Fix/complex output ordering

[WardBrian]

Submission Checklist

• Run unit tests
• Declare copyright holder and open-source license: see below

Summary

First reported by @tillahoffmann on the forums here, CