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add more doc
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paul-buerkner committed Feb 7, 2022
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21 changes: 19 additions & 2 deletions vignettes/brms_families.Rmd
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Expand Up @@ -225,12 +225,29 @@ $$
f(y) = \frac{1}{B((\mu_{1}, \ldots, \mu_{K}) \phi)}
\prod_{k=1}^K y_{k}^{\mu_{k} \phi - 1}.
$$
The **dirichlet** distribution is only implemented with the multivariate logit
The **dirichlet** family is implemented with the multivariate logit
link function so that
$$
\mu_{j} = \frac{\exp(\eta_{j})}{\sum_{k = 1}^{K} \exp(\eta_{k})}
$$
For reasons of identifiability, $\eta_{1}$ is set to $0$.
For reasons of identifiability, $\eta_{\rm ref}$ is set to $0$, where ${\rm ref}$
is one of the response categories chosen as reference.

An alternative to the **dirichlet** family is the **logistic_normal** family
with density
$$
f(y) = \frac{1}{\prod_{k=1}^K y_k} \times
\text{multivariate_normal}(\tilde{y} \, | \, \mu, \sigma, \Omega)
$$
where $\tilde{y}$ is the multivariate logit transformed response
$$
\tilde{y} = (\log(y_1 / y_{\rm ref}), \ldots, \log(y_{\rm ref-1} / y_{\rm ref}),
\log(y_{\rm ref+1} / y_{\rm ref}), \ldots, \log(y_K / y_{\rm ref}))
$$
of dimension $K-1$ (excluding the reference category), which is modeled as
multivariate normally distributed with latent mean and standard deviation
vectors $\mu$ and $\sigma$, as well as correlation matrix $\Omega$.


## Circular models

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