Merge remote-tracking branch 'origin/develop' into feature/issue-2814…

…-warmup-auto
stan-dev · Nov 28, 2020 · da00166 · da00166
2 parents 473a28c + 2624416
commit da00166
Show file tree

Hide file tree

Showing 223 changed files with 77,198 additions and 73,650 deletions.
diff --git a/Jenkinsfile b/Jenkinsfile
@@ -60,6 +60,7 @@ pipeline {
     options {
         skipDefaultCheckout()
         preserveStashes(buildCount: 7)
+        parallelsAlwaysFailFast()
     }
     stages {
         stage('Kill previous builds') {
@@ -240,6 +241,13 @@ pipeline {
                 }
                 stage('Integration Mac') {
                     agent { label 'osx' }
+                    when { 
+                        expression {
+                            ( env.BRANCH_NAME == "develop" ||
+                            env.BRANCH_NAME == "master" ) &&
+                            !skipRemainingStages
+                        }
+                    }
                     steps {
                         unstash 'StanSetup'
                         setupCXX()
@@ -273,6 +281,7 @@ pipeline {
                         setupCXX()
                         script {
                             dir("lib/stan_math/") {
+                                sh "echo O=0 > make/local"
                                 withEnv(['PATH+TBB=./lib/tbb']) {           
                                     try { sh "./runTests.py -j${env.PARALLEL} test/expressions" }
                                     finally { junit 'test/**/*.xml' }

diff --git a/lib/stan_math b/lib/stan_math
diff --git a/src/stan/io/reader.hpp b/src/stan/io/reader.hpp
@@ -1,7 +1,7 @@
 #ifndef STAN_IO_READER_HPP
 #define STAN_IO_READER_HPP
 
-#include <stan/math/prim.hpp>
+#include <stan/math/rev.hpp>
 #include <stdexcept>
 #include <string>
 #include <vector>
@@ -54,13 +54,20 @@ class reader {
   }
 
  public:
-  typedef Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic> matrix_t;
-  typedef Eigen::Matrix<T, Eigen::Dynamic, 1> vector_t;
-  typedef Eigen::Matrix<T, 1, Eigen::Dynamic> row_vector_t;
+  using matrix_t = Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic>;
+  using vector_t = Eigen::Matrix<T, Eigen::Dynamic, 1>;
+  using row_vector_t = Eigen::Matrix<T, 1, Eigen::Dynamic>;
 
-  typedef Eigen::Map<matrix_t> map_matrix_t;
-  typedef Eigen::Map<vector_t> map_vector_t;
-  typedef Eigen::Map<row_vector_t> map_row_vector_t;
+  using map_matrix_t = Eigen::Map<matrix_t>;
+  using map_vector_t = Eigen::Map<vector_t>;
+  using map_row_vector_t = Eigen::Map<row_vector_t>;
+
+  using var_matrix_t = stan::math::var_value<
+      Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic>>;
+  using var_vector_t
+      = stan::math::var_value<Eigen::Matrix<double, Eigen::Dynamic, 1>>;
+  using var_row_vector_t
+      = stan::math::var_value<Eigen::Matrix<double, 1, Eigen::Dynamic>>;
 
   /**
    * Construct a variable reader using the specified vectors
@@ -186,6 +193,33 @@ class reader {
       return vector_t();
     return map_vector_t(&scalar_ptr_increment(m), m);
   }
+
+  /**
+   * Return a `var_value` with inner type column vector with specified
+   * dimensionality made up of the next scalars.
+   *
+   * @param m Number of rows in the vector to read.
+   * @return Column vector made up of the next scalars.
+   */
+  template <typename T_ = T, require_st_var<T_> * = nullptr>
+  inline var_vector_t var_vector(size_t m) {
+    if (m == 0)
+      return var_vector_t(Eigen::VectorXd(0));
+    return stan::math::to_var_value(map_vector_t(&scalar_ptr_increment(m), m));
+  }
+
+  /**
+   * Return a column vector of specified dimensionality made up of
+   * the next scalars.
+   *
+   * @param m Number of rows in the vector to read.
+   * @return Column vector made up of the next scalars.
+   */
+  template <typename T_ = T, require_st_arithmetic<T_> * = nullptr>
+  inline vector_t var_vector(size_t m) {
+    return this->vector(m);
+  }
+
   /**
    * Return a column vector of specified dimensionality made up of
    * the next scalars.  The constraint is a no-op.
@@ -225,6 +259,33 @@ class reader {
     return map_row_vector_t(&scalar_ptr_increment(m), m);
   }
 
+  /**
+   * Return a `var_value` with inner type as a row vector with specified
+   * dimensionality made up of the next scalars.
+   *
+   * @param m Number of rows in the vector to read.
+   * @return Column vector made up of the next scalars.
+   */
+  template <typename T_ = T, require_st_var<T_> * = nullptr>
+  inline var_row_vector_t var_row_vector(size_t m) {
+    if (m == 0)
+      return var_row_vector_t(Eigen::RowVectorXd(0));
+    return stan::math::to_var_value(
+        map_row_vector_t(&scalar_ptr_increment(m), m));
+  }
+
+  /**
+   * Return a row vector of specified dimensionality made up of
+   * the next scalars.
+   *
+   * @param m Number of rows in the vector to read.
+   * @return Column vector made up of the next scalars.
+   */
+  template <typename T_ = T, require_st_arithmetic<T_> * = nullptr>
+  inline row_vector_t var_row_vector(size_t m) {
+    return this->row_vector(m);
+  }
+
   /**
    * Return a row vector of specified dimensionality made up of
    * the next scalars.  The constraint is a no-op.
@@ -276,6 +337,53 @@ class reader {
     return map_matrix_t(&scalar_ptr_increment(m * n), m, n);
   }
 
