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Hi,
It would be great if you incorporated multivariate version of asymmetric Laplace distribution in brms. Here is the paper that describes its properties: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.496.9720&rep=rep1&type=pdf . I am also attaching wikipedia article about it: https://en.wikipedia.org/wiki/Multivariate_Laplace_distribution . (This one has same authors as the reference papers).