Can't make cmdstan 2.18 in Windows


#1

Hello!

I seem to have a problem building cmdstan 2.18 in Windows. Just downloaded 2.17.1 and installed it without problems, so path variables etc shouldn’t be the issue?

C:\cmdstan\cmdstan-2.17.1\make build 
###
--- CmdStan v2.17.1 built ---

Maybe there is something with 2.18?

OS: Win10 (Yes, such masochists exist)
GNU Make version 3.79.1
Rtools 3.4

C:\cmdstan\cmdstan-2.18.0>make build
uname: not found
uname: not found
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -m64 -Wno-unused-but-set-variable -DNO_FPRINTF_OUTPUT -pipe  -c src/cmdstan/stanc.cpp -O3 -o bin/cmdstan/stanc.o                                           
Assembler messages:
Fatal error: no compiled in support for x86_64
src/cmdstan/stanc.cpp:1:0: sorry, unimplemented: 64-bit mode not compiled in                                             #include <stan/command/stanc_helper.hpp>                                                                                
^
make: *** [bin/cmdstan/stanc.o] Error 1

Happy to submit a bug report if necessary. Thankful for suggestions on if there is something else to try.


#2

Hi Ole,

I guess the Makefiles might have changed and not yet been adapted to Windows? I managed to compile it on Windows though. Some tips I can give you:

  1. Not all tools you might need exist on Windows (as you already noticed, since uname isn’t found. A solution to this is to install, e.g. busybox, a collection of common Unix command line tools that exists for Windows as well. Personally, I like to install programs like that through the package manager scoop, but you can install it directly as well.
  2. Make sure the path to Rtools is before C:/WINDOWS/System32 in your $Env:PATH or PATH environment variable. The biggest issue here is the find command line tool. It exists on Windows and on Unix, but has a different pattern syntax. The compilation process will tell you that it doesn’t find a lot of files if you use the Windows one. The one provided by Rtools works fine. Hence, the order of the paths.
  3. I’m unsure about the 64 bit warning… do you have the 64 bit version of RTools?
  4. Some new things don’t work on Windows. I only know of parallelisation, but haven’t tested everything.

Good luck!


#3

Parallelization using threads should work on Windows. It just doesn’t work with the current RTools. My guess is that MSVC will work or a more up to date mingw-gcc compiler. I do not know yet of a working compiler for threading on windows, but we are all ears about the first successful reports on that.


#4

Oh ok, good to know! I only tried with Rtools and I had the known problem of “Cmdstan starts up but fails silently before sampling”


#5

The threading code uses vanilla C++11 features. Thus, a decent compiler on windows should be able to do it. To be precise, we need the async facility to work.

I never got MPI to work on Windows, but the threading thing will be a matter of finding a working compiler. Let us know if you have success.


#6

Cyianor: Thanks for the suggestions. Which Rtools version are you using?

I will be at my computer in a few hours, can play around with this then.


#7

The newest one, RTools 3.5.


#8

Might be a bit trickier to combine MSVC with the Unix build process Stan has at the moment. But I can try if I find some time.


#9

I tried building a clean install of the cmdstan 2.18 with Rtools 3.5 and experienced no issues.

I would recommend upgrading the Rtools version if possible and double checking the environment variables for “C:\Rtools\mingw_64\bin” or C:\Rtools\mingw_32\bin.


#10

Updated to Rtools 3.5. Different error than with Rtools 3.4, but still no success.