+  /**
+   * Return a `var_value` with inner type matrix with the specified
+   * dimensionality made up of  the next scalars arranged in column-major order.
+   *
+   * Row-major reading means that if a matrix of <code>m=2</code>
+   * rows and <code>n=3</code> columns is read and the next
+   * scalar values are <code>1,2,3,4,5,6</code>, the result is
+   *
+   * <pre>
+   * a = 1 4
+   *     2 5
+   *     3 6</pre>
+   *
+   * @param m Number of rows.
+   * @param n Number of columns.
+   * @return Eigen::Matrix made up of the next scalars.
+   */
+  template <typename T_ = T, require_st_var<T_> * = nullptr>
+  inline var_matrix_t var_matrix(size_t m, size_t n) {
+    if (m == 0 || n == 0)
+      return var_matrix_t(Eigen::MatrixXd(0, 0));
+    return stan::math::to_var_value(
+        map_matrix_t(&scalar_ptr_increment(m * n), m, n));
+  }
+
+  /**
+   * Return a matrix of the specified dimensionality made up of
+   * the next scalars arranged in column-major order.
+   *
+   * Row-major reading means that if a matrix of <code>m=2</code>
+   * rows and <code>n=3</code> columns is read and the next
+   * scalar values are <code>1,2,3,4,5,6</code>, the result is
+   *
+   * <pre>
+   * a = 1 4
+   *     2 5
+   *     3 6</pre>
+   *
+   * @param m Number of rows.
+   * @param n Number of columns.
+   * @return Eigen::Matrix made up of the next scalars.
+   */
+  template <typename T_ = T, require_st_arithmetic<T_> * = nullptr>
+  inline matrix_t var_matrix(size_t m, size_t n) {
+    return this->matrix(m, n);
+  }
+
   /**
    * Return a matrix of the specified dimensionality made up of
    * the next scalars arranged in column-major order.  The

diff --git a/src/stan/io/stan_csv_reader.hpp b/src/stan/io/stan_csv_reader.hpp
@@ -3,6 +3,7 @@
 
 #include <boost/algorithm/string.hpp>
 #include <stan/math/prim.hpp>
+#include <cctype>
 #include <istream>
 #include <iostream>
 #include <sstream>
@@ -178,7 +179,7 @@ class stan_csv_reader {
                           std::ostream* out, bool prettify_name = true) {
     std::string line;
 
-    if (in.peek() != 'l')
+    if (!std::isalpha(in.peek()))
       return false;
 
     std::getline(in, line);

diff --git a/src/stan/lang/generator.hpp b/src/stan/lang/generator.hpp
@@ -70,6 +70,7 @@
 #include <stan/lang/generator/generate_member_var_decls.hpp>
 #include <stan/lang/generator/generate_member_var_decls_all.hpp>
 #include <stan/lang/generator/generate_model_name_method.hpp>
+#include <stan/lang/generator/generate_model_compile_info_method.hpp>
 #include <stan/lang/generator/generate_model_typedef.hpp>
 #include <stan/lang/generator/generate_namespace_end.hpp>
 #include <stan/lang/generator/generate_namespace_start.hpp>

diff --git a/src/stan/lang/generator/generate_cpp.hpp b/src/stan/lang/generator/generate_cpp.hpp
@@ -16,6 +16,7 @@
 #include <stan/lang/generator/generate_log_prob.hpp>
 #include <stan/lang/generator/generate_member_var_decls_all.hpp>
 #include <stan/lang/generator/generate_model_name_method.hpp>
+#include <stan/lang/generator/generate_model_compile_info_method.hpp>
 #include <stan/lang/generator/generate_model_typedef.hpp>
 #include <stan/lang/generator/generate_namespace_end.hpp>
 #include <stan/lang/generator/generate_namespace_start.hpp>
@@ -70,6 +71,7 @@ void generate_cpp(const program& prog, const std::string& model_name,
   generate_dims_method(prog, o);
   generate_write_array_method(prog, model_name, o);
   generate_model_name_method(model_name, o);
+  generate_model_compile_info_method(o);
   generate_constrained_param_names_method(prog, o);
   generate_unconstrained_param_names_method(prog, o);
   generate_class_decl_end(o);

diff --git a/src/stan/lang/generator/generate_model_compile_info_method.hpp b/src/stan/lang/generator/generate_model_compile_info_method.hpp
@@ -0,0 +1,26 @@
+#ifndef STAN_LANG_GENERATOR_GENERATE_MODEL_COMPILE_INFO_METHOD_HPP
+#define STAN_LANG_GENERATOR_GENERATE_MODEL_COMPILE_INFO_METHOD_HPP
+
+#include <stan/lang/ast.hpp>
+#include <stan/lang/generator/constants.hpp>
+#include <ostream>
+#include <string>
+
+namespace stan {
+namespace lang {
+
+/**
+ * Generate the <code>model_compile_info</code> method on the specified stream.
+ *
+ * @param[in,out] o stream for generating
+ */
+void generate_model_compile_info_method(std::ostream& o) {
+  o << INDENT << "std::vector<std::string> model_compile_info() const {" << EOL
+    << INDENT2 << "std::vector<std::string> stanc_info;" << EOL << INDENT2
+    << "stanc_info.push_back(\"stanc_version = stanc2\");" << EOL << INDENT2
+    << "return stanc_info;" << EOL << INDENT << "}" << EOL2;
+}
+
+}  // namespace lang
+}  // namespace stan
+#endif