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brmsformula.R
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#' Set up a model formula for use in \pkg{brms}
#'
#' Set up a model formula for use in the \pkg{brms} package
#' allowing to define (potentially non-linear) additive multilevel
#' models for all parameters of the assumed response distribution.
#'
#' @aliases bf
#'
#' @param formula An object of class \code{formula}
#' (or one that can be coerced to that class):
#' a symbolic description of the model to be fitted.
#' The details of model specification are given in 'Details'.
#' @param ... Additional \code{formula} objects to specify
#' predictors of non-linear and distributional parameters.
#' Formulas can either be named directly or contain
#' names on their left-hand side.
#' The following are distributional parameters of specific families
#' (all other parameters are treated as non-linear parameters):
#' \code{sigma} (residual standard deviation or scale of
#' the \code{gaussian}, \code{student}, \code{skew_normal},
#' \code{lognormal} \code{exgaussian}, and \code{asym_laplace} families);
#' \code{shape} (shape parameter of the \code{Gamma},
#' \code{weibull}, \code{negbinomial}, and related
#' zero-inflated / hurdle families); \code{nu} (degrees of freedom
#' parameter of the \code{student} and \code{frechet} families);
#' \code{phi} (precision parameter of the \code{beta}
#' and \code{zero_inflated_beta} families);
#' \code{kappa} (precision parameter of the \code{von_mises} family);
#' \code{beta} (mean parameter of the exponential component
#' of the \code{exgaussian} family);
#' \code{quantile} (quantile parameter of the \code{asym_laplace} family);
#' \code{zi} (zero-inflation probability);
#' \code{hu} (hurdle probability);
#' \code{zoi} (zero-one-inflation probability);
#' \code{coi} (conditional one-inflation probability);
#' \code{disc} (discrimination) for ordinal models;
#' \code{bs}, \code{ndt}, and \code{bias} (boundary separation,
#' non-decision time, and initial bias of the \code{wiener}
#' diffusion model).
#' By default, distributional parameters are modeled
#' on the log scale if they can be positive only or on the
#' logit scale if the can only be within the unit interval.
#' See 'Details' for more explanation.
#' @param flist Optional list of formulas, which are treated in the
#' same way as formulas passed via the \code{...} argument.
#' @param nl Logical; Indicates whether \code{formula} should be
#' treated as specifying a non-linear model. By default, \code{formula}
#' is treated as an ordinary linear model formula.
#' @param family Same argument as in \code{\link{brm}}.
#' If \code{family} is specified in \code{brmsformula}, it will
#' overwrite the value specified in \code{\link{brm}}.
#' @param autocor Same argument as in \code{\link{brm}}.
#' If \code{autocor} is specified in \code{brmsformula}, it will
#' overwrite the value specified in \code{\link{brm}}.
#'
#' @return An object of class \code{brmsformula}, which
#' is essentially a \code{list} containing all model
#' formulas as well as some additional information.
#'
#' @seealso \code{\link{mvbrmsformula}}, \code{\link{brmsformula-helpers}}
#'
#' @details
#'
#' \bold{General formula structure}
#'
#' The \code{formula} argument accepts formulas of the following syntax:
#'
#' \code{response | aterms ~ pterms + (gterms | group)}
#'
#' The \code{pterms} part contains effects that are assumed to be the
#' same across observations. We call them 'population-level' effects
#' or (adopting frequentist vocabulary) 'fixed' effects. The optional
#' \code{gterms} part may contain effects that are assumed to vary
#' across grouping variables specified in \code{group}. We
#' call them 'group-level' effects or (adopting frequentist
#' vocabulary) 'random' effects, although the latter name is misleading
#' in a Bayesian context. For more details type
#' \code{vignette("brms_overview")} and \code{vignette("brms_multilevel")}.
#'
#' \bold{Group-level terms}
#'
#' Multiple grouping factors each with multiple group-level effects
#' are possible. (Of course we can also run models without any
#' group-level effects.)
#' Instead of \code{|} you may use \code{||} in grouping terms
#' to prevent correlations from being modeled.
#' Alternatively, it is possible to model different group-level terms of
#' the same grouping factor as correlated (even across different formulas,
#' e.g., in non-linear models) by using \code{|<ID>|} instead of \code{|}.
#' All group-level terms sharing the same ID will be modeled as correlated.
#' If, for instance, one specifies the terms \code{(1+x|2|g)} and
#' \code{(1+z|2|g)} somewhere in the formulas passed to \code{brmsformula},
#' correlations between the corresponding group-level effects
#' will be estimated.
#'
#' If levels of the grouping factor belong to different sub-populations,
#' it may be reasonable to assume a different covariance matrix for each
#' of the sub-populations. For instance, the variation within the
#' treatment group and within the control group in a randomized control
#' trial might differ. Suppose that \code{y} is the outcome, and
#' \code{x} is the factor indicating the treatment and control group.
#' Then, we could estimate different hyper-parameters of the varying
#' effects (in this case a varying intercept) for treatment and control
#' group via \code{y ~ x + (1 | gr(subject, by = x))}.
#'
#' You can specify multi-membership terms using the \code{\link{mm}}
#' function. For instance, a multi-membership term with two members
#' could be \code{(1 | mm(g1, g2))}, where \code{g1} and \code{g2}
#' specify the first and second member, respectively. Moreover,
#' if a covariate \code{x} varies across the levels of the grouping-factors
#' \code{g1} and \code{g2}, we can save the respective covariate values
#' in the variables \code{x1} and \code{x2} and then model the varying
#' effect as \code{(1 + mmc(x1, x2) | mm(g1, g2))}.
