Brms - sampling from a point estimate via fixed_param not possible?


I would like to sample my model from a point prior. At the moment I have my hand-crafted R code for this, but I thought why not to use brms to do that.

I figured, that I could simply use the “Fixed_Param” thing from Stan. So I would setup my model in brms once, setup the design and then only sample a set of parameters for which I would call brm to then actually sample the data according to the design and the model.

… but brm does not let me choose the “Fixed_Param” thing from Stan - it’s not allowed. Why not? To me this looks very useful - or is there another way of doing what I have outlined?

I know that there is the constant prior in more recent brms versions… but for one, I am cannot easily bump the version nor would I like to recompile the model just for that.

Suggestions? Maybe there is a way via make_stancode… but if so, how would I turn things again into a brms object where I get the nice post processing?



Is there something specific that I need to take care of when allowing fixed_param in brms?

In other words do you have some example code for me how you otherwise do it manually for a simple model?

I don’t think so that you need to do anything special in brms for fixed_param… which is why I thought this should just work. The only thing which the user then should do is to provide a sensible “init” which gets used.

I can code up a simple example… should I file an issue for that?

Yes, filing an issue would be a good reminder for me.