Hi all,

I’m trying to fit a simple Bayesian vector autoregression model in Rstan and have no problem when I run the code chunks one by one interactively in Rstudio, but when I try to compile the file I get the error

`Line 863: Error: Stan model `

VARModel` does not contain samples. In addition: There were 22 warnings (use warnings() to see them) Execution halted.`

The code leading up to this is

```
stan_code_var<-"
data {
int<lower=1> P;
int<lower=1> K;
int<lower=0> N;
vector[K] y[N];
}
transformed data {
vector[K] alphamean = rep_vector(1.0, K);
cov_matrix[K] Id = diag_matrix(rep_vector(1.0, K));
int J = K * K;
cov_matrix[J] BetaCov = diag_matrix(rep_vector(1.0, J));
matrix[K,K] Betamean[P];
for (p in 1:P)
Betamean[p]=rep_matrix(0.0,K,K);
Betamean[1,1,1] = 1.0;
Betamean[1,2,2] = 1.0;
}
parameters {
vector[K] alpha;
matrix[K,K] Beta[P];
cov_matrix[K] Sigma;
}
model {
Sigma ~ inv_wishart(5,2.0*Id);
alpha ~ multi_normal(alphamean, 2.0*Id);
for (p in 1:P) {
to_vector(Beta[p]) ~ multi_normal(to_vector(Betamean[p]),BetaCov);
}
for (n in (P+1):N) {
vector[K] mu = alpha;
for (p in 1:P){
mu += Beta[p] * y[n-p];
}
y[n] ~ multi_normal(mu, Sigma);
}
}"
```

```
stan_model_var<-stan_model(model_code = stan_code_var,model_name = "VARModel")
```

```
options(mc.cores = parallel::detectCores()) #Use parallel computing when running MCMC
```

```
K = length(bvardata[1,])
N = length(bvardata[,1])
lags = 1
stan_data<-list(P=lags, K = K, N = N, y=bvardata)
fit_var1<-sampling(object = stan_model_var,data = stan_data, chains = 4, iter = 2000, seed = 5678)
```

```
print(fit_var1)
```

```
plot(fit_var1)
```

and finally line 863 is

```
quietgg(stan_hist(fit_var1))
```

That is, it fails right at the plotting step. When I run these lines interactively, the model samples just fine, produces chains and plots histograms with no errors and the specified number of samples, but the error occurs when I recompile the full Rmd file. Removing the `quietgg`

doesn’t change this result.

As you might have guessed from the line 863, there’s a lot of stuff going on in the code before that, mostly data cleaning stuff to go from my raw data to the bvardata object, but also a bunch of other preliminary analyses using various packages, so one or more of those may have interfered. Among these, I’m running a bunch of Julia code in the notebook through the JuliaCall library. I could also just be an idiot and running the cells in the wrong order but I’ve tried from the beginning several times.

On the model itself, I know it’s terrible (I’m trying to replicate existing analyses before moving on to more sensible modeling choices) but don’t expect that that’s the source of the problem since there are no sampling issues when run outside of the knitr compilation.

Any hints as to possible things to explore to resolve this?

