CmdStanR throws error on compiling model

General
1

Hi folks, so I’m working with a model that compiles fine with the latest rstan, but I would like to take advantage of the reduce_sum capabilities in available in cmdstan.

I am running this on a more or less “fresh” install of R, cmdstan, etc, on a new Mac I got running Catalina (10.15.4). Rstan works fine. I haven’t done anything to the C++ toolchain (haven’t added a Makevars file or anything like that). I just installed cmdstanr today.

> cmdstan_version()
[1] "2.23.0"

However, the model will not compile. I get this error:

Compiling Stan program...
In file included from /var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751e3c16fa.hpp:1:
In file included from stan/src/stan/model/model_header.hpp:4:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math.hpp:19:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/rev.hpp:9:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim.hpp:8:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim/err.hpp:4:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim/err/check_2F1_converges.hpp:6:
/Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim/fun/fabs.hpp:37:10: error: implicit instantiation of undefined template 'stan::math::apply_scalar_unary<stan::math::fabs_fun, unsigned long, void>'
  return apply_scalar_unary<fabs_fun, Container>::apply(x);
         ^
/var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751e3c16fa.hpp:509:42: note: in instantiation of function template specialization 'stan::math::fabs<unsigned long, nullptr>' requested here
                             stan::math::fabs((x - xprime))) / p)), 2)) /
                                         ^
/var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751e3c16fa.hpp:1074:13: note: in instantiation of function template specialization 'reduce_sum_model_namespace::locally_periodic_kernel<unsigned long, unsigned long, double, double, double, double>' requested here
            locally_periodic_kernel(i, j, sigma, p, l1, l2, pstream__),
            ^
/Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim/meta/apply_scalar_unary.hpp:38:8: note: template is declared here
struct apply_scalar_unary;
       ^
1 error generated.
make: *** [/var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751e3c16fa] Error 1
Error: An error occured during compilation! See the message above for more information.

It appears to be a problem with fabs which is called in this function:

  real locally_periodic_kernel(real x, real xprime, real sigma, real p, real l1, real l2) {
    real cov_val;

    cov_val = sigma^2 * exp(-2 * sin(pi() * fabs(x-xprime)/p)^2 / l1^2) *
      exp(-(x-xprime)^2 / (2 * l2^2));

    return(cov_val);
  }

I haven’t been able to find a similar error anywhere. Any ideas what I need to do to get this to compile with cmdstanr?

2

On a friend’s recommendation, I tried sqrt(square(.)), and a similar issue:

In file included from /var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751ef63173.hpp:1:
In file included from stan/src/stan/model/model_header.hpp:4:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math.hpp:19:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/rev.hpp:6:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/rev/core.hpp:24:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/rev/core/operator_divide_equal.hpp:5:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/rev/core/operator_division.hpp:9:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/rev/core/std_complex.hpp:5:
In file included from /Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim/core/complex_base.hpp:4:
/Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim/fun/square.hpp:51:10: error: implicit instantiation of undefined template 'stan::math::apply_scalar_unary<stan::math::square_fun, unsigned long, void>'
  return apply_scalar_unary<square_fun, Container>::apply(x);
         ^
/var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751ef63173.hpp:509:47: note: in instantiation of function template specialization 'stan::math::square<unsigned long, nullptr>' requested here
                             stan::math::sqrt(square((x - xprime)))) / p)),
                                              ^
/var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751ef63173.hpp:1074:13: note: in instantiation of function template specialization 'reduce_sum_model_namespace::locally_periodic_kernel<unsigned long, unsigned long, double, double, double, double>' requested here
            locally_periodic_kernel(i, j, sigma, p, l1, l2, pstream__),
            ^
/Users/thomasvladeck/.cmdstanr/cmdstan-2.23.0/stan/lib/stan_math/stan/math/prim/meta/apply_scalar_unary.hpp:38:8: note: template is declared here
struct apply_scalar_unary;
       ^
1 error generated.
make: *** [/var/folders/vz/4l1x57s13_b33rh17_qqhzdw0000gn/T/RtmpJl6dV0/model-84751ef63173] Error 1
Error: An error occured during compilation! See the message above for more information.```
3

Sorry you’re getting an error. Just so I’m 100% clear, you’re able to compile other models with CmdStanR just not this one?

I’m also on Mac OS X Catalina and I tried a toy example with fabs() and it seems to run fine. Can you see if my toy example works?

stan_program <- write_stan_tempfile("
parameters {
  real x;
}
model {
  real mu = -2;
  x ~ normal(fabs(mu), 1);
}
"
)

mod <- cmdstan_model(stan_program)
fit <- mod$sample()

If that works, then we might need to see the rest of your Stan program to figure this out. Are you able to share it? Or a simplified version of it that still causes the error?

4

This might be a bug in Math. Or was in 2.23. Can you try with the release candidate @tvladeck.

Cmdstan 2.24 release candidate now available

See last post for cmdstanr instructions.

5

this model fit fine!

and to Rok,

Indeed, it worked with this new RC. Thank you! Sorry for the false alarm

6

Not a false alarm! Glad it works for you and that we fixed it for 2.24!

7

Also @tvladeck I have to say that I love the https://rt.live/ project! Just wish it was powered by Stan :) kidding of course. Keep up the great work!

8

Appreciate that! And so you know, a lot of prototyping in Stan happened to get that model off the ground!