#'
#' \bold{Special predictor terms}
#'
#' Smoothing terms can modeled using the \code{\link{s}}
#' and \code{\link{t2}} functions in the \code{pterms} part
#' of the model formula. This allows to fit generalized additive mixed
#' models (GAMMs) with \pkg{brms}. The implementation is similar to that
#' used in the \pkg{gamm4} package. For more details on this model class
#' see \code{\link[mgcv:gam]{gam}} and \code{\link[mgcv:gamm]{gamm}}.
#'
#' Gaussian process terms can be fitted using the \code{\link{gp}}
#' function in the \code{pterms} part of the model formula. Similar to
#' smooth terms, Gaussian processes can be used to model complex non-linear
#' relationships, for instance temporal or spatial autocorrelation.
#' However, they are computationally demanding and are thus not recommended
#' for very large datasets.
#'
#' The \code{pterms} and \code{gterms} parts may contain four non-standard
#' effect types namely monotonic, measurement error, missing value, and
#' category specific effects, which can be specified using terms of the
#' form \code{mo(predictor)}, \code{me(predictor, sd_predictor)},
#' \code{mi(predictor)}, and \code{cs(<predictors>)}, respectively.
#' Category specific effects can only be estimated in
#' ordinal models and are explained in more detail in the package's
#' main vignette (type \code{vignette("brms_overview")}).
#' The other thee effect types are explained in the following.
#'
#' A monotonic predictor must either be integer valued or an ordered factor,
#' which is the first difference to an ordinary continuous predictor.
#' More importantly, predictor categories (or integers) are not assumed to be
#' equidistant with respect to their effect on the response variable.
#' Instead, the distance between adjacent predictor categories (or integers)
#' is estimated from the data and may vary across categories.
#' This is realized by parameterizing as follows:
#' One parameter takes care of the direction and size of the effect similar
#' to an ordinary regression parameter, while an additional parameter vector
#' estimates the normalized distances between consecutive predictor categories.
#' A main application of monotonic effects are ordinal predictors that
#' can this way be modeled without (falsely) treating them as continuous
#' or as unordered categorical predictors. For more details and examples
#' see \code{vignette("brms_monotonic")}.
#'
#' Quite often, predictors are measured and as such naturally contain
#' measurement error. Although most researchers are well aware of this problem,
#' measurement error in predictors is ignored in most
#' regression analyses, possibly because only few packages allow
#' for modeling it. Notably, measurement error can be handled in
#' structural equation models, but many more general regression models
#' (such as those featured by \pkg{brms}) cannot be transferred
#' to the SEM framework. In \pkg{brms}, effects of noise-free predictors
#' can be modeled using the \code{me} (for 'measurement error') function.
#' If, say, \code{y} is the response variable and
#' \code{x} is a measured predictor with known measurement error
#' \code{sdx}, we can simply include it on the right-hand side of the
#' model formula via \code{y ~ me(x, sdx)}.
#' This can easily be extended to more general formulas.
#' If \code{x2} is another measured predictor with corresponding error
#' \code{sdx2} and \code{z} is a predictor without error
#' (e.g., an experimental setting), we can model all main effects
#' and interactions of the three predictors in the well known manner:
#' \code{y ~ me(x, sdx) * me(x2, sdx2) * z}. In future version of \pkg{brms},
#' a vignette will be added to explain more details about these
#' so called 'error-in-variables' models and provide real world examples.
#'
#' When a variable contains missing values, the corresponding rows will
#' be excluded from the data by default (row-wise exclusion). However,
#' quite often we want to keep these rows and instead estimate the missing values.
#' There are two approaches for this: (a) Impute missing values before
#' the model fitting for instance via multiple imputation (see
#' \code{\link{brm_multiple}} for a way to handle multiple imputed datasets).
#' (b) Impute missing values on the fly during model fitting. The latter
#' approach is explained in the following. Using a variable with missing
#' values as predictors requires two things, First, we need to specify that
#' the predictor contains missings that should to be imputed.
#' If, say, \code{y} is the primary response, \code{x} is a
#' predictor with missings and \code{z} is a predictor without missings,
#' we go for \code{y ~ mi(x) + z}. Second, we need to model \code{x}
#' as an additional response with corresponding predictors and the
#' addition term \code{mi()}. In our example, we could write
#' \code{x | mi() ~ z}. See \code{\link{mi}} for examples with real data.
#'
#' \bold{Additional response information}
#'
#' Another special of the \pkg{brms} formula syntax is the optional
#' \code{aterms} part, which may contain multiple terms of the form
#' \code{fun(<variable>)} separated by \code{+} each providing special
#' information on the response variable. \code{fun} can be replaced with
#' either \code{se}, \code{weights}, \code{cens}, \code{trunc},
#' \code{trials}, \code{cat}, or \code{dec}. Their meanings are explained below.
#' (see also \code{\link{addition-terms}}).
#'
#' For families \code{gaussian}, \code{student} and \code{skew_normal}, it is
#' possible to specify standard errors of the observations, thus allowing
#' to perform meta-analysis. Suppose that the variable \code{yi} contains
#' the effect sizes from the studies and \code{sei} the corresponding
#' standard errors. Then, fixed and random effects meta-analyses can
#' be conducted using the formulas \code{yi | se(sei) ~ 1} and
#' \code{yi | se(sei) ~ 1 + (1|study)}, respectively, where
#' \code{study} is a variable uniquely identifying every study.
