My current dev branch of brms
with copula support can be installed using:
devtools::install_github("andrjohns/brms@gaussian-copula")
With example usage:
mn <- bf(y1 ~ 1, family = gaussian())
mp <- bf(c ~ 1, family = poisson())
mn2 <- bf(y2 ~ 1, family = gaussian())
mb <- bf(n | trials(d) ~ 1, family = binomial())
mod_n <- mn + mp + mn2 + mb + set_rescor(rescor = TRUE, copula = "gaussian")
t_n <- brm(mod_n, data = bdata, cores = 4)
However, this is only tested so far with Gaussian, bernoulli, binomial, and poisson outcomes in very simple models, so it’s likely to have issues with syntax generation for more complex models and/or other families.
Additionally, outcome families can only be supported if they have a CDF function defined in the Math library (I’m also planning to add the functionality for users to specify the CDFs themselves, but that’s still a ways off)