For reference, I am using rstan 2.19 on R 3.5.0 in Rstudio 1.2.5033

devtools::session_info(“rstan”) produces

```
─ Session info ────────────────────────────────────────────────────────────────────────────────────────────────────────────
setting value
version R version 3.5.0 (2018-04-23)
os macOS 10.15.6
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 2020-09-04
─ Packages ────────────────────────────────────────────────────────────────────────────────────────────────────────────────
package * version date lib source
assertthat 0.2.1 2019-03-21 [1] CRAN (R 3.5.2)
backports 1.1.6 2020-04-05 [1] CRAN (R 3.5.0)
BH 1.72.0-3 2020-01-08 [1] CRAN (R 3.5.2)
callr 3.4.3 2020-03-28 [1] CRAN (R 3.5.0)
checkmate 2.0.0 2020-02-06 [1] CRAN (R 3.5.2)
cli 2.0.2 2020-02-28 [1] CRAN (R 3.5.2)
colorspace 1.4-1 2019-03-18 [1] CRAN (R 3.5.2)
crayon 1.3.4 2017-09-16 [1] CRAN (R 3.5.0)
desc 1.2.0 2018-05-01 [1] CRAN (R 3.5.0)
digest 0.6.25 2020-02-23 [1] CRAN (R 3.5.2)
ellipsis 0.3.1 2020-05-15 [1] CRAN (R 3.5.0)
evaluate 0.14 2019-05-28 [1] CRAN (R 3.5.2)
fansi 0.4.1 2020-01-08 [1] CRAN (R 3.5.2)
farver 2.0.3 2020-01-16 [1] CRAN (R 3.5.2)
ggplot2 * 3.3.0 2020-03-05 [1] CRAN (R 3.5.2)
glue 1.4.1 2020-05-13 [1] CRAN (R 3.5.0)
gridExtra * 2.3 2017-09-09 [1] CRAN (R 3.5.0)
gtable 0.3.0 2019-03-25 [1] CRAN (R 3.5.2)
inline 0.3.15 2018-05-18 [1] CRAN (R 3.5.0)
isoband 0.2.1 2020-04-12 [1] CRAN (R 3.5.0)
labeling 0.3 2014-08-23 [1] CRAN (R 3.5.0)
lattice 0.20-38 2018-11-04 [1] CRAN (R 3.5.0)
lifecycle 0.2.0 2020-03-06 [1] CRAN (R 3.5.2)
loo 2.2.0 2019-12-19 [1] CRAN (R 3.5.2)
magrittr 1.5 2014-11-22 [1] CRAN (R 3.5.0)
MASS 7.3-51.4 2019-03-31 [1] CRAN (R 3.5.2)
Matrix 1.2-17 2019-03-22 [1] CRAN (R 3.5.2)
matrixStats 0.56.0 2020-03-13 [1] CRAN (R 3.5.2)
mgcv 1.8-28 2019-03-21 [1] CRAN (R 3.5.2)
munsell 0.5.0 2018-06-12 [1] CRAN (R 3.5.0)
nlme 3.1-141 2019-08-01 [1] CRAN (R 3.5.2)
pillar 1.4.4 2020-05-05 [1] CRAN (R 3.5.0)
pkgbuild 1.0.6 2019-10-09 [1] CRAN (R 3.5.2)
pkgconfig 2.0.3 2019-09-22 [1] CRAN (R 3.5.2)
pkgload 1.0.2 2018-10-29 [1] CRAN (R 3.5.0)
praise 1.0.0 2015-08-11 [1] CRAN (R 3.5.0)
prettyunits 1.1.1 2020-01-24 [1] CRAN (R 3.5.2)
processx 3.4.2 2020-02-09 [1] CRAN (R 3.5.2)
ps 1.3.2 2020-02-13 [1] CRAN (R 3.5.2)
R6 2.4.1 2019-11-12 [1] CRAN (R 3.5.2)
RColorBrewer 1.1-2 2014-12-07 [1] CRAN (R 3.5.0)
Rcpp * 1.0.5 2020-07-06 [1] CRAN (R 3.5.0)
RcppEigen 0.3.3.7.0 2019-11-16 [1] CRAN (R 3.5.2)
rlang 0.4.6 2020-05-02 [1] CRAN (R 3.5.0)
rprojroot 1.3-2 2018-01-03 [1] CRAN (R 3.5.0)
rstan * 2.19.3 2020-02-11 [1] CRAN (R 3.5.2)
rstudioapi 0.11 2020-02-07 [1] CRAN (R 3.5.2)
scales 1.1.0 2019-11-18 [1] CRAN (R 3.5.2)
StanHeaders * 2.21.0-1 2020-01-19 [1] CRAN (R 3.5.2)
testthat 2.3.2 2020-03-02 [1] CRAN (R 3.5.2)
tibble * 3.0.1 2020-04-20 [1] CRAN (R 3.5.0)
utf8 1.1.4 2018-05-24 [1] CRAN (R 3.5.0)
vctrs 0.3.1 2020-06-05 [1] CRAN (R 3.5.0)
viridisLite 0.3.0 2018-02-01 [1] CRAN (R 3.5.0)
withr 2.1.2 2018-03-15 [1] CRAN (R 3.5.0)
```