames with 0 columns and multiple rows. (#492)

New vignette on AB testing. (#409)

`stan_jm()`

gains an offset term for the longitudinal submodel. (#415, @pamelanluna)Effective number of parameters are computed for K-fold CV not just LOO CV. (#462)

`stan_clogit()`

now allows outcome variable to be a factor. (#520)

- Compatible with rstan v2.21.1
- Consistent with new book Regression and Other Stories

`stan_jm()`

is not available for 32bit Windows- Some improvements to prior distributions, as described in detail in the vignette
*Prior Distributions for rstanarm Models*and book*Regression and Other Stories*. These changes shouldn’t cause any existing code to error, but default priors have changed in some cases:- default prior on intercept is still Gaussian but the way the location and scale are determined has been updated (#432)
`autoscale`

argument to functions like`normal()`

,`student_t()`

, etc., now defaults to`FALSE`

except when used by default priors (default priors still do autoscalinng). This makes it simpler to specify non-default priors. (#432)

- Fixed error in
`kfold()`

for`stan_gamm4()`

models that used`random`

argument (#435) - Fixed error in
`posterior_predict()`

and`posterior_linpred()`

when using`newdata`

with`family = mgcv::betar`

(#406, #407) `singular.ok`

now rules out singular design matrices in`stan_lm()`

(#402)- Fix a potential error when
`data`

is a`data.table`

object (#434, @danschrage)

New method

`posterior_epred()`

returns the posterior distribution of the conditional expectation, which is equivalent to (and may eventually entirely replace) setting argument`transform=TRUE`

with`posterior_linpred()`

. (#432)Added convenience functions

`logit()`

and`invlogit()`

that are just wrappers for`qlogis()`

and`plogis()`

. These were previously provided by the`arm`

package. (#432)

- Allow the vignettes to knit on platforms that do not support version 2 of RMarkdown

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

Fixed bug where

`ranef()`

and`coef()`

methods for`glmer`

-style models printed the wrong output for certain combinations of varying intercepts and slopes.Fixed a bug where

`posterior_predict()`

failed for`stan_glmer()`

models estimated with`family = mgcv::betar`

.Fixed bug in

`bayes_R2()`

for bernoulli models. (Thanks to @mcol)`loo_R2()`

can now be called on the same fitted model object multiple times with identical (not just up to rng noise) results. (Thanks to @mcol)

New vignette on doing MRP using rstanarm. (Thanks to @lauken13)

4x speedup for most GLMs (

`stan_glm()`

) and GAMs (`stan_gamm4()`

without`random`

argument). This comes from using Stan’s new compound`_glm`

functions (`normal_id_glm`

,`bernoulli_logit_glm`

,`poisson_log_glm`

,`neg_binomial_2_log_glm`

) under the hood whenever possible. (Thanks to @avehtari and @VMatthijs)`compare_models()`

is deprecated in favor of`loo_compare()`

to keep up with the loo package (loo::loo_compare())The

`kfold()`

method now has a`cores`

argument and parallelizes by fold rather than by Markov chain (unless otherwise specified), which should be much more efficient when many cores are available.For

`stan_glm()`

with`algorithm='optimizing'`

, Pareto smoothed importance sampling (arxiv.org/abs/1507.02646, mc-stan.org/loo/reference/psis.html) is now used to diagnose and improve inference (see https://avehtari.github.io/RAOS-Examples/BigData/bigdata.html). This also now means that we can use PSIS-LOO also when`algorithm='optimizing'`

. (Thanks to @avehtari)For

`stan_glm()`

the`"meanfield"`

and`"fullrank"`

ADVI algorithms also include the PSIS diagnostics and adjustments, but so far we have not seen any example where these would be better than optimzation or MCMC.

`stan_clogit()`

now works even when there are no common predictors`prior.info()`

works better with models produced by`stan_jm()`

and`stan_mvmer()`

`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"`

`stan_jm()`

and`stan_mvmer()`

now correctly include the intercept in the longitudinal submodel

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.

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

Lots of good stuff in this release.

`stan_polr()`

and`stan_lm()`

handle the`K = 1`

case better

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 sameThe

`product_normal()`

prior permits`df = 1`

, which is a product of … one normal variateThe 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

`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 termsThe

`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

Fix to

`stan_glmer()`

Bernoulli models with multiple group-specific intercept terms that could result in draws from the wrong posterior distributionFix bug with contrasts in

`stan_aov()`

(thanks to Henrik Singmann)Fix bug with

`na.action`

in`stan_glmer()`

(thanks to Henrik Singmann)

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

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 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**packageOption to compute latent residuals in

`stan_polr()`

(Thanks to Nate Sanders)The pairs plot now uses the ggplot2 package

`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 parametersThe

`stan_gamm4()`

function works better nowFix a problem with factor levels after estimating a model via

`stan_lm()`

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 nowModels 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 informativeThe new

`compare_models()`

function does more extensive checking that the models being compared are compatible

- 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

- Fix bug in
`reloo()`

if data was not specified - Fix bug in
`pp_validate()`

that was only introduced on GitHub

Uses the new

**bayesplot**and**rstantools**R packagesThe 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

Fix for bad bug in

`posterior_predict()`

when factor labels have spaces in lme4-style modelsFix when weights are used in Poisson models

`posterior_linpred()`

gains an`XZ`

argument to output the design matrix

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

`stan_biglm()`

function that somewhat supports`biglm::biglm`

`as.array()`

method for stanreg objects

- Works with devtools now

`k_threshold`

argument to`loo()`

to do PSIS-LOO+`kfold()`

for K-fold CVAbility to use sparse X matrices (slowly) for many models if memory is an issue

`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

`pp_validate()`

function based on the BayesValidate package by Sam Cook`posterior_vs_prior()`

function to visualize the effect of conditioning on the dataWorks (again) with R versions back to 3.0.2 (untested though)

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

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

The

`log_lik()`

function now has a`newdata`

argumentNew vignette on hierarchical partial pooling

Initial CRAN release