c:\cmdstan\cmdstan-2.18.0>make build
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c src/cmdstan/stanc.cpp -O3 -o bin/cmdstan/stanc.o
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/bare_type_grammar_inst.o stan/src/stan/lang/grammars/bare_type_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/expression07_grammar_inst.o stan/src/stan/lang/grammars/expression07_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/expression_grammar_inst.o stan/src/stan/lang/grammars/expression_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/functions_grammar_inst.o stan/src/stan/lang/grammars/functions_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/indexes_grammar_inst.o stan/src/stan/lang/grammars/indexes_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/program_grammar_inst.o stan/src/stan/lang/grammars/program_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/statement_2_grammar_inst.o stan/src/stan/lang/grammars/statement_2_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/statement_grammar_inst.o stan/src/stan/lang/grammars/statement_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/term_grammar_inst.o stan/src/stan/lang/grammars/term_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/var_decls_grammar_inst.o stan/src/stan/lang/grammars/var_decls_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/whitespace_grammar_inst.o stan/src/stan/lang/grammars/whitespace_grammar_inst.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/ast_def.o stan/src/stan/lang/ast_def.cpp
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c -O3 -o bin/stan/lang/grammars/semantic_actions_def.o stan/src/stan/lang/grammars/semantic_actions_def.cpp
ar -rs bin/libstanc.a bin/stan/lang/grammars/bare_type_grammar_inst.o bin/stan/lang/grammars/expression07_grammar_inst.o bin/stan/lang/grammars/expression_grammar_inst.o bin/stan/lang/grammars/functions_grammar_inst.o bin/stan/lang/grammars/indexes_grammar_inst.o bin/stan/lang/grammars/program_grammar_inst.o bin/stan/lang/grammars/statement_2_grammar_inst.o bin/stan/lang/grammars/statement_grammar_inst.o bin/stan/lang/grammars/term_grammar_inst.o bin/stan/lang/grammars/var_decls_grammar_inst.o bin/stan/lang/grammars/whitespace_grammar_inst.o bin/stan/lang/ast_def.o bin/stan/lang/grammars/semantic_actions_def.o
C:\RBuildTools\3.5\mingw_32\bin\ar.exe: creating bin/libstanc.a
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe   -O3 -o bin/stanc.exe bin/cmdstan/stanc.o -Lbin -lstanc
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c src/cmdstan/stansummary.cpp -O3 -o bin/cmdstan/stansummary.o
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe   -O3 -o bin/stansummary.exe bin/cmdstan/stansummary.o
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c src/cmdstan/print.cpp -O3 -o bin/cmdstan/print.o
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe   -O3 -o bin/print.exe bin/cmdstan/print.o
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe  -c src/cmdstan/diagnose.cpp -O3 -o bin/cmdstan/diagnose.o
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -DNO_FPRINTF_OUTPUT -pipe   -O3 -o bin/diagnose.exe bin/cmdstan/diagnose.o
cc  -DNO_FPRINTF_OUTPUT -pipe  -c -x c -O3 -include stan/lib/stan_math/lib/sundials_3.1.0/include/stan_sundials_printf_override.hpp -isystem stan/lib/stan_math/lib/sundials_3.1.0/include stan/lib/stan_math/lib/sundials_3.1.0/src/nvec_ser/nvector_serial.c -o stan/lib/stan_math/lib/sundials_3.1.0/src/nvec_ser/nvector_serial.o
make: cc: Command not found
make: *** [stan/lib/stan_math/make/libraries:38: stan/lib/stan_math/lib/sundials_3.1.0/src/nvec_ser/nvector_serial.o] Error 127

#11

what do you have in your make/local file?


#12

Some progress:

--- CmdStan v2.18.0 built ---

gcc ver 4.9.3
make 3.79.1

Removed previous Rtools installations and deleted all Rtools entries in PATH, and installed Rtools again. However, I can’t compile the Bernoulli-example:

c:\cmdstan\cmdstan-2.18.0>make examples/bernoulli/bernoulli.exe

--- Linking C++ model ---
g++ -Wall -I . -isystem stan/lib/stan_math/lib/eigen_3.3.3 -isystem stan/lib/stan_math/lib/boost_1.66.0 -isystem stan/lib/stan_math/lib/sundials_3.1.0/include -std=c++1y -DBOOST_RESULT_OF_USE_TR1 -DBOOST_NO_DECLTYPE -DBOOST_DISABLE_ASSERTS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -Wno-unused-function -Wno-uninitialized -I src -isystem stan/src -isystem stan/lib/stan_math/ -DFUSION_MAX_VECTOR_SIZE=12 -Wno-unused-local-typedefs -DEIGEN_NO_DEBUG -m64 -Wno-unused-but-set-variable -DNO_FPRINTF_OUTPUT -pipe   src/cmdstan/main.cpp -O3 -o examples/bernoulli/bernoulli.exe -include examples/bernoulli/bernoulli.hpp -include examples/bernoulli/USER_HEADER.hpp stan/lib/stan_math/lib/sundials_3.1.0/lib/libsundials_nvecserial.a stan/lib/stan_math/lib/sundials_3.1.0/lib/libsundials_cvodes.a stan/lib/stan_math/lib/sundials_3.1.0/lib/libsundials_idas.a
Assembler messages:
Fatal error: no compiled in support for x86_64src/cmdstan/main.cpp:1:0: sorry, unimplemented: 64-bit mode not compiled in
 #include <cmdstan/command.hpp>
 ^

make: *** [examples/bernoulli/bernoulli.exe] Error 1

@wds15 Where can I find the make/local-file?


