Error sampling from very simple hierarchical lognormal

Interfaces RStan
1

I’m getting a mysterious error message when trying to sample from a very model. The error is
"Error in sampler$call_sampler(args_list[[i]]) : " " c++ exception (unknown reason)"
This is the model:

data {
  int<lower=1> u_J;
}
parameters {
  vector<lower=0>[u_J] u_gamma;
  real<lower=0> u_sigma_gamma;
}
model {
  u_gamma ~ lognormal(0, u_sigma_gamma);
  u_sigma_gamma ~ std_normal();
}

If I replace the scale parameter in the lognormal with, say, 1 - it samples without a problem. If I replace the lognormal with a normal - it samples without a problem.

I have been able to use hierarchical lognormals in the past… I tried reinstalling RStan from source, and reinstalling the toolchain.

Any ideas much appreciated!

  • macOS Mojave 10.14.6
  • RStan 2.19.3
  • Output of writeLines(readLines(file.path(Sys.getenv("HOME"), ".R/Makevars"))) 
# clang: start
CFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk
CCFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk
CXXFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk
CPPFLAGS=-isysroot /Library/Developer/CommandLineTools/SDKs/MacOSX.sdk -I/usr/local/include

SHLIB_CXXLDFLAGS+=-Wl,-rpath,${R_HOME}/lib ${R_HOME}/lib/libc++abi.1.dylib
SHLIB_CXX14LDFLAGS+=-Wl,-rpath,${R_HOME}/lib ${R_HOME}/lib/libc++abi.1.dylib
# clang: end
  • Output of devtools::session_info("rstan") 
─ Session info ───────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
 setting  value                       
 version  R version 3.6.0 (2019-04-26)
 os       macOS Mojave 10.14.6        
 system   x86_64, darwin15.6.0        
 ui       RStudio                     
 language (EN)                        
 collate  en_US.UTF-8                 
 ctype    en_US.UTF-8                 
 tz       America/New_York            
 date     2020-04-23                  

─ Packages ───────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
 package      * version   date       lib source        
 assertthat     0.2.1     2019-03-21 [1] CRAN (R 3.6.0)
 backports      1.1.6     2020-04-05 [1] CRAN (R 3.6.2)
 BH             1.72.0-3  2020-01-08 [1] CRAN (R 3.6.0)
 callr          3.4.3     2020-03-28 [1] CRAN (R 3.6.2)
 checkmate      2.0.0     2020-02-06 [1] CRAN (R 3.6.0)
 cli            2.0.2     2020-02-28 [1] CRAN (R 3.6.0)
 colorspace     1.4-1     2019-03-18 [1] CRAN (R 3.6.0)
 crayon         1.3.4     2017-09-16 [1] CRAN (R 3.6.0)
 desc           1.2.0     2018-05-01 [1] CRAN (R 3.6.0)
 digest         0.6.25    2020-02-23 [1] CRAN (R 3.6.0)
 ellipsis       0.3.0     2019-09-20 [1] CRAN (R 3.6.0)
 evaluate       0.14      2019-05-28 [1] CRAN (R 3.6.0)
 fansi          0.4.1     2020-01-08 [1] CRAN (R 3.6.0)
 farver         2.0.3     2020-01-16 [1] CRAN (R 3.6.0)
 ggplot2      * 3.3.0     2020-03-05 [1] CRAN (R 3.6.0)
 glue           1.4.0     2020-04-03 [1] CRAN (R 3.6.2)
 gridExtra      2.3       2017-09-09 [1] CRAN (R 3.6.0)
 gtable         0.3.0     2019-03-25 [1] CRAN (R 3.6.0)
 inline         0.3.15    2018-05-18 [1] CRAN (R 3.6.0)
 isoband        0.2.1     2020-04-12 [1] CRAN (R 3.6.2)
 labeling       0.3       2014-08-23 [1] CRAN (R 3.6.0)
 lattice        0.20-41   2020-04-02 [1] CRAN (R 3.6.2)
 lifecycle      0.2.0     2020-03-06 [1] CRAN (R 3.6.0)
 loo            2.2.0     2019-12-19 [1] CRAN (R 3.6.0)
 magrittr       1.5       2014-11-22 [1] CRAN (R 3.6.0)
 MASS           7.3-51.5  2019-12-20 [1] CRAN (R 3.6.0)
 Matrix         1.2-18    2019-11-27 [1] CRAN (R 3.6.0)
 matrixStats    0.56.0    2020-03-13 [1] CRAN (R 3.6.0)
 mgcv           1.8-31    2019-11-09 [1] CRAN (R 3.6.0)
 munsell        0.5.0     2018-06-12 [1] CRAN (R 3.6.0)
 nlme           3.1-147   2020-04-13 [1] CRAN (R 3.6.2)
 pillar         1.4.3     2019-12-20 [1] CRAN (R 3.6.0)
 pkgbuild       1.0.6     2019-10-09 [1] CRAN (R 3.6.0)
 pkgconfig      2.0.3     2019-09-22 [1] CRAN (R 3.6.0)
 pkgload        1.0.2     2018-10-29 [1] CRAN (R 3.6.0)
 praise         1.0.0     2015-08-11 [1] CRAN (R 3.6.0)
 prettyunits    1.1.1     2020-01-24 [1] CRAN (R 3.6.0)
 processx       3.4.2     2020-02-09 [1] CRAN (R 3.6.0)
 ps             1.3.2     2020-02-13 [1] CRAN (R 3.6.0)
 R6             2.4.1     2019-11-12 [1] CRAN (R 3.6.0)
 RColorBrewer   1.1-2     2014-12-07 [1] CRAN (R 3.6.0)
 Rcpp           1.0.4.6   2020-04-09 [1] CRAN (R 3.6.0)
 RcppEigen      0.3.3.7.0 2019-11-16 [1] CRAN (R 3.6.0)
 rlang          0.4.5     2020-03-01 [1] CRAN (R 3.6.0)
 rprojroot      1.3-2     2018-01-03 [1] CRAN (R 3.6.0)
 rstan        * 2.19.3    2020-02-11 [1] CRAN (R 3.6.0)
 rstudioapi     0.11      2020-02-07 [1] CRAN (R 3.6.0)
 scales         1.1.0     2019-11-18 [1] CRAN (R 3.6.0)
 StanHeaders  * 2.21.0-1  2020-01-19 [1] CRAN (R 3.6.0)
 testthat       2.3.2     2020-03-02 [1] CRAN (R 3.6.0)
 tibble         3.0.0     2020-03-30 [1] CRAN (R 3.6.2)
 utf8           1.1.4     2018-05-24 [1] CRAN (R 3.6.0)
 vctrs          0.2.4     2020-03-10 [1] CRAN (R 3.6.0)
 viridisLite    0.3.0     2018-02-01 [1] CRAN (R 3.6.0)
 withr          2.1.2     2018-03-15 [1] CRAN (R 3.6.0)

[1] /Library/Frameworks/R.framework/Versions/3.6/Resources/library
2

You need to install rstan from source first via

install.packages("rstan", type = "source")
3

I did reinstall from source

4

Then you need to first add these two lines to your ~/.R/Makevars

CXX14 = /usr/local/clang7/bin/clang++ -stdlib=libc++ -nostdinc++ -I/usr/local/clang7/include/c++/v1
SHLIB_CXX14LD = /usr/local/clang7/bin/clang++ -L/usr/local/clang7/lib/

possibly changing clang7 to whatever is the version number of clang in your /usr/local directory. Then reinstall rstan from source again.

5

Thanks, that did the trick