Merge branch 'develop' of https://github.com/stan-dev/stan into develop

src/stan/analyze/mcmc/mcse.hpp

@@ -21,7 +21,6 @@ namespace analyze {
  * @return mcse
  */
 inline double mcse_mean(const Eigen::MatrixXd& chains) {
-  const Eigen::Index num_draws = chains.rows();
   if (chains.rows() < 4 || !is_finite_and_varies(chains))
     return std::numeric_limits<double>::quiet_NaN();
 

src/stan/io/stan_csv_reader.hpp

@@ -250,6 +250,10 @@ class stan_csv_reader {
 
     int rows = lines - 3;
     int cols = std::count(line.begin(), line.end(), ',') + 1;
+    if (cols == 1) {
+      // model has no parameters
+      return;
+    }
     adaptation.metric.resize(rows, cols);
     char comment;  // Buffer for comment indicator, #
 

src/stan/services/util/initialize.hpp

@@ -102,17 +102,19 @@ std::vector<double> initialize(Model& model, const InitContext& init, RNG& rng,
         model.transform_inits(context, disc_vector, unconstrained, &msg);
       }
     } catch (std::domain_error& e) {
-      if (msg.str().length() > 0)
+      if (msg.str().length() > 0) {
         logger.info(msg);
+      }
       logger.warn("Rejecting initial value:");
       logger.warn(
           "  Error evaluating the log probability"
           " at the initial value.");
       logger.warn(e.what());
       continue;
     } catch (std::exception& e) {
-      if (msg.str().length() > 0)
+      if (msg.str().length() > 0) {
         logger.info(msg);
+      }
       logger.error(
           "Unrecoverable error evaluating the log probability"
           " at the initial value.");
@@ -127,8 +129,9 @@ std::vector<double> initialize(Model& model, const InitContext& init, RNG& rng,
       // the parameters.
       log_prob = model.template log_prob<false, Jacobian>(unconstrained,
                                                           disc_vector, &msg);
-      if (msg.str().length() > 0)
+      if (msg.str().length() > 0) {
         logger.info(msg);
+      }
     } catch (std::domain_error& e) {
       if (msg.str().length() > 0)
         logger.info(msg);
@@ -139,8 +142,9 @@ std::vector<double> initialize(Model& model, const InitContext& init, RNG& rng,
       logger.warn(e.what());
       continue;
     } catch (std::exception& e) {
-      if (msg.str().length() > 0)
+      if (msg.str().length() > 0) {
         logger.info(msg);
+      }
       logger.error(
           "Unrecoverable error evaluating the log probability"
           " at the initial value.");
@@ -165,8 +169,9 @@ std::vector<double> initialize(Model& model, const InitContext& init, RNG& rng,
       log_prob = stan::model::log_prob_grad<true, Jacobian>(
           model, unconstrained, disc_vector, gradient, &log_prob_msg);
     } catch (const std::exception& e) {
-      if (log_prob_msg.str().length() > 0)
+      if (log_prob_msg.str().length() > 0) {
         logger.info(log_prob_msg);
+      }
       logger.error(e.what());
       throw;
     }
@@ -210,8 +215,36 @@ std::vector<double> initialize(Model& model, const InitContext& init, RNG& rng,
       return unconstrained;
     }
   }
-
-  if (!is_initialized_with_zero) {
+  if (is_fully_initialized) {
+    logger.info("");
+    logger.error("User-specified initialization failed.");
+    logger.error(
+        " Try specifying new initial values,"
+        " using partially specialized initialization,"
+        " reducing the range of constrained values,"
+        " or reparameterizing the model.");
+  } else if (any_initialized) {
+    logger.info("");
+    std::stringstream msg;
+    msg << "Partial user-specified initialization failed. "
+           "Initialization of non user specified parameters "
+           "between (-"
+        << init_radius << ", " << init_radius << ") failed after"
+        << " " << MAX_INIT_TRIES << " attempts. ";
+    logger.error(msg);
+    logger.error(
+        " Try specifying full initial values,"
+        " reducing the range of constrained values,"
+        " or reparameterizing the model.");
+  } else if (is_initialized_with_zero) {
+    logger.info("");
+    logger.error("Initial values of 0 failed to initialize.");
+    logger.error(
+        " Try specifying new initial values,"
+        " using partially specialized initialization,"
+        " reducing the range of constrained values,"
+        " or reparameterizing the model.");
+  } else {
     logger.info("");
     std::stringstream msg;
     msg << "Initialization between (-" << init_radius << ", " << init_radius

