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Krzysztof_Sakrejda · February 13, 2018, 5:37pm

For a start, could you look at the ‘writer’ interface here:

stan-dev/stan/blob/develop/src/stan/io/writer.hpp

#ifndef STAN_IO_WRITER_HPP
#define STAN_IO_WRITER_HPP

#include <stan/math/prim/mat.hpp>
#include <stdexcept>
#include <vector>

namespace stan {

namespace io {

/**
 * A stream-based writer for integer, scalar, vector, matrix
 * and array data types, which transforms from constrained to
 * a sequence of constrained variables.
 *
 * <p>This class converts constrained values to unconstrained
 * values with mappings that invert those defined in
 * <code>stan::io::reader</code> to convert unconstrained values
 * to constrained values.

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The usage here (particularly where it is used for ‘diagnostic’ and ‘sampler’ output:

github.com

stan-dev/cmdstan/blob/develop/src/cmdstan/command.hpp

#ifndef CMDSTAN_COMMAND_HPP
#define CMDSTAN_COMMAND_HPP

#include <cmdstan/arguments/argument_parser.hpp>
#include <cmdstan/arguments/arg_data.hpp>
#include <cmdstan/arguments/arg_id.hpp>
#include <cmdstan/arguments/arg_init.hpp>
#include <cmdstan/arguments/arg_output.hpp>
#include <cmdstan/arguments/arg_random.hpp>
#include <cmdstan/write_model.hpp>
#include <cmdstan/write_stan.hpp>
#include <stan/callbacks/interrupt.hpp>
#include <stan/callbacks/logger.hpp>
#include <stan/callbacks/stream_logger.hpp>
#include <stan/callbacks/stream_writer.hpp>
#include <stan/callbacks/writer.hpp>
#include <stan/io/dump.hpp>
#include <stan/io/ends_with.hpp>
#include <stan/io/json/json_data.hpp>
#include <stan/services/diagnose/diagnose.hpp>

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One of the simple projects we’ve had kicking around is implementing a filtered csv writer from CmdStan so that may be a nice start. There alread is a filtered csv writer in rstan but it uses some R-specific things so it doesn’t make sense to take it wholesale. rstan’s version is here:

github.com

stan-dev/rstan/blob/develop/rstan/rstan/inst/include/rstan/rstan_writer.hpp

#ifndef RSTAN__RSTAN_WRITER_HPP
#define RSTAN__RSTAN_WRITER_HPP

#include <Rcpp.h>
#include <stan/callbacks/writer.hpp>
#include <stan/callbacks/stream_writer.hpp>
#include <rstan/comment_writer.hpp>
#include <rstan/filtered_values.hpp>
#include <rstan/sum_values.hpp>

namespace rstan {

  class rstan_sample_writer : public stan::callbacks::writer {
  public:
    stan::callbacks::stream_writer csv_;
    comment_writer comment_writer_;
    filtered_values<Rcpp::NumericVector> values_;
    filtered_values<Rcpp::NumericVector> sampler_values_;
    sum_values sum_;

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Could you read those files and see what you think about doing a filtered writer as a first PR. The PR could just be for the writer and tests so you wouldn’t have to worry about modifying the CmdStan interface yet. It’s possible this is either too simple or too complicated for a start so let me know if it is.

Krzysztof

Some background, just FYI for now:

There is a protobuf version of the writer here:

github.com

sakrejda/protostan/blob/develop/src/protostan/callbacks/binary_proto_stream_writer.hpp

#ifndef STAN_INTERFACE_CALLBACKS_WRITER_BINARY_PROTO_STREAM_WRITER_HPP
#define STAN_INTERFACE_CALLBACKS_WRITER_BINARY_PROTO_STREAM_WRITER_HPP

#include <google/protobuf/io/zero_copy_stream.h>
#include <stan/proto/sample.pb.h>
#include <stan/callbacks/writer.hpp>
#include <protostan/util/rw_delimited_pb.hpp>
#include <ostream>
#include <vector>
#include <string>

namespace stan {
  namespace callbacks {

    /**
     * binary_proto_stream_writer writes to an std::ostream.
     */
    template <bool (*F)(
      google::protobuf::MessageLite*, google::protobuf::io::ZeroCopyOutputStream*)>
    class binary_proto_stream_writer : public writer {

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proto files are here:

(More) carefully defining the proto files for this would be a part of the GSoC project.

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