#' If desired, meta-regression can be performed via
#' \code{yi | se(sei) ~ 1 + mod1 + mod2 + (1|study)}
#' or \cr \code{yi | se(sei) ~ 1 + mod1 + mod2 + (1 + mod1 + mod2|study)},
#' where \code{mod1} and \code{mod2} represent moderator variables.
#' By default, the standard errors replace the parameter \code{sigma}.
#' To model \code{sigma} in addition to the known standard errors,
#' set argument \code{sigma} in function \code{se} to \code{TRUE},
#' for instance, \code{yi | se(sei, sigma = TRUE) ~ 1}.
#'
#' For all families, weighted regression may be performed using
#' \code{weights} in the \code{aterms} part. Internally, this is
#' implemented by multiplying the log-posterior values of each
#' observation by their corresponding weights.
#' Suppose that variable \code{wei} contains the weights
#' and that \code{yi} is the response variable.
#' Then, formula \code{yi | weights(wei) ~ predictors}
#' implements a weighted regression.
#'
#' With the exception of categorical, ordinal, and mixture families,
#' left, right, and interval censoring can be modeled through
#' \code{y | cens(censored) ~ predictors}. The censoring variable
#' (named \code{censored} in this example) should contain the values
#' \code{'left'}, \code{'none'}, \code{'right'}, and \code{'interval'}
#' (or equivalently \code{-1}, \code{0}, \code{1}, and \code{2}) to indicate that
#' the corresponding observation is left censored, not censored, right censored,
#' or interval censored. For interval censored data, a second variable
#' (let's call it \code{y2}) has to be passed to \code{cens}. In this case,
#' the formula has the structure \code{y | cens(censored, y2) ~ predictors}.
#' While the lower bounds are given in \code{y}, the upper bounds are given
#' in \code{y2} for interval censored data. Intervals are assumed to be open
#' on the left and closed on the right: \code{(y, y2]}.
#'
#' With the exception of categorical, ordinal, and mixture families,
#' the response distribution can be truncated using the \code{trunc}
#' function in the addition part. If the response variable is truncated
#' between, say, 0 and 100, we can specify this via
#' \code{yi | trunc(lb = 0, ub = 100) ~ predictors}.
#' Instead of numbers, variables in the data set can also be passed allowing
#' for varying truncation points across observations. Defining only one of
#' the two arguments in \code{trunc} leads to one-sided truncation.
#'
#' For all continuous families, missing values in the responses can be imputed
#' within Stan by using the addition term \code{mi}. This is mostly
#' useful in combination with \code{mi} predictor terms as explained
#' above under 'Special predictor terms'.
#'
#' For families \code{binomial} and \code{zero_inflated_binomial},
#' addition should contain a variable indicating the number of trials
#' underlying each observation. In \code{lme4} syntax, we may write for instance
#' \code{cbind(success, n - success)}, which is equivalent
#' to \code{success | trials(n)} in \pkg{brms} syntax. If the number of trials
#' is constant across all observations, say \code{10},
#' we may also write \code{success | trials(10)}.
#'
#' For all ordinal families, \code{aterms} may contain a term
#' \code{cat(number)} to specify the number categories (e.g, \code{cat(7)}).
#' If not given, the number of categories is calculated from the data.
#'
#' In Wiener diffusion models (family \code{wiener}) the addition term
#' \code{dec} is mandatory to specify the (vector of) binary decisions
#' corresponding to the reaction times. Non-zero values will be treated
#' as a response on the upper boundary of the diffusion process and zeros
#' will be treated as a response on the lower boundary. Alternatively,
#' the variable passed to \code{dec} might also be a character vector
#' consisting of \code{'lower'} and \code{'upper'}.
#'
#' Multiple addition terms may be specified at the same time using
#' the \code{+} operator, for instance \cr
#' \code{formula = yi | se(sei) + cens(censored) ~ 1}
#' for a censored meta-analytic model.
#'
#' The addition argument \code{disp} (short for dispersion)
#' has been removed in version 2.0. You may instead use the
#' distributional regression approach by specifying
#' \code{sigma ~ 1 + offset(log(xdisp))} or
#' \code{shape ~ 1 + offset(log(xdisp))}, where \code{xdisp} is
#' the variable being previously passed to \code{disp}.
#'
#' \bold{Parameterization of the population-level intercept}
#'
#' The population-level intercept (if incorporated) is estimated separately
#' and not as part of population-level parameter vector \code{b}.
#' As a result, priors on the intercept also have to be specified separately.
#' Furthermore, to increase sampling efficiency, the population-level
#' design matrix \code{X} is centered around its column means
#' \code{X_means} if the intercept is incorporated.
#' This leads to a temporary bias in the intercept equal to
#' \code{<X_means, b>}, where \code{<,>} is the scalar product.
#' The bias is corrected after fitting the model, but be aware
#' that you are effectively defining a prior on the intercept
#' of the centered design matrix not on the real intercept.
#' For more details on setting priors on population-level intercepts,
#' see \code{\link{set_prior}}.
#'
#' This behavior can be avoided by using the reserved
#' (and internally generated) variable \code{intercept}.
#' Instead of \code{y ~ x}, you may write
#' \code{y ~ 0 + intercept + x}. This way, priors can be
#' defined on the real intercept, directly. In addition,
#' the intercept is just treated as an ordinary population-level effect
#' and thus priors defined on \code{b} will also apply to it.
#' Note that this parameterization may be less efficient
#' than the default parameterization discussed above.