src/test/test-models/good/services/test_fail.stan

@@ -0,0 +1,6 @@
+parameters {
+  array[2] real<lower=-10, upper=10> y;
+}
+model {
+  reject("");
+}

src/test/unit/io/stan_csv_reader_test.cpp

@@ -30,6 +30,8 @@ class StanIoStanCsvReader : public testing::Test {
         "src/test/unit/io/test_csv_files/bernoulli_warmup.csv");
     fixed_param_stream.open(
         "src/test/unit/io/test_csv_files/fixed_param_output.csv");
+    no_params_stream.open(
+        "src/test/unit/io/test_csv_files/no_parameters_hmc.csv");
   }
 
   void TearDown() {
@@ -46,6 +48,7 @@ class StanIoStanCsvReader : public testing::Test {
     bernoulli_thin_stream.close();
     bernoulli_warmup_stream.close();
     fixed_param_stream.close();
+    no_params_stream.close();
   }
 
   std::ifstream blocker0_stream, epil0_stream;
@@ -58,6 +61,7 @@ class StanIoStanCsvReader : public testing::Test {
   std::ifstream bernoulli_thin_stream;
   std::ifstream bernoulli_warmup_stream;
   std::ifstream fixed_param_stream;
+  std::ifstream no_params_stream;
 };
 
 TEST_F(StanIoStanCsvReader, read_metadata1) {
@@ -570,6 +574,14 @@ TEST_F(StanIoStanCsvReader, fixed_param) {
   ASSERT_EQ(10, fixed_param.samples.rows());
 }
 
+TEST_F(StanIoStanCsvReader, no_parameters) {
+  stan::io::stan_csv no_parameters_hmc;
+  std::stringstream out;
+  no_parameters_hmc = stan::io::stan_csv_reader::parse(no_params_stream, &out);
+  ASSERT_EQ(100, no_parameters_hmc.samples.rows());
+  ASSERT_EQ(0, no_parameters_hmc.adaptation.metric.size());
+}
+
 TEST_F(StanIoStanCsvReader, no_samples) {
   std::ifstream no_samples_stream;
   no_samples_stream.open(
@@ -590,4 +602,5 @@ TEST_F(StanIoStanCsvReader, variational) {
       = stan::io::stan_csv_reader::parse(variational_stream, &out);
   variational_stream.close();
   ASSERT_EQ(1000, variational.metadata.num_samples);
+  ASSERT_EQ(0, variational.adaptation.metric.size());
 }

