Compilation Error when running a model based on a user defined likelihood function

Modeling
1

Hi,
I have defined my own log-likelihood function named as “aft_lpdf” in Stan, and I have tested the function by plugging in data and specific parameter values. The function returned the value I expected. So I think the function works well.

Then I would like to use Stan to estimate the parameters in my likelihood function. (The “aft_lpdf” function is a bit complicated, so I omitted the details)

function{
real aft_lpdf(…,…) {
…
}
}

data {
int spline_degree;
int num_knots;
int num_obs;
int num_cov;
real int_knots[num_knots-2];
matrix[num_obs,num_cov] Cov;
real Time[num_obs];
int delta[num_obs];
}

parameters{
vector[num_cov] P_Beta;
vector[num_knots + spline_degree - 1] P_Gamma;
}

model {
target+= aft_lpdf(Time|Cov,delta, spline_degree,num_knots,int_knots,P_Beta, P_Gamma);
}

I ran the Stan model in R using the command below:
aft_fit <- stan(file = ‘aft_likelihood.stan’,
data = list(Cov=Cov,Time=Time.obs,delta=delta,
spline_degree=2,num_knots=3,
int_knots=median(Time.obs)))

However, I got the following compilation error. Any suggestion on how to solve this?
Very much appreciated!

Error in compileCode(f, code, language = language, verbose = verbose) :
Compilation ERROR, function(s)/method(s) not created! In file included from file1927e10619.cpp:8:
In file included from /Library/Frameworks/R.framework/Versions/3.4/Resources/library/StanHeaders/include/src/stan/model/model_header.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.4/Resources/library/StanHeaders/include/stan/math.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.4/Resources/library/StanHeaders/include/stan/math/rev/mat.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.4/Resources/library/StanHeaders/include/stan/math/rev/core.hpp:14:
In file included from /Library/Frameworks/R.framework/Versions/3.4/Resources/library/StanHeaders/include/stan/math/rev/core/matrix_vari.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.4/Resources/library/StanHeaders/include/stan/math/rev/mat/fun/Eigen_NumTraits.hpp:4:
In file included from /Library/Frameworks/R.framework/Versions/3.4/Resource
In addition: Warning message:
running command ‘/Library/Frameworks/R.framework/Resources/bin/R CMD SHLIB file1927e10619.cpp 2> file1927e10619.cpp.err.txt’ had status 1

2

That doesn’t tell us what the compiler error actually is. Look for something that starts with Error:

3

Thanks Ben! Where should I go look for this? These are all the error messages I get; although there is a long log printed in the R console before the compilation error message, e.g.,
1077: …
1078: .method(“unconstrained_param_names”,
1079: &rstan::stan_fit<model19bd13211235_aft_likelihood_namespace::model19bd13211235_aft_likelihood, boost::random::ecuyer1988>::unconstrained_param_names)
1080: .method(“constrained_param_names”,
1081: &rstan::stan_fit<model19bd13211235_aft_likelihood_namespace::model19bd13211235_aft_likelihood, boost::random::ecuyer1988>::constrained_param_names)
1082: ;
1083: }
1084:
1085: // declarations
1086: extern “C” {
1087: SEXP file19bd60325f62( ) ;
1088: }
1089:
1090: // definition
1091:
1092: SEXP file19bd60325f62( ){
1093: return Rcpp::wrap(“aft_likelihood”);
1094: }

4

It should be the first thing after you call stan()

5

Thank you! I got “error: no matching function for call to ‘integrate_ode_rk45(…)”
I used this function in my likelihood function “aft_lpdf”, and my parameters are used as input arguments in the integrate function. Is this the reason why I got the compilation error?

Does Stan model allow parameters in ‘integrate_ode_rk45’ function?

Many thanks!

6

Could you include the entire error you get? Or your Stan program so we can reproduce the error you’re getting.

It should be telling you why if you don’t get a match.

Just for initial state and parameters, not for time or real data.

1 Like
7

Thank you Bob so much for trying to help me solving my problem.