#'
#' \bold{Formula syntax for non-linear models}
#'
#' In \pkg{brms}, it is possible to specify non-linear models
#' of arbitrary complexity.
#' The non-linear model can just be specified within the \code{formula}
#' argument. Suppose, that we want to predict the response \code{y}
#' through the predictor \code{x}, where \code{x} is linked to \code{y}
#' through \code{y = alpha - beta * lambda^x}, with parameters
#' \code{alpha}, \code{beta}, and \code{lambda}. This is certainly a
#' non-linear model being defined via
#' \code{formula = y ~ alpha - beta * lambda^x} (addition arguments
#' can be added in the same way as for ordinary formulas).
#' To tell \code{brms} that this is a non-linear model,
#' we set argument \code{nl} to \code{TRUE}.
#' Now we have to specify a model for each of the non-linear parameters.
#' Let's say we just want to estimate those three parameters
#' with no further covariates or random effects. Then we can pass
#' \code{alpha + beta + lambda ~ 1} or equivalently
#' (and more flexible) \code{alpha ~ 1, beta ~ 1, lambda ~ 1}
#' to the \code{...} argument.
#' This can, of course, be extended. If we have another predictor \code{z} and
#' observations nested within the grouping factor \code{g}, we may write for
#' instance \code{alpha ~ 1, beta ~ 1 + z + (1|g), lambda ~ 1}.
#' The formula syntax described above applies here as well.
#' In this example, we are using \code{z} and \code{g} only for the
#' prediction of \code{beta}, but we might also use them for the other
#' non-linear parameters (provided that the resulting model is still
#' scientifically reasonable).
#'
#' Non-linear models may not be uniquely identified and / or show bad convergence.
#' For this reason it is mandatory to specify priors on the non-linear parameters.
#' For instructions on how to do that, see \code{\link{set_prior}}.
#' For some examples of non-linear models, see \code{vignette("brms_nonlinear")}.
#'
#' \bold{Formula syntax for predicting distributional parameters}
#'
#' It is also possible to predict parameters of the response
#' distribution such as the residual standard deviation \code{sigma}
#' in gaussian models or the hurdle probability \code{hu} in hurdle models.
#' The syntax closely resembles that of a non-linear
#' parameter, for instance \code{sigma ~ x + s(z) + (1+x|g)}.
#' For some examples of distributional models, see \code{vignette("brms_distreg")}.
#'
#' Alternatively, one may fix distributional parameters to certain values.
#' However, this is mainly useful when models become too
#' complicated and otherwise have convergence issues.
#' We thus suggest to be generally careful when making use of this option.
#' The \code{quantile} parameter of the \code{asym_laplace} distribution
#' is a good example where it is useful. By fixing \code{quantile},
#' one can perform quantile regression for the specified quantile.
#' For instance, \code{quantile = 0.25} allows predicting the 25\%-quantile.
#' Furthermore, the \code{bias} parameter in drift-diffusion models,
#' is assumed to be \code{0.5} (i.e. no bias) in many applications.
#' To achieve this, simply write \code{bias = 0.5}.
#' Other possible applications are the Cauchy distribution as a
#' special case of the Student-t distribution with
#' \code{nu = 1}, or the geometric distribution as a special case of
#' the negative binomial distribution with \code{shape = 1}.
#' Furthermore, the parameter \code{disc} ('discrimination') in ordinal
#' models is fixed to \code{1} by default and not estimated,
#' but may be modeled as any other distributional parameter if desired
#' (see examples). For reasons of identification, \code{'disc'}
#' can only be positive, which is achieved by applying the log-link.
#'
#' In categorical models, distributional parameters do not have
#' fixed names. Instead, they are named after the response categories
#' (excluding the first one, which serves as the reference category),
#' with the prefix \code{'mu'}. If, for instance, categories are named
#' \code{cat1}, \code{cat2}, and \code{cat3}, the distributional parameters
#' will be named \code{mucat2} and \code{mucat3}.
#'
#' Some distributional parameters currently supported by \code{brmsformula}
#' have to be positive (a negative standard deviation or precision parameter
#' does not make any sense) or are bounded between 0 and 1 (for zero-inflated /
#' hurdle probabilities, quantiles, or the initial bias parameter of
#' drift-diffusion models).
#' However, linear predictors can be positive or negative, and thus the log link
#' (for positive parameters) or logit link (for probability parameters) are used
#' by default to ensure that distributional parameters are within their valid intervals.
#' This implies that, by default, effects for such distributional parameters are
#' estimated on the log / logit scale and one has to apply the inverse link
#' function to get to the effects on the original scale.
#' Alternatively, it is possible to use the identity link to predict parameters
#' on their original scale, directly. However, this is much more likely to lead
#' to problems in the model fitting, if the parameter actually has a restricted range.
#'
#' See also \code{\link{brmsfamily}} for an overview of valid link functions.
#'
#' \bold{Formula syntax for mixture models}
#'
#' The specification of mixture models closely resembles that
#' of non-mixture models. If not specified otherwise (see below),
#' all mean parameters of the mixture components are predicted
#' using the right-hand side of \code{formula}. All types of predictor
#' terms allowed in non-mixture models are allowed in mixture models
#' as well.
#'
#' distributional parameters of mixture distributions have the same
#' name as those of the corresponding ordinary distributions, but with
#' a number at the end to indicate the mixture component. For instance, if
#' you use family \code{mixture(gaussian, gaussian)}, the distributional
#' parameters are \code{sigma1} and \code{sigma2}.
