Support for USER_HEADER in build system

.gitignore

@@ -8,6 +8,8 @@
 c-example/example
 c-example/example_static
 *.exe
+make/local
+
 
 # Rust
 rust/target/

Makefile

@@ -1,4 +1,4 @@
-## include paths
+# include paths
 BS_ROOT ?= .
 
 # user config
@@ -10,21 +10,21 @@ STANC ?= $(BS_ROOT)/bin/stanc$(EXE)
 MATH ?= $(STAN)lib/stan_math/
 RAPIDJSON ?= $(STAN)lib/rapidjson_1.1.0/
 
-## required C++ includes
+# required C++ includes
 INC_FIRST ?= -I $(STAN)src -I $(RAPIDJSON)
 
-## makefiles needed for math library
+# makefiles needed for math library
 include $(MATH)make/compiler_flags
 include $(MATH)make/libraries
 
-## Set -fPIC globally since we're always building a shared library
-CXXFLAGS += -fPIC -fvisibility=hidden -fvisibility-inlines-hidden
-CXXFLAGS_SUNDIALS += -fPIC
-CPPFLAGS += -DBRIDGESTAN_EXPORT
+# Set -fPIC globally since we're always building a shared library
+override CXXFLAGS += -fPIC -fvisibility=hidden -fvisibility-inlines-hidden
+override CXXFLAGS_SUNDIALS += -fPIC
+override CPPFLAGS += -DBRIDGESTAN_EXPORT
 
-## set flags for stanc compiler (math calls MIGHT? set STAN_OPENCL)
+# set flags for stanc compiler (math calls MIGHT? set STAN_OPENCL)
 ifdef STAN_OPENCL
-	STANCFLAGS += --use-opencl
+	override STANCFLAGS += --use-opencl
 	STAN_FLAG_OPENCL=_opencl
 else
 	STAN_FLAG_OPENCL=
@@ -35,7 +35,7 @@ else
 	STAN_FLAG_THREADS=
 endif
 ifdef BRIDGESTAN_AD_HESSIAN
-	CPPFLAGS += -DSTAN_MODEL_FVAR_VAR -DBRIDGESTAN_AD_HESSIAN
+	override CPPFLAGS += -DSTAN_MODEL_FVAR_VAR -DBRIDGESTAN_AD_HESSIAN
 	STAN_FLAG_HESS=_adhessian
 else
 	STAN_FLAG_HESS=
@@ -51,16 +51,31 @@ $(BRIDGE_O) : $(BRIDGE_DEPS)
 	@mkdir -p $(dir $@)
 	$(COMPILE.cpp) $(OUTPUT_OPTION) $(LDLIBS) $<
 
-## generate .hpp file from .stan file using stanc
+
+ifneq ($(findstring allow-undefined,$(STANCFLAGS)),)
+USER_HEADER ?= $(dir $(MAKECMDGOALS))user_header.hpp
+USER_INCLUDE = -include $(USER_HEADER)
+# Give a better error message if the USER_HEADER is not found
+$(USER_HEADER):
+	@echo 'ERROR: Missing user header.'
+	@echo 'Because --allow-undefined is set, we need a C++ header file to include.'
+	@echo 'We tried to find the user header at:'
+	@echo '  $(USER_HEADER)'
+	@echo ''
+	@echo 'You can also set the USER_HEADER variable to the path of your C++ file.'
+	@exit 1
+endif
+
+# generate .hpp file from .stan file using stanc
 %.hpp : %.stan $(STANC)
 	@echo ''
 	@echo '--- Translating Stan model to C++ code ---'
 	$(STANC) $(STANCFLAGS) --o=$(subst  \,/,$@) $(subst  \,/,$<)
 
-%.o : %.hpp
+%.o : %.hpp $(USER_HEADER)
 	@echo ''
 	@echo '--- Compiling C++ code ---'
-	$(COMPILE.cpp) -x c++ -o $(subst  \,/,$*).o $(subst \,/,$<)
+	$(COMPILE.cpp) $(USER_INCLUDE) -x c++ -o $(subst  \,/,$*).o $(subst \,/,$<)
 
 %_model.so : %.o $(BRIDGE_O) $(SUNDIALS_TARGETS) $(MPI_TARGETS) $(TBB_TARGETS)
 	@echo ''
@@ -71,22 +86,23 @@ $(BRIDGE_O) : $(BRIDGE_DEPS)
 docs:
 	$(MAKE) -C docs/ html
 
+# build all test models at once
+ALL_TEST_MODEL_NAMES = $(patsubst $(BS_ROOT)/test_models/%/, %, $(sort $(dir $(wildcard $(BS_ROOT)/test_models/*/))))
+# these are for compilation testing in the interfaces
+SKIPPED_TEST_MODEL_NAMES = syntax_error external
+TEST_MODEL_NAMES := $(filter-out $(SKIPPED_TEST_MODEL_NAMES), $(ALL_TEST_MODEL_NAMES))
+TEST_MODEL_LIBS = $(join $(addprefix $(BS_ROOT)/test_models/, $(TEST_MODEL_NAMES)), $(addsuffix _model.so, $(addprefix /, $(TEST_MODEL_NAMES))))
+
+.PHONY: test_models
+test_models: $(TEST_MODEL_LIBS)
+
 .PHONY: clean
 clean:
 	$(RM) $(SRC)/*.o
 	$(RM) test_models/**/*.so
-	$(RM) test_models/**/*.hpp
+	$(RM) $(join $(addprefix $(BS_ROOT)/test_models/, $(TEST_MODEL_NAMES)), $(addsuffix .hpp, $(addprefix /, $(TEST_MODEL_NAMES))))
 	$(RM) bin/stanc$(EXE)
 
