Cannot find skew_double_exponential_lpdf

Modeling
1

Trying to compile a model using skew_double_exponential, which according to 16.10 Skew double exponential distribution | Stan Functions Reference is currently (2.27) a viable function.

Unfortunately, when I try to compile, I receive:

A returning function was expected but an undeclared identifier 'skew_double_exponential_lpdf' was supplied.make: ***

Halp?

1 Like
2

We’d need to see the full model to debug this

3

Okay I’ll create a minimum viable example.

4

Minimum example showing error:

data {
	int<lower=1> num_data;
	vector[num_data] observed;
}

parameters {
	real mu;
	real<lower=0> sigma;
	real tau;
}

model {
	mu ~ std_normal();
	sigma ~ cauchy(0,1);
	tau ~ std_normal();
	target += skew_double_exponential_lupdf(observed|mu, sigma, tau);
}

Trying to compile with cmdstanpy version 0.9.76 using CmdStan version 2.27.0. Yields following error:

INFO:cmdstanpy:compiling stan program, exe file: /dev/stan_models/skew_laplace
INFO:cmdstanpy:compiler options: stanc_options=None, cpp_options=None
ERROR:cmdstanpy:file /dev/stan_models/skew_laplace.stan, exception Command: ['make', '/dev/stan_models/skew_laplace']
failed, returncode: 2, error: No such file or directory, stderr: Semantic error in '/dev/stan_models/skew_laplace.stan', line 16, column 11 to column 65:
   -------------------------------------------------
    14:  	sigma ~ cauchy(0,1);
    15:  	tau ~ std_normal();
    16:  	target += skew_double_exponential_lupdf(observed|mu, sigma, tau);
                    ^
    17:  }
   -------------------------------------------------

A returning function was expected but an undeclared identifier 'skew_double_exponential_lupdf' was supplied.make: *** [/dev/stan_models/skew_laplace.hpp] Error 1 
ERROR:cmdstanpy:model compilation failed
5

@Bob_Carpenter @mitzimorris Shouldn’t this compile?

6

It looks like the signatures aren’t currently exposed in the transpiler, so Stan doesn’t know which c++ function to call. I’ve opened an issue in the repo here: skew_double_exponential distribution isn't exposed · Issue #918 · stan-dev/stanc3 · GitHub

This will be fixed for the next release

1 Like
7

Yeah, Math PR was merged end of 2020 as well as the docs PR. We however didnt add this to stanc3. So this time its the other way around (there are docs but its missing the implementation :)).