#' distributional parameters of the same class can be fixed to the same value.
#' For the above example, we could write \code{sigma2 = "sigma1"} to make
#' sure that both components have the same residual standard deviation,
#' which is in turn estimated from the data.
#'
#' In addition, there are two types of special distributional parameters.
#' The first are named \code{mu<ID>}, that allow for modeling different
#' predictors for the mean parameters of different mixture components.
#' For instance, if you want to predict the mean of the first component
#' using predictor \code{x} and the mean of the second component using
#' predictor \code{z}, you can write \code{mu1 ~ x} as well as \code{mu2 ~ z}.
#' The second are named \code{theta<ID>}, which constitute the mixing
#' proportions. If the mixing proportions are fixed to certain values,
#' they are internally normalized to form a probability vector.
#' If one seeks to predict the mixing proportions, all but
#' one of the them has to be predicted, while the remaining one is used
#' as the reference category to identify the model. The \code{softmax}
#' function is applied on the linear predictor terms to form a
#' probability vector.
#'
#' For more information on mixture models, see
#' the documentation of \code{\link{mixture}}.
#'
#' \bold{Formula syntax for multivariate models}
#'
#' Multivariate models may be specified using \code{cbind} notation
#' or with help of the \code{\link{mvbf}} function.
#' Suppose that \code{y1} and \code{y2} are response variables
#' and \code{x} is a predictor. Then \code{cbind(y1, y2) ~ x}
#' specifies a multivariate model,
#' The effects of all terms specified at the RHS of the formula
#' are assumed to vary across response variables.
#' For instance, two parameters will be estimated for \code{x},
#' one for the effect on \code{y1} and another for the effect on \code{y2}.
#' This is also true for group-level effects. When writing, for instance,
#' \code{cbind(y1, y2) ~ x + (1+x|g)}, group-level effects will be
#' estimated separately for each response. To model these effects
#' as correlated across responses, use the ID syntax (see above).
#' For the present example, this would look as follows:
#' \code{cbind(y1, y2) ~ x + (1+x|2|g)}. Of course, you could also use
#' any value other than \code{2} as ID.
#'
#' It is also possible to specify different formulas for different responses.
#' If, for instance, \code{y1} should be predicted by \code{x} and \code{y2}
#' should be predicted by \code{z}, we could write \code{mvbf(y1 ~ x, y2 ~ z)}.
#' Alternatively, multiple \code{brmsformula} objects can be added to
#' specify a joint multivariate model (see 'Examples').
#'
#' @examples
#' # multilevel model with smoothing terms
#' brmsformula(y ~ x1*x2 + s(z) + (1+x1|1) + (1|g2))
#'
#' # additionally predict 'sigma'
#' brmsformula(y ~ x1*x2 + s(z) + (1+x1|1) + (1|g2),
#' sigma ~ x1 + (1|g2))
#'
#' # use the shorter alias 'bf'
#' (formula1 <- brmsformula(y ~ x + (x|g)))
#' (formula2 <- bf(y ~ x + (x|g)))
#' # will be TRUE
#' identical(formula1, formula2)
#'
#' # incorporate censoring
#' bf(y | cens(censor_variable) ~ predictors)
#'
#' # define a simple non-linear model
#' bf(y ~ a1 - a2^x, a1 + a2 ~ 1, nl = TRUE)
#'
#' # predict a1 and a2 differently
#' bf(y ~ a1 - a2^x, a1 ~ 1, a2 ~ x + (x|g), nl = TRUE)
#'
#' # correlated group-level effects across parameters
#' bf(y ~ a1 - a2^x, a1 ~ 1 + (1|2|g), a2 ~ x + (x|2|g), nl = TRUE)
#'
#' # define a multivariate model
#' bf(cbind(y1, y2) ~ x * z + (1|g))
#'
#' # define a zero-inflated model
#' # also predicting the zero-inflation part
#' bf(y ~ x * z + (1+x|ID1|g), zi ~ x + (1|ID1|g))
#'
#' # specify a predictor as monotonic
#' bf(y ~ mo(x) + more_predictors)
#'
#' # for ordinal models only
#' # specify a predictor as category specific
#' bf(y ~ cs(x) + more_predictors)
#' # add a category specific group-level intercept
#' bf(y ~ cs(x) + (cs(1)|g))
#' # specify parameter 'disc'
#' bf(y ~ person + item, disc ~ item)
#'
#' # specify variables containing measurement error
#' bf(y ~ me(x, sdx))
#'
#' # specify predictors on all parameters of the wiener diffusion model
#' # the main formula models the drift rate 'delta'
#' bf(rt | dec(decision) ~ x, bs ~ x, ndt ~ x, bias ~ x)
#'
#' # fix the bias parameter to 0.5
#' bf(rt | dec(decision) ~ x, bias = 0.5)
#'
#' # specify different predictors for different mixture components
#' mix <- mixture(gaussian, gaussian)
#' bf(y ~ 1, mu1 ~ x, mu2 ~ z, family = mix)
#'
#' # fix both residual standard deviations to the same value
#' bf(y ~ x, sigma2 = "sigma1", family = mix)
#'
#' # use the '+' operator to specify models
