Operating System: Clear Linux (28100) and Antergos (Linux)
Interface Version: rstan (Version 2.18.2, GitRev: 2e1f913d3ca3)
Compiler/Toolkit: gcc 8.3.1 and gcc 8.2.1
Hi! Here is documentation for bernoulli_logit_glm, yet when I try it in a simple logistic regression model:
beta0 ~ normal(mu0, sigma0);
beta1 ~ normal(mu1, sigma1);
y ~ bernoulli_logit_glm(X, beta0, beta1);
// y ~ bernoulli_logit(beta0 + X * beta1);
I get the error:
Probability function must end in _lpdf or _lpmf. Found distribution family = bernoulli_logit_glm with no corresponding probability function bernoulli_logit_glm_lpdf, bernoulli_logit_glm_lpmf, or bernoulli_logit_glm_log
This comes up both in RStudio (preview) and when trying to compile the model.
I was intending to benchmark this model, and given Bob Carpenter’s statements in this post from October 2017:
Matthijs’s first major commit is a set of GLM functions for negative binomial with log link (2–6 times speedup), normal linear regression with identity link (4–5 times), Poisson with log link (factor of 7) and bernoulli with logit link (9 times). Wow! And he didn’t just implement the straight-line case—this is a fully vectorized implementation as a density…
Do you know if there is an easy way to build and install the develop branch?
If I were to install_github, with ref=“develop”, it would use the development branch of rstan, which still points at Stan 2.18.
The problem is that the development version of RStan (the interface) looks like it does not use the development version of Stan. FWIW, I did just run that, restarted R, and see the same behavior. stan_version() still returns 2.18.
@bgoodri, any suggestions, or time-frame until a release where these glm functions are supported?