DynamicPPLMCMCChainsExt.jl

module DynamicPPLMCMCChainsExt

if isdefined(Base, :get_extension)
    using DynamicPPL: DynamicPPL
    using MCMCChains: MCMCChains
else
    using ..DynamicPPL: DynamicPPL
    using ..MCMCChains: MCMCChains
end

_has_varname_to_symbol(info::NamedTuple{names}) where {names} = :varname_to_symbol in names
function _check_varname_indexing(c::MCMCChains.Chains)
    return DynamicPPL.supports_varname_indexing(c) ||
           error("Chains do not support indexing using $vn.")
end

# Load state from a `Chains`: By convention, it is stored in `:samplerstate` metadata
function DynamicPPL.loadstate(chain::MCMCChains.Chains)
    if !haskey(chain.info, :samplerstate)
        throw(
            ArgumentError(
                "The chain object does not contain the final state of the sampler: Metadata `:samplerstate` missing.",
            ),
        )
    end
    return chain.info[:samplerstate]
end

# A few methods needed.
function DynamicPPL.supports_varname_indexing(chain::MCMCChains.Chains)
    return _has_varname_to_symbol(chain.info)
end
function DynamicPPL.getindex_varname(
    c::MCMCChains.Chains, sample_idx, vn::DynamicPPL.VarName, chain_idx
)
    _check_varname_indexing(c)
    return c[sample_idx, c.info.varname_to_symbol[vn], chain_idx]
end
function DynamicPPL.varnames(c::MCMCChains.Chains)
    _check_varname_indexing(c)
    return keys(c.info.varname_to_symbol)
end

function DynamicPPL.generated_quantities(
    model::DynamicPPL.Model, chain_full::MCMCChains.Chains
)
    chain = MCMCChains.get_sections(chain_full, :parameters)
    varinfo = DynamicPPL.VarInfo(model)
    iters = Iterators.product(1:size(chain, 1), 1:size(chain, 3))
    return map(iters) do (sample_idx, chain_idx)
        # Update the varinfo with the current sample and make variables not present in `chain`
        # to be sampled.
        DynamicPPL.setval_and_resample!(varinfo, chain, sample_idx, chain_idx)

        # TODO: Some of the variables can be a view into the `varinfo`, so we need to
        # `deepcopy` the `varinfo` before passing it to `model`.
        model(deepcopy(varinfo))
    end
end

end