loo moment_match fails for brms fits created with combine_models

[avehtari]

The problem and reproducible example provided in Stan discourse https://discourse.mc-stan.org/t/loo-moment-match-crashes-on-brms-fits-after-combine-models/34273

I looked at this, and the reason is that .update_pars in loo_moment_match.R tries to access x$fit@sim$fnames_oi_old which is not available in brms object created by combine_models()

The relevant part in loo_moment_match.R
https://github.com/paul-buerkner/brms/blob/b92ed99e627b7ba0894803143aa6552a0d7a1131/R/loo_moment_match.R#L128C3-L128C74

new_draws <- named_list(x$fit@sim$fnames_oi_old, list(numeric(ndraws)))

EDIT: all the missing slots in @sim in brms object created by combine_models()

  .. .. ..$ pars_oi_old  : chr [1:8] "b" "Intercept" "sd_1" "z_1" ...
  .. .. ..$ dims_oi_old  :List of 8
  .. .. ..$ fnames_oi_old: chr [1:127] "b[1]" "b[2]" "b[3]" "b[4]" ...

[paul-buerkner]

Thanks! I don't fully understand your edit. Are you saying combine_models() already stores or does not store the relevant info already?

[avehtari]

Those slots are missing in the combined object. See the discourse post for the failing example. moment_match works if you run the following lines to copy the missing info from one one model to the combined model

brm_fit$fit@sim$pars_oi_old <- brm_fit_c1$fit@sim$pars_oi_old
brm_fit$fit@sim$dims_oi_old <- brm_fit_c1$fit@sim$dims_oi_old
brm_fit$fit@sim$fnames_oi_old <- brm_fit_c1$fit@sim$fnames_oi_old

[paul-buerkner]

Thank you! Should be fixed now. :-)