#' bf(y ~ 1) +
#' nlf(sigma ~ a * exp(b * x), a ~ x) +
#' lf(b ~ z + (1|g), dpar = "sigma") +
#' gaussian()
#'
#' # specify a multivariate model using the '+' operator
#' bf(y1 ~ x + (1|g)) +
#' gaussian() + cor_ar(~1|g) +
#' bf(y2 ~ z) + poisson()
#'
#' # model missing values in predictors
#' bf(bmi ~ age * mi(chl)) +
#' bf(chl | mi() ~ age) +
#' set_rescor(FALSE)
#'
#' @export
brmsformula <- function(formula, ..., flist = NULL, family = NULL,
autocor = NULL, nl = NULL) {
if (is.brmsformula(formula)) {
out <- formula
} else {
out <- list(formula = as.formula(formula))
class(out) <- "brmsformula"
}
# parse and validate dots arguments
dots <- c(out$pforms, out$pfix, list(...), flist)
dots <- lapply(dots, function(x) if (is.list(x)) x else list(x))
dots <- unlist(dots, recursive = FALSE)
forms <- list()
for (i in seq_along(dots)) {
forms <- c(forms, prepare_auxformula(dots[[i]], par = names(dots)[i]))
}
is_dupl_pars <- duplicated(names(forms), fromLast = TRUE)
if (any(is_dupl_pars)) {
dupl_pars <- collapse_comma(names(forms)[is_dupl_pars])
message("Replacing initial definitions of parameters ", dupl_pars)
forms[is_dupl_pars] <- NULL
}
not_form <- ulapply(forms, function(x) !is.formula(x))
fix <- forms[not_form]
forms[names(fix)] <- NULL
out$pforms <- forms
# validate fixed distributional parameters
fix_theta <- fix[dpar_class(names(fix)) %in% "theta"]
if (length(fix_theta)) {
# normalize mixing proportions
sum_theta <- sum(unlist(fix_theta))
fix_theta <- lapply(fix_theta, "/", sum_theta)
fix[names(fix_theta)] <- fix_theta
}
out$pfix <- fix
for (dp in names(out$pfix)) {
if (is.character(out$pfix[[dp]])) {
if (identical(dp, out$pfix[[dp]])) {
stop2("Equating '", dp, "' with itself is not meaningful.")
}
ap_class <- dpar_class(dp)
if (ap_class == "mu") {
stop2("Equating parameters of class 'mu' is not allowed.")
}
if (!identical(ap_class, dpar_class(out$pfix[[dp]]))) {
stop2("Can only equate parameters of the same class.")
}
if (out$pfix[[dp]] %in% names(out$pfix)) {
stop2("Cannot use fixed parameters on ",
"the right-hand side of an equation.")
}
if (out$pfix[[dp]] %in% names(out$pforms)) {
stop2("Cannot use predicted parameters on ",
"the right-hand side of an equation.")
}
}
}
if (!is.null(nl)) {
attr(out$formula, "nl") <- as_one_logical(nl)
} else if (!is.null(out[["nl"]])) {
# for backwards compatibility with brms <= 1.8.0
attr(out$formula, "nl") <- out[["nl"]]
out[["nl"]] <- NULL
}
if (is.null(attr(out$formula, "nl"))) {
attr(out$formula, "nl") <- FALSE
}
if (!is.null(family)) {
out$family <- check_family(family)
}
if (!is.null(autocor)) {
out$autocor <- check_autocor(autocor)
}
respform <- lhs(formula)
if (!is.null(respform)) {
respform <- formula(gsub("\\|+[^~]*~", "~", formula2str(respform)))
out$resp <- parse_resp(respform)
}
if (!is.null(out$family)) {
# check for the presence of non-linear parameters
dpars <- names(out$pforms)
dpars <- dpars[is_dpar_name(dpars, out$family)]
for (dp in names(out$pforms)) {
if (!dp %in% dpars) {
# indicate the correspondence to distributional parameter
if (is.null(attr(out$pforms[[dp]], "dpar"))) {
attr(out$pforms[[dp]], "dpar") <- "mu"
}
dpar <- attr(out$pforms[[dp]], "dpar")
if (!is.null(out$pforms[[dpar]])) {
nl_allowed <- get_nl(out, dpar = dpar)
} else {
if (dpar_class(dpar) == "mu") {
nl_allowed <- get_nl(out)
} else {
nl_allowed <- FALSE
}
}
if (!nl_allowed) {
stop2(
"The parameter '", dp, "' is not a valid ",
"distributional or non-linear parameter. ",
"Did you forget to set 'nl = TRUE'?"
)
}
}
}
}
# add default values for unspecified elements
defs <- list(
pforms = list(), pfix = list(), family = NULL,
autocor = NULL, resp = NULL
)
defs <- defs[setdiff(names(defs), names(rmNULL(out, FALSE)))]
out[names(defs)] <- defs
class(out) <- c("brmsformula", "bform")
split_bf(out)
}
#' @export
bf <- function(formula, ..., flist = NULL, family = NULL,
autocor = NULL, nl = NULL) {
# alias of brmsformula
brmsformula(formula, ..., flist = flist, family = family,
autocor = autocor, nl = nl)
}
#' Linear and Non-linear formulas in \pkg{brms}
#'
#' Helper functions to specify linear and non-linear
#' formulas for use with \code{\link[brms:brmsformula]{brmsformula}}.
#'
#' @name brmsformula-helpers
#' @aliases bf-helpers nlf lf set_nl set_rescor
#'
#' @param formula Non-linear formula for a distributional parameter.
#' The name of the distributional parameter can either be specified
#' on the left-hand side of \code{formula} or via argument \code{dpar}.
#' @param dpar Optional character string specifying the distributional
#' parameter to which the formulas passed via \code{...} and
#' \code{flist} belong.
