Hello,

I am trying to run a hierarchical model using centered-parametrization. Because the sample is big, I would prefer to run the model using within-chain parallelization.

I create the model using the package `rethinking`

, however, I haven’t been able to run it using threads.

```
library(data.table)
library(rethinking)
library(cmdstanr)
dat = fread("output/data/example.csv")
f = alist(
mx ~ normal(mu, sigma),
mu <- a_county[county] + b_time_county[county] * time + b_period_county[county] * period +
b_time_period_county[county] * time_period,
c(a_county, b_time_county, b_period_county, b_time_period_county)[county] ~
multi_normal(c(a,b_time, b_period, b_time_period), Rho, sigma_county),
c(a, b_time, b_period, b_time_period) ~ normal(0, 1.0),
c(sigma_county, sigma) ~ exponential(1),
Rho ~ lkj_corr(4)
)
m0 = ulam(f, data = dat, sample = FALSE, threads = 10, cmdstan=TRUE)
cat(stancode(m0), file = "src/model.stan")
```

example.csv (773.9 KB)

model.stan (2.3 KB)

The stan code generated by rethinking has a problem when creating the map reducer function:

```
corr_matrix[] Rho;
```

As @jonah and @WardBrian pointed out, function arguments can’t be constrained types like correlation matrices, so that should just be `matrix Rho`

. When I use `matrix Rho`

, I still got an error:

```
Compiling Stan program...
Semantic error in '/tmp/RtmpeINNBr/model-174e1161d04c07.stan', line 66, column 14 to line 83, column 17:
-------------------------------------------------
64: YY ~ multi_normal( MU , quad_form_diag(Rho , sigma_county) );
65: }
66: target += reduce_sum( reducer , mx , 1 ,
^
67: N,
68: mx_sd,
-------------------------------------------------
Ill-typed arguments supplied to function 'reduce_sum':
(<F1>, vector, int, int, vector, array[] int, array[] int, array[] int,
array[] int, vector, vector, vector, vector, real, real, real, real, real,
vector, matrix)
where F1 = (vector, int, int, int, vector, array[] int, array[] int,
array[] int, array[] int, vector, vector, vector, vector, real,
real, real, real, real, vector, matrix) => real
Available signatures:
(<F2>, array[] real, int) => real
where F2 = (array[] real, data int, data int) => real
The first argument must be
(array[] real, data int, data int) => real
but got
(vector, int, int, int, vector, array[] int, array[] int, array[] int,
array[] int, vector, vector, vector, vector, real, real, real, real,
real, vector, matrix) => real
These are not compatible because:
The types for the first argument are incompatible: one is
vector
but the other is
array[] real
make: *** [make/program:50: /tmp/RtmpeINNBr/model-174e1161d04c07.hpp] Error 1
Error: An error occured during compilation! See the message above for more information.
```

Any suggestions or ideas on how to solve this problem?

Thank you so much!