Linear, parallell regression

Interfaces CmdStan
20

cmdstan now just displays the config and quitely exits when STAN_NUM_THREADS different from 1. If it is one it samples as it should.

However, this only happens with the linear regression program above. cmdstan works well in parallell with the program below (from @Bob_Carpenter). Does anyone have an idea why it just exits? Can’t see any error messages, so don’t know where to look for bugs.

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));
}