#' @param resp Optional character string specifying the response
#' variable to which the formulas passed via \code{...} and
#' \code{flist} belong. Only relevant in multivariate models.
#' @param rescor Logical; Indicates if residual correlation between
#' the response variables should be modeled. Currently this is only
#' possible in multivariate \code{gaussian} and \code{student} models.
#' Only relevant in multivariate models.
#' @param mecor Logical; Indicates if correlations between latent variables
#' defined by \code{\link{me}} terms should be modeled. Defaults to \code{TRUE}.
#' @inheritParams brmsformula
#'
#' @return For \code{lf} and \code{nlf} a \code{list} that can be
#' passed to \code{\link[brms:brmsformula]{brmsformula}} or added
#' to an existing \code{brmsformula} or \code{mvbrmsformula} object.
#' For \code{set_nl} and \code{set_rescor} a logical value that can be
#' added to an existing \code{brmsformula} or \code{mvbrmsformula} object.
#'
#' @seealso \code{\link{brmsformula}}, \code{\link{mvbrmsformula}}
#'
#' @examples
#' # add more formulas to the model
#' bf(y ~ 1) +
#' nlf(sigma ~ a * exp(b * x), a ~ x) +
#' lf(b ~ z + (1|g), dpar = "sigma") +
#' gaussian()
#'
#' # specify 'nl' later on
#' bf(y ~ a * inv_logit(x * b)) +
#' lf(a + b ~ z) +
#' set_nl(TRUE)
#'
#' # specify a multivariate model
#' bf(y1 ~ x + (1|g)) +
#' bf(y2 ~ z) +
#' set_rescor(TRUE)
NULL
#' @rdname brmsformula-helpers
#' @export
nlf <- function(formula, ..., flist = NULL, dpar = NULL, resp = NULL) {
formula <- as.formula(formula)
resp_pars <- all.vars(formula[[2]])
if (length(resp_pars) == 0L) {
if (is.null(dpar)) {
stop2("No parameter name passed via the LHS of ",
"'formula' or argument 'dpar'.")
}
} else if (length(resp_pars) == 1L) {
dpar <- resp_pars
} else {
stop2("LHS of non-linear formula should contain only one variable.")
}
out <- c(
setNames(list(structure(formula, nl = TRUE)), dpar),
lf(..., flist = flist, dpar = dpar)
)
structure(out, dpar = dpar, resp = resp)
}
#' @rdname brmsformula-helpers
#' @export
lf <- function(..., flist = NULL, dpar = NULL, resp = NULL) {
out <- c(list(...), flist)
if (!is.null(dpar)) {
dpar <- as_one_character(dpar)
for (i in seq_along(out)) {
attr(out[[i]], "dpar") <- dpar
}
}
if (!is.null(resp)) {
resp <- as_one_character(resp)
}
structure(out, dpar = dpar, resp = resp)
}
#' @rdname brmsformula-helpers
#' @export
set_nl <- function(nl = TRUE, dpar = NULL, resp = NULL) {
nl <- as_one_logical(nl)
if (!is.null(dpar)) {
dpar <- as_one_character(dpar)
}
if (!is.null(resp)) {
resp <- as_one_character(resp)
}
structure(nl, dpar = dpar, resp = resp, class = "setnl")
}
#' Set up a multivariate model formula for use in \pkg{brms}
#'
#' Set up a multivariate model formula for use in the \pkg{brms} package
#' allowing to define (potentially non-linear) additive multilevel
#' models for all parameters of the assumed response distributions.
#'
#' @aliases mvbf
#'
#' @param ... Objects of class \code{formula} or \code{brmsformula},
#' each specifying a univariate model. See \code{\link{brmsformula}}
#' for details on how to specify univariate models.
#' @param flist Optional list of formulas, which are treated in the
#' same way as formulas passed via the \code{...} argument.
#' @param rescor Logical; Indicates if residual correlation between
#' the response variables should be modeled. Currently, this is only
#' possible in multivariate \code{gaussian} and \code{student} models.
#' If \code{NULL} (the default), \code{rescor} is internally set to
#' \code{TRUE} when possible.
#'
#' @return An object of class \code{mvbrmsformula}, which
#' is essentially a \code{list} containing all model formulas
#' as well as some additional information for multivariate models.
#'
#' @details See \code{vignette("brms_multivariate")} for a case study.
#'
#' @seealso \code{\link{brmsformula}}, \code{\link{brmsformula-helpers}}
#'
#' @examples
#' bf1 <- bf(y1 ~ x + (1|g))
#' bf2 <- bf(y2 ~ s(z))
#' mvbf(bf1, bf2)
#'
#' @export
mvbrmsformula <- function(..., flist = NULL, rescor = NULL) {
dots <- c(list(...), flist)
if (!length(dots)) {
stop2("No objects passed to 'mvbf'.")
}
forms <- list()
for (i in seq_along(dots)) {
if (is.mvbrmsformula(dots[[i]])) {
forms <- c(forms, dots[[i]]$forms)
if (is.null(rescor)) {
rescor <- dots[[i]]$rescor
}
} else {
forms <- c(forms, list(bf(dots[[i]])))
}
}
if (!is.null(rescor)) {
rescor <- as_one_logical(rescor)
}
responses <- ulapply(forms, "[[", "resp")
if (any(duplicated(responses))) {
stop2("Cannot use the same response variable twice in the same model.")
