I have an AR1 model I would like to fit with fixed residual standard errors and weights on the likelihood. To include known standard error brms requires cov = TRUE for the ar process. But when cov = TRUE, the inclusion of y | weights(w) throws an error. For example:
make_stancode(y1 | weights(w) ~ y2 + ar(cov = TRUE), data = data)
Throws “Invalid addition arguments for this model”
I am trying to understand why this specification is invalid?