rStan math version

Developers
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1

Hey -

What version of the math library is R Stan on? I’m trying to write an HTML doc for a user, and none of the updated GP functions are in R Stan 2.19.

Is there plan for a Math release on this? Feel free to give me a link.

It’s too much to ask to have users run command Stan and in import Cmdstan outputs into R Stan. It also makes my work look mysterious if it’s not reproducible with a button push. I can help update if need be. I’d like my work to be easily reproducible

2

The user also reported it’s not it cmdstan 2.21 either. What’s happening why isn’t anything I’ve developed available to users? Can we be transparent about what’s happening? I also have commit history disappearing.

3

Hi,

the CRAN rstan is stil on 2.19 Stan Math. There is a lot of work going in making it work with 2.20+ and I think its really close but no there yet.

As for Cmdstan 2.21, it uses Stan Math 3.0.0. Is the user installing the release tar for 2.21 or cloning? The latter is using stanc3 that might not have all the last changes done to stanc2.

Can you give more info on what is dissapearing, might make it easier to track down.

4

If its from this thread then I think the issue is that not everything you added to the compiler was added to stanc3. The best would be to file an issue to the stanc3 repo.

5

Isn’t 2.21 still using the old compiler? I cloned cmdstan 2.21 and I have these functions available. This is still all stanc2 dependent no?

Which cmdstan release started using Stanc3?

6

cmdstan 2.21 tar from https://github.com/stan-dev/cmdstan/releases uses stanc2.
The develop version of cmdstan has switched to stanc3 in late October. There are still all stanc2 files there as they are still being used for some interface tests, but it will use stanc3 when compiling a model.

This is the list of all supported signatures in stanc3: https://raw.githubusercontent.com/stan-dev/stanc3/master/test/integration/signatures/stan_math_sigs.expected
The gp_exp_quad_cov signatures are definitely missing. When you have time please file an issue listing all the GP signatures missing. I can add them to stanc3, its really easy.

1 Like
7

Missing signatures are ‘gp_exp_quad_cov’ and replace exp_quad with exponential, matern32, matern52, and periodic. I haven’t kept up with StanC3. I’d add them myself but I’m working from a phone right now, don’t have access to WIFI, don’t want to pay for hotspot.

Thanks

8

If you want a StanHeaders based on a particular branch, do

https://raw.githubusercontent.com/stan-dev/rstan/for_2.20/StanHeaders/install-github.R

and call the function with the appropriate branches. What corresponds to the next rstan is

install_github(rstan_branch = "for_2.20", 
               math_branch = "StanHeaders_2.21",
               library_branch = "StanHeaders_2.21")
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10

(I think that that should be install_StanHeaders.)

11

As far as transparency, GitHub should be storing a complete history of all changes.

My guess is that there are functions that are in the math library but haven’t been added to the parser. There’s been a switch from the old C++ parser to the stanc3 parser written in OCaml and it’s not clear there’s complete coverage in the new parser. So I’d check the stanc3 repo.

12

Yep, that is exactly the case. I made an issue and will tackle it shortly: https://github.com/stan-dev/stanc3/issues/392

13

The fix was merged to stanc3 so if you update your cmdstan to develop, you should be able to use all math signatures that were present in stanc2.