}
names(forms) <- responses
structure(
nlist(forms, responses, rescor),
class = c("mvbrmsformula", "bform")
)
}
#' @export
mvbf <- function(..., flist = NULL, rescor = NULL) {
mvbrmsformula(..., flist = flist, rescor = rescor)
}
split_bf <- function(x) {
# build a mvbrmsformula object based on a brmsformula object
# which uses cbind on the left-hand side to specify MV models
stopifnot(is.brmsformula(x))
resp <- parse_resp(x$formula, check_names = FALSE)
str_adform <- get_matches(
"\\|[^~]*(?=~)", formula2str(x$formula), perl = TRUE
)
if (length(resp) > 1L) {
# cbind syntax used to specify MV model
flist <- named_list(resp)
for (i in seq_along(resp)) {
flist[[i]] <- x
str_lhs <- paste0(resp[[i]], str_adform)
flist[[i]]$formula[[2]] <- parse(text = str_lhs)[[1]]
flist[[i]]$resp <- resp[[i]]
}
x <- mvbf(flist = flist)
}
x
}
#' @rdname brmsformula-helpers
#' @export
set_rescor <- function(rescor = TRUE) {
structure(as_one_logical(rescor), class = "setrescor")
}
allow_rescor <- function(x) {
# indicate if estimating 'rescor' is allowed for this model
if (!(is.mvbrmsformula(x) || is.mvbrmsterms(x))) {
return(FALSE)
}
parts <- if (is.mvbrmsformula(x)) x$forms else x$terms
families <- ulapply(parts, function(f) f$family$family)
all(families == "gaussian") || all(families == "student")
}
#' @rdname brmsformula-helpers
#' @export
set_mecor <- function(mecor = TRUE) {
structure(as_one_logical(mecor), class = "setmecor")
}
#' @export
"+.bform" <- function(e1, e2) {
if (is.brmsformula(e1)) {
out <- plus_brmsformula(e1, e2)
} else if (is.mvbrmsformula(e1)) {
out <- plus_mvbrmsformula(e1, e2)
} else {
stop2("Method '+.bform' not implemented for ", class(e1), " objects.")
}
out
}
plus_brmsformula <- function(e1, e2) {
if (is.function(e2)) {
e2 <- try(e2(), silent = TRUE)
if (!is.family(e2)) {
stop2("Don't know how to handle non-family functions.")
}
}
if (is.family(e2)) {
e1 <- bf(e1, family = e2)
} else if (is.cor_brms(e2)) {
e1 <- bf(e1, autocor = e2)
} else if (inherits(e2, "setnl")) {
dpar <- attr(e2, "dpar")
if (is.null(dpar)) {
e1 <- bf(e1, nl = e2)
} else {
if (is.null(e1$pforms[[dpar]])) {
stop2("Parameter '", dpar, "' has no formula.")
}
attr(e1$pforms[[dpar]], "nl") <- e2
e1 <- bf(e1)
}
} else if (inherits(e2, "setmecor")) {
e1$mecor <- e2[1]
} else if (is.brmsformula(e2)) {
e1 <- mvbf(e1, e2)
} else if (inherits(e2, "setrescor")) {
stop2("Setting 'rescor' is only possible in multivariate models.")
} else {
e1 <- bf(e1, e2)
}
e1
}
plus_mvbrmsformula <- function(e1, e2) {
if (is.function(e2)) {
e2 <- try(e2(), silent = TRUE)
if (!is.family(e2)) {
stop2("Don't know how to handle non-family functions.")
}
}
if (is.family(e2) || is.cor_brms(e2)) {
e1$forms <- lapply(e1$forms, "+", e2)
} else if (inherits(e2, "setrescor")) {
e1$rescor <- e2[1]
} else if (inherits(e2, "setmecor")) {
e1$mecor <- e2[1]
} else if (is.brmsformula(e2)) {
e1 <- mvbf(e1, e2)
} else {
resp <- attr(e2, "resp", TRUE)
if (is.null(resp)) {
stop2(
"Don't know how to add a ", class(e2), " object ",
"without the response variable name. ",
"See help('brmsformula-helpers') for more details."
)
}
if (!isTRUE(resp %in% e1$responses)) {
stop2("'resp' should be one of ", collapse_comma(e1$responses), ".")
}
e1$forms[[resp]] <- e1$forms[[resp]] + e2
}
e1
}
get_nl <- function(x, dpar = NULL, resp = NULL, aol = TRUE) {
# extract the 'nl' attribute from a (brms)formula object
# Args:
# x: object to extract 'nl' from
# dpar: optional name of a distributional parameter
# for which 'nl' should be extracted
# resp: optional name of a response variable
# for which 'nl' should be extracted
# aol: (as one logical) apply isTRUE to the result?
if (is.mvbrmsformula(x)) {
resp <- as_one_character(resp)
x <- x$forms[[resp]]
}
if (is.brmsformula(x)) {
if (is.null(dpar)) {
x <- x$formula
} else {
dpar <- as_one_character(dpar)
x <- x$pforms[[dpar]]
}
}
nl <- attr(x, "nl", TRUE)
if (aol) {
nl <- isTRUE(nl)
}
nl
}
prepare_auxformula <- function(formula, par = NULL, rsv_pars = NULL) {
# validate and prepare a formula of an distributional parameter
# Args:
# formula: an object of class formula
# par: optional name of the parameter; if not specified
# the parameter name will be inferred from the formula
# rsv_pars: optional character vector of reserved parameter names
stopifnot(length(par) <= 1L)
try_formula <- try(as.formula(formula), silent = TRUE)