Specifying auto-regressive effects using brm function with family = hurdle_gamma()

Interfaces brms
1
  • Operating System: Windows 10
  • brms Version: 2.8.0

I tried to specify auto-regressive effects using the auto_cor = cor_ar() function, but I am getting the following error:
Error: ARMA models are not implemented for family ‘hurdle_gamma’.

Does this mean that there is no way to account for auto-regressive effects when the family type is hurdle_gamma or is there another function/approach I might be able to utilize for this family function?

Any help would be appreciated!

2

I currently don’t see how ARMA could be implemented for families such as hurdle_gamma You could try to model temporal dependencies via splines s or Gaussian processes gp.