Student t likelihood

Interfaces rstanarm
1

hi,

I’m new to RStan, rstanarm & R but have some experience modelling with PyMC3.
I would like to translate a model for “robust regression” which uses Student t for the likelihood.
In the spirit of here

I’m able to build such a model when RStan directly but would prefer using rstanarm.

I have found a Feature issue from late 2015 regarding Student t likelihood here and a pull request from 2016 here that implements code for t_family.
However this is not available in 2.17.4

Are there plans to implement a Student T family to be used for the likelihood in rstanarm?

Thanks

  • Operating System: Linux x86_64
  • rstanarm Version: rstanarm_2.17.4
2

The rstanarm R package does not have a model with a student t likelihood. The brms R package does, I think.

3

Yes, brms can handle this via family student().

4

Thank you, I will investigate brms