#13

I’m not sure if this will help, but did you delete the c:\cmdstan\cmdstan-2.18.0 directory and then unpack the cmdstan zip file again?


#14

Got the bernoulli example to work. The Rtools installation added only PATH=C:\Rtools\bin;C:\Rtools\mingw_32\bin... to the path. Changed this to

PATH=C:\Rtools\bin;C:\Rtools\mingw_64\bin...

…and now it works. Thank you all for helpful comments.

Now off to see if the parallellism works (in windows) :-)


#15

A viable option to try is the experimental RTools 4.0 from here:

That one uses gcc 8 which is hopefully up to run threads on windows.


#16

According to the specs it shouldn’t be a problem. I tried using this new toolchain. gcc, g++, ar (as far as I can tell Stan doesn’t use any other tools for compiling/linking than these) are all at version 8.1.0. However, when I compile cmdstan 2.18.0 with thread support enabled, I get the same problem as earlier.

Cmdstan/Stan compiles great, the model compiles great, but running the model only spits out the configuration and exits quietly before sampling…

I know there were some tests in the Stan math library for threading. Which were those? I only compiled my own model here (which works on Mac and Linux though).


#17

Hi, I have some knowledge about the compilers on Windows + threading.

MingW-w64 works with winpthreads (libwinpthreads). (tested with httpstan). Only problem is that there is a bug how thread_local is defined and it will crash atexit. https://github.com/stan-dev/httpstan/pull/59

MSVC can’t compile Stan source. I assume it is the Sundials that are failing. But one can compile with clang-cl+MSVC libs and everything works. Also there is clang that has the gcc interface that should work. Not sure if it needs MSVC libs or can one use it independently.

edit. tested and 2.18 CmdStan compiles fine and bernoulli example samples.

edit. installed MingW-w64 + mingw32-make with conda. I believe other sources will work too.

conda install m2w64-toolchain -c msys2

edit2. Also I forgot: I use cmder and I have put unix-like find.exe before system find.exe on $PATH so CmdStan works “out-of-the-box”.

edit3. Do we have some stan code that could test thread_local? After adding " CXXFLAGS += -DSTAN_THREADS to makefile model still compiles fine.


#18

Thanks for testing windows that thoroughly.

Here is a simple stan program (adapted from one of @Bob_Carpenter programs):

functions {
  vector bl_glm(vector mu_sigma, vector beta,
                real[] x, int[] y) {
    vector[2] mu = mu_sigma[1:2];
    vector[2] sigma = mu_sigma[3:4];
    real lp = normal_lpdf(beta | mu, sigma);
    real ll = bernoulli_logit_lpmf(y | beta[1] + beta[2] * to_vector(x));
    return [lp + ll]';
  }
}
data {
  int<lower = 0> K;
  int<lower = 0> N;
  vector[N] x;
  int<lower = 0, upper = 1> y[N];
}
transformed data {
  int<lower = 0> J = N / K;
  real x_r[K, J];
  int<lower = 0, upper = 1> x_i[K, J];
  {
    int pos = 1;
    for (k in 1:K) {
      int end = pos + J - 1;
      x_r[k] = to_array_1d(x[pos:end]);
      x_i[k] = y[pos:end];
      pos += J;
    }
  }
}
parameters {
  vector[2] beta[K];
  vector[2] mu;
  vector<lower=0>[2] sigma;
}
model {
  mu ~ normal(0, 2);
  sigma ~ normal(0, 2);
  target += sum(map_rect(bl_glm, append_row(mu, sigma),
                         beta, x_r, x_i));
}

and dummy data:

K <- 4
N <- 12
x <- 
c(1.204, -0.573, -1.35, -1.157, -1.29, 0.515, 1.496, 0.918, 0.517, 1.092, -0.485, -2.157)
y <- 
c(1, 1, 0, 0, 1, 1, 0, 0, 0, 1, 1, 1)

The conda thing sounds promising!


#19

That compiles and samples fine.

I put -DSTAN_THREADS to makefile and also tried STAN_NUM_THREADS with values 4 and -1.

CPU utilization was around 40% (W10: two cores, four logical processors) for 1 chain only. But I’m not even sure if my cpus should cap with that amount of data.


#20

If the model did sample ok, then all is fine. What compiler is this? Sounds like all is working for you. Could you add this to the stan-math wiki on threading, please?

To see the failing case you would have to use the RTools compiler, for example. With that one the program starts, but it aborts right at the point when sampling should start.