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Fix saving and loading ulam() models when using cmdstanr; Fix log likelihood bugs for multi_normal outcome variables #425

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Fix saving and loading ulam() models when using cmdstanr; Fix log likelihood bugs for multi_normal outcome variables #425

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bc34b23
Update ulam-function.R
timjzee Mar 19, 2024
7cd5ba0
Update ulam-function.R
timjzee Mar 19, 2024
1a040c3
Fix log_lik for multi_normals with >2 variables
timjzee Jun 26, 2024
a58e536
Check error location
timjzee Jul 3, 2024
d86334d
Check error
timjzee Jul 3, 2024
cb59daf
Debug
timjzee Jul 3, 2024
8af6439
Hacky fix for #2
timjzee Jul 3, 2024
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6 changes: 3 additions & 3 deletions R/ulam-function.R
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Original file line number Diff line number Diff line change
Expand Up @@ -1037,7 +1037,7 @@ ulam <- function( flist , data , pars , pars_omit , start , chains=1 , cores=1 ,
# add by default
built <- compose_distibution( left_symbol , flist[[i]] , as_log_lik=TRUE )
m_gq2 <- concat( m_gq2 , built )
N <- symbols[[left_symbol]]$dims[[2]]
N <- symbols[[left_symbol[1]]]$dims[[2]]
m_gq1 <- concat( m_gq1 , indent , "vector[" , N , "] log_lik;\n" )
# save N to attr so nobs/compare can get it later
nobs_save <- N
Expand Down Expand Up @@ -1440,7 +1440,7 @@ ulam <- function( flist , data , pars , pars_omit , start , chains=1 , cores=1 ,
if ( rstanout==TRUE )
stanfit <- rstan::read_stan_csv(cmdstanfit$output_files())
else
stanfit <- cmdstanfit
stanfit <- as_cmdstan_fit(cmdstanfit$output_files())
}
} else {
if ( cmdstan==FALSE ) {
Expand Down Expand Up @@ -1471,7 +1471,7 @@ ulam <- function( flist , data , pars , pars_omit , start , chains=1 , cores=1 ,
if ( rstanout==TRUE )
stanfit <- rstan::read_stan_csv(cmdstanfit$output_files())
else
stanfit <- cmdstanfit
stanfit <- as_cmdstan_fit(cmdstanfit$output_files())
}
}
} else {
Expand Down
4 changes: 3 additions & 1 deletion R/ulam_templates.R
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Expand Up @@ -472,7 +472,9 @@ ulam_dists <- list(
out <- concat( out , indent , out_var , " ~ multi_normal( " , MU_var , " , " , SIGMA , " );\n" )

} else {
out <- concat( out , indent , "log_lik = multi_normal_lpdf( " , out_var , " | " , MU_var , " , " , SIGMA , " );\n" )
out <- concat( out , indent , "for ( j in 1:" , n_cases , " ) {\n" )
out <- concat( out , indent , indent , "log_lik[j] = multi_normal_lpdf( " , out_var , "[j] | " , MU_var , "[j] , " , SIGMA , " );\n" )
out <- concat( out , indent , "}\n" )
}

# close local environment, if necessary
Expand Down