Attached is the file that includes the entire error I got. I also spotted the following message which indicates that there is a failure in conversion the x_r argument in the integrate_ode_rk45 function: "/Library/Frameworks/R.framework/Versions/3.4/Resources/library/StanHeaders/include/stan/math/prim/arr/functor/integrate_ode_rk45.hpp:70:5: note: candidate function not viable: no known conversion from ‘const vectorstan::math::var’ to ‘const vector’ for 6th argument integrate_ode_rk45. "

error.txt (88.7 KB)

This is my first experience with Stan and I am eager to make my model work. I really appreciate your help!

8

It is at or near line 92 of your Stan program and has something to do with not adhering to the signature of integrate_ode_rk45 which must be

function ode, real[] initial_state, real initial_time, real[] times, real[] theta, real[] x_r, int[] x_i
9

Thank you a lot Ben for checking my error message! However, I still couldn’t figure out why this error occurs and how to fix it. Like I mentioned earlier, after I use expose_stan_functions() in R, my likelihood function works, but somehow the entire Stan program couldn’t be compiled.

I am attaching my Stan and R program here. Could you please take a bit time to check where I have made a mistake?
likelihood.stan (5.5 KB)
fit.R (1.0 KB)

Many many thanks!

10

I believe the problem is that you need the data keyword before real [] x_r in your function, as in

real ode_integ(real time,real[] theta, data real[] x_r, int[] x_i)

Howevs, when I do that I get a parser error:

Function argument error, function: ode_integ, argument: 3 must be data only, found expression containing a parameter varaible.
  error in 'model14bb1f56566b_aft_likelihood' at line 122, column 118
  -------------------------------------------------
   120:         log_haz_i[1]=log(Hazard(P_Beta, to_row_vector(Cov[i,:]), Time_obs[i], P_Gamma, spline_degree,num_knots,int_knots,Cov,to_vector(Time_obs)));
   121:         
   122:         loglik[i]=delta[i]*(Cov[i,:]*P_Beta+log_haz_i[1])-exp(Cov[i,:]*P_Beta)*ode_integ(Time_obs[i],theta, x_r, x_i);
                                                                                                                             ^
   123:       }
  -------------------------------------------------

which means that it cannot verify that x_r is an array of known values. The scalar type of things that are local to a function is either int or var. I think you are going to have to create x_r on the outside and pass it as an argument (which again will need the data keyword) to aft_lpdf.

1 Like
11

Thank you Ben very much for going through my program. As you can see that all the elements of x_r are indeed from data only. I tried to add the data keyword for all the data input in the aft_lpdf as well, and it still gave me the same parser error.

You suggested create x_r outside of aft_lpdf, however, I don’t know how it is feasible to do so in my likelihood function. I use the integrate function to calculate the log-likelihood of each individual(each row) of my data which consist of some elements of x_r, then I sum up the individual log-likelihood to get my overall likelihood for the entire data. Therefore, the individual specific element of x_r cannot be passed as an argument to the overall likelihood function aft_lpdf.

Do you have more advice for how to deal with the error in this situation?
Thanks a lot!

12

It may be easier to comment out your aft_likelihood function (now that it is working) and implement the log-likelihood as a loop in the model block. It looks as if x_r is basically just Cov, in which case you could construct it in the transformed data block.

13

Hi Ben, many thanks for such a quick reply.

In addition to Cov (the entire covariate matrix), x_r is consisted of int_knots, Time_obs, and Cov[i,] (the ith row of Cov (i=1,…,number of rows in Cov) ). Cov[i,] is individual specific, and it is essential to calculate the individual likelihood.

If x_r only includes Cov, int_knots, and Time_obs, then I can imagine that creating x_r on the outside of aft_lpdf could work. But, I think it is mainly Cov[i,] that causes the difficulty here.

For your second solution, there is no problem of constructing x_r as transformed data based on Cov, int_knots, and Time_obs, but how could I incorporate Cov[i,] in it as well?

Do you have further thoughts?
Merci Beaucoup

14

You just need an array that is N by whatever length x_r is supposed to be. Fill all that in transformed data and then pass the i-th element of that to integrate_ode_rk45.

1 Like
15

Thanks a million, Ben. It finally worked!
I really appreciated all your help and advice.
Thanks for creating such a friendly and helpful community for Stan users.