-
-# build all test models at once
-TEST_MODEL_NAMES = $(patsubst $(BS_ROOT)/test_models/%/, %, $(sort $(dir $(wildcard $(BS_ROOT)/test_models/*/))))
-TEST_MODEL_NAMES := $(filter-out syntax_error, $(TEST_MODEL_NAMES))
-TEST_MODEL_LIBS = $(join $(addprefix test_models/, $(TEST_MODEL_NAMES)), $(addsuffix _model.so, $(addprefix /, $(TEST_MODEL_NAMES))))
-
-.PHONY: test_models
-test_models: $(TEST_MODEL_LIBS)
-
 .PHONY: stan-update stan-update-version
 stan-update:
 	git submodule update --init --recursive
@@ -112,7 +128,7 @@ format:
 #    R seems to have no good formatter that doesn't choke on doc comments
 #    Rscript -e 'formatR::tidy_dir("R/", recursive=TRUE)' || $(BS_FORMAT_IGNOREABLE)
 
-## print value of makefile variable (e.g., make print-TBB_TARGETS)
+# print value of makefile variable (e.g., make print-TBB_TARGETS)
 .PHONY: print-%
 print-%  : ; @echo $* = $($*) ;
 

docs/getting-started.rst

@@ -165,6 +165,19 @@ to set :makevar:`CPPFLAGS` in :file:`make/local`:
 
     CPPFLAGS+=-DSTAN_MATH_CONSTRAINT_TOLERANCE=1e-5
 
+
+Using External C++ Code
+_______________________
+
+BridgeStan supports the same `capability to plug in external C++ code as CmdStan <https://mc-stan.org/docs/cmdstan-guide/external_code.html>`_.
+
+Namely, you can declare a function in your Stan model and then define it in a separate C++ file.
+This requires passing the ``--allow-undefined`` flag to the Stan compiler when building your model.
+The :makevar:`USER_HEADER` variable must point to the C++ file containing the function definition.
+By default, this will be the file :file:`user_header.hpp` in the same directory as the Stan model.
+
+For a more complete example, consult the `CmdStan documentation <https://mc-stan.org/docs/cmdstan-guide/external_code.html>`_.
+
 Using Older Stan Versions
 __________________________
 

python/test/test_compile.py

@@ -24,6 +24,25 @@ def test_compile_good():
     assert "STAN_THREADS=true" in model.model_info()
 
 
+def test_compile_user_header():
+    stanfile = STAN_FOLDER / "external" / "external.stan"
+    lib = bs.compile.generate_so_name(stanfile)
+    lib.unlink(missing_ok=True)
+
+    with pytest.raises(RuntimeError, match=r"declared without specifying a definition"):
+        bs.compile_model(stanfile)
+
+    with pytest.raises(RuntimeError, match=r"USER_HEADER"):
+        bs.compile_model(stanfile, stanc_args=["--allow-undefined"])
+
+    header = stanfile.parent / "make_odds.hpp"
+    res = bs.compile_model(
+        stanfile, stanc_args=["--allow-undefined"], make_args=[f"USER_HEADER={header}"]
+    )
+    assert lib.samefile(res)
+    assert lib.exists()
+
+
 def test_compile_bad_ext():
     not_stanfile = STAN_FOLDER / "multi" / "multi.data.json"
     with pytest.raises(ValueError, match=r".stan"):

rust/tests/loading.rs

@@ -8,14 +8,16 @@ use std::{
 
 use bridgestan::Model;
 
+const EXCLUDED_MODELS: [&str; 4] = ["logistic", "regression", "syntax_error", "external"];
+
 #[test]
 fn create_all_serial() {
     let base = model_dir();
     for path in base.read_dir().unwrap() {
         let path = path.unwrap().path();
         let name = path.file_name().unwrap().to_str().unwrap();
 
-        if (name == "logistic") | (name == "regression") | (name == "syntax_error") {
+        if EXCLUDED_MODELS.contains(&name) {
             continue;
         }
 
@@ -44,7 +46,7 @@ fn create_all_late_drop_fwd() {
 
     let handles: Vec<_> = names
         .into_iter()
-        .filter(|name| (name != "logistic") & (name != "regression") & (name != "syntax_error"))
+        .filter(|name| !EXCLUDED_MODELS.contains(&name.as_str()))
         .map(|name| {
             let (lib, data) = get_model(&name);
             let Ok(model) = Model::new(&lib, data.as_ref(), 42) else {
@@ -74,7 +76,7 @@ fn create_all_thread_serial() {
 
     names.into_iter().for_each(|name| {
         spawn(move || {
-            if (&name == "logistic") | (&name == "regression") | (&name == "syntax_error") {
+            if EXCLUDED_MODELS.contains(&name.as_str()) {
                 return;
             }
 
@@ -108,7 +110,7 @@ fn create_all_parallel() {
         .into_iter()
         .map(|name| {
             spawn(move || {
-                if (&name == "logistic") | (&name == "regression") | (&name == "syntax_error") {
+                if EXCLUDED_MODELS.contains(&name.as_str()) {
                     return;
                 }
 

test_models/external/external.stan

@@ -0,0 +1,18 @@
+functions {
+  real make_odds(data real theta);
+}
+data {
+  int<lower=0> N;
+  array[N] int<lower=0, upper=1> y;
+}
+parameters {
+  real<lower=0, upper=1> theta;
+}
+model {
+  theta ~ beta(1, 1); // uniform prior on interval 0, 1
+  y ~ bernoulli(theta);
+}
+generated quantities {
+  real odds;
+  odds = make_odds(theta);
+}

test_models/external/make_odds.hpp

@@ -0,0 +1,5 @@
+#include <ostream>
+
+double make_odds(const double& theta, std::ostream *pstream__) {
+  return theta / (1 - theta);
+}