src/test/unit/io/test_csv_files/no_parameters_hmc.csv

@@ -0,0 +1,157 @@
+# stan_version_major = 2
+# stan_version_minor = 35
+# stan_version_patch = 0
+# model = sim_model
+# start_datetime = 2024-11-25 16:05:51 UTC
+# method = sample (Default)
+#   sample
+#     num_samples = 100
+#     num_warmup = 100
+#     save_warmup = false (Default)
+#     thin = 1 (Default)
+#     adapt
+#       engaged = true (Default)
+#       gamma = 0.05 (Default)
+#       delta = 0.8 (Default)
+#       kappa = 0.75 (Default)
+#       t0 = 10 (Default)
+#       init_buffer = 75 (Default)
+#       term_buffer = 50 (Default)
+#       window = 25 (Default)
+#       save_metric = false (Default)
+#     algorithm = hmc (Default)
+#       hmc
+#         engine = nuts (Default)
+#           nuts
+#             max_depth = 10 (Default)
+#         metric = diag_e (Default)
+#         metric_file =  (Default)
+#         stepsize = 1 (Default)
+#         stepsize_jitter = 0 (Default)
+#     num_chains = 1 (Default)
+# id = 1 (Default)
+# data
+#   file =  (Default)
+# init = 2 (Default)
+# random
+#   seed = 1799096017 (Default)
+# output
+#   file = output.csv (Default)
+#   diagnostic_file =  (Default)
+#   refresh = 100 (Default)
+#   sig_figs = -1 (Default)
+#   profile_file = profile.csv (Default)
+#   save_cmdstan_config = false (Default)
+# num_threads = 1 (Default)
+# stanc_version = %%NAME%%3 %%VERSION%%
+# stancflags = 
+lp__,accept_stat__,stepsize__,treedepth__,n_leapfrog__,divergent__,energy__,x
+# Adaptation terminated
+# Step size = 1.35996e+14
+# Diagonal elements of inverse mass matrix:
+# 
+0,1,1.35996e+14,1,1,0,0,8.57152
+0,1,1.35996e+14,1,1,0,0,-4.56101
+0,1,1.35996e+14,1,1,0,0,9.30019
+0,1,1.35996e+14,1,1,0,0,-14.6254
+0,1,1.35996e+14,1,1,0,0,8.30123
+0,1,1.35996e+14,1,1,0,0,19.2067
+0,1,1.35996e+14,1,1,0,0,12.6027
+0,1,1.35996e+14,1,1,0,0,-5.70173
+0,1,1.35996e+14,1,1,0,0,3.04002
+0,1,1.35996e+14,1,1,0,0,-8.28215
+0,1,1.35996e+14,1,1,0,0,3.20386
+0,1,1.35996e+14,1,1,0,0,-6.45707
+0,1,1.35996e+14,1,1,0,0,-5.29269
+0,1,1.35996e+14,1,1,0,0,5.1527
+0,1,1.35996e+14,1,1,0,0,-3.69775
+0,1,1.35996e+14,1,1,0,0,-1.77925
+0,1,1.35996e+14,1,1,0,0,-13.7562
+0,1,1.35996e+14,1,1,0,0,-0.789554
+0,1,1.35996e+14,1,1,0,0,-14.0911
+0,1,1.35996e+14,1,1,0,0,-4.71911
+0,1,1.35996e+14,1,1,0,0,-12.7874
+0,1,1.35996e+14,1,1,0,0,15.029
+0,1,1.35996e+14,1,1,0,0,-6.30709
+0,1,1.35996e+14,1,1,0,0,3.50805
+0,1,1.35996e+14,1,1,0,0,9.01495
+0,1,1.35996e+14,1,1,0,0,5.9809
+0,1,1.35996e+14,1,1,0,0,11.02
+0,1,1.35996e+14,1,1,0,0,9.68621
+0,1,1.35996e+14,1,1,0,0,-4.20659
+0,1,1.35996e+14,1,1,0,0,-7.71128
+0,1,1.35996e+14,1,1,0,0,-13.6125
+0,1,1.35996e+14,1,1,0,0,0.541567
+0,1,1.35996e+14,1,1,0,0,-6.96969
+0,1,1.35996e+14,1,1,0,0,2.49902
+0,1,1.35996e+14,1,1,0,0,8.31074
+0,1,1.35996e+14,1,1,0,0,13.4856
+0,1,1.35996e+14,1,1,0,0,-4.60591
+0,1,1.35996e+14,1,1,0,0,6.84733
+0,1,1.35996e+14,1,1,0,0,-16.8676
+0,1,1.35996e+14,1,1,0,0,4.43181
+0,1,1.35996e+14,1,1,0,0,-10.6785
+0,1,1.35996e+14,1,1,0,0,-5.56113
+0,1,1.35996e+14,1,1,0,0,-0.95401
