Gumbel brms custom family, custom implementation vs Stan
Examples
a <- rnorm(n = 1000)
data <- list(a = a, y = rgumbel_mean(n = 1000, mu = a + 2, sigma = 2))
fit <- brms::brm(
formula = y ~ 1 + a, data = data,
family = gumbel_mean(), stanvars = gumbel_mean()$stanvars,
refresh = 0
)
#> Compiling Stan program...
#> Error in .fun(model_code = .x1): Boost not found; call install.packages('BH')
plot(fit)
#> Error: object 'fit' not found