Hi - I have a working custom likelihood in Stan and would like to convert it to a custom family in brms.

The following Stan model works:

```
stan
functions{
real paretocounts_lpdf(vector x, real b, vector counts){
vector[num_elements(x)] temp; //array that stores densities
real sumcx;
for(i in 1:num_elements(x)){ //loop over data and store each density
temp[i] = counts[i]*log(x[i]);
}
sumcx = sum(temp);
real xmin;
real xmax;
xmin = min(x);
xmax = max(x);
return(sum(counts)*log((b + 1)/(xmax^(b+1) - xmin^(b+1))) + b*sumcx);
}
}
data {
int<lower=0> N;
vector[N] x;
vector[N] counts;
}
parameters {
real b;
}
model {
b ~ normal(-2, 1);
target += paretocounts_lpdf(x|b, counts);
}
```

```
R
# sim data
N = 30
xmin = 0.01
xmax = 1000
b = -1.4
x = abs(rnorm(N, 2, 1))
counts = abs(rnorm(N, 2, 1))
# fit stan model
fit_counts <- stan(file = "models/stan_pareto_truncated_counts.stan",
data = list(N = N,
x = x,
counts = counts))
```

But when I try to add this to brms, it gives the following error:

Compiling Stan program…

Error in stanc(file = file, model_code = model_code, model_name = model_name, :

0Semantic error in ‘string’, line 43, column 16 to column 55:

Ill-typed arguments supplied to function ‘paretocounts_lpdf’. Available signatures:

(vector, real, vector) => real

Instead supplied arguments of incompatible type: real, real, vector.

Here is what I’ve tried in brms. This generates the error above.

```
paretocounts <- custom_family(
"paretocounts", dpars = "mu",
links = (""), lb = NA,
type = "real",
vars = "counts"
)
# define the corresponding Stan density function
stan_paretocounts <- "
real paretocounts_lpdf(vector x, real b, vector counts){
vector[num_elements(x)] temp; //array that stores densities
real sumcx;
for(i in 1:num_elements(x)){ //loop over data and store each density
temp[i] = counts[i]*log(x[i]);
}
sumcx = sum(temp);
real xmin;
real xmax;
xmin = min(x);
xmax = max(x);
return(sum(counts)*log((b + 1)/(xmax^(b+1) - xmin^(b+1))) + b*sumcx);
}
"
stanvars <- stanvar(counts, name = "counts") +
stanvar(scode = stan_paretocounts, block = "functions")
# this model gives an error
brm_pareto <- brm(x ~ 1, data = tibble(x = x, counts = counts),
family = paretocounts, stanvars = stanvars)
```

I’ve looked at it long enough that I cannot see an error in there. Any help is much appreciated. Thanks!

- Operating System: Microsoft Windows 10 Enterprise
- brms Version: 2.17.0