+0,1,1.35996e+14,1,1,0,0,11.2198
+0,1,1.35996e+14,1,1,0,0,3.43417
+0,1,1.35996e+14,1,1,0,0,-11.2942
+0,1,1.35996e+14,1,1,0,0,-14.3029
+0,1,1.35996e+14,1,1,0,0,3.69492
+0,1,1.35996e+14,1,1,0,0,0.319324
+0,1,1.35996e+14,1,1,0,0,-5.95097
+0,1,1.35996e+14,1,1,0,0,5.99333
+0,1,1.35996e+14,1,1,0,0,-6.59629
+0,1,1.35996e+14,1,1,0,0,14.1795
+0,1,1.35996e+14,1,1,0,0,-7.58818
+0,1,1.35996e+14,1,1,0,0,4.89377
+0,1,1.35996e+14,1,1,0,0,4.63195
+0,1,1.35996e+14,1,1,0,0,-4.62905
+0,1,1.35996e+14,1,1,0,0,-11.4145
+0,1,1.35996e+14,1,1,0,0,4.03017
+0,1,1.35996e+14,1,1,0,0,-10.0459
+0,1,1.35996e+14,1,1,0,0,-11.8674
+0,1,1.35996e+14,1,1,0,0,-0.161997
+0,1,1.35996e+14,1,1,0,0,-5.75037
+0,1,1.35996e+14,1,1,0,0,-13.3027
+0,1,1.35996e+14,1,1,0,0,4.86817
+0,1,1.35996e+14,1,1,0,0,11.1937
+0,1,1.35996e+14,1,1,0,0,13.918
+0,1,1.35996e+14,1,1,0,0,-12.2423
+0,1,1.35996e+14,1,1,0,0,22.3588
+0,1,1.35996e+14,1,1,0,0,-8.30628
+0,1,1.35996e+14,1,1,0,0,-6.87127
+0,1,1.35996e+14,1,1,0,0,12.721
+0,1,1.35996e+14,1,1,0,0,-7.86135
+0,1,1.35996e+14,1,1,0,0,-8.56196
+0,1,1.35996e+14,1,1,0,0,-4.04709
+0,1,1.35996e+14,1,1,0,0,-21.6766
+0,1,1.35996e+14,1,1,0,0,-19.6485
+0,1,1.35996e+14,1,1,0,0,1.99421
+0,1,1.35996e+14,1,1,0,0,11.2645
+0,1,1.35996e+14,1,1,0,0,-9.35154
+0,1,1.35996e+14,1,1,0,0,-3.37081
+0,1,1.35996e+14,1,1,0,0,2.46874
+0,1,1.35996e+14,1,1,0,0,7.28248
+0,1,1.35996e+14,1,1,0,0,19.3846
+0,1,1.35996e+14,1,1,0,0,-4.92502
+0,1,1.35996e+14,1,1,0,0,-11.4687
+0,1,1.35996e+14,1,1,0,0,3.12818
+0,1,1.35996e+14,1,1,0,0,-5.79636
+0,1,1.35996e+14,1,1,0,0,12.2196
+0,1,1.35996e+14,1,1,0,0,5.59427
+0,1,1.35996e+14,1,1,0,0,-22.9084
+0,1,1.35996e+14,1,1,0,0,2.70951
+0,1,1.35996e+14,1,1,0,0,-0.604509
+0,1,1.35996e+14,1,1,0,0,1.06201
+0,1,1.35996e+14,1,1,0,0,-3.10986
+0,1,1.35996e+14,1,1,0,0,6.57804
+0,1,1.35996e+14,1,1,0,0,9.0426
+0,1,1.35996e+14,1,1,0,0,3.30854
+0,1,1.35996e+14,1,1,0,0,8.85378
+0,1,1.35996e+14,1,1,0,0,-1.71584
+# 
+#  Elapsed Time: 0 seconds (Warm-up)
+#                0 seconds (Sampling)
+#                0 seconds (Total)
+# 

src/test/unit/services/instrumented_callbacks.hpp

@@ -282,6 +282,23 @@ class instrumented_logger : public stan::callbacks::logger {
     return count;
   }
 
+ public:
+  std::vector<std::string> return_all_logs() {
+    std::vector<std::string> all_logs;
+    all_logs.reserve(debug_.size() + info_.size() + warn_.size() + error_.size()
+                     + fatal_.size() + 5);
+    all_logs.emplace_back("DEBUG");
+    all_logs.insert(all_logs.end(), debug_.begin(), debug_.end());
+    all_logs.emplace_back("INFO");
+    all_logs.insert(all_logs.end(), info_.begin(), info_.end());
+    all_logs.emplace_back("WARN");
+    all_logs.insert(all_logs.end(), warn_.begin(), warn_.end());
+    all_logs.emplace_back("ERROR");
+    all_logs.insert(all_logs.end(), error_.begin(), error_.end());
+    all_logs.emplace_back("FATAL");
+    all_logs.insert(all_logs.end(), fatal_.begin(), fatal_.end());
+    return all_logs;
+  }
   std::vector<std::string> debug_;
   std::vector<std::string> info_;
   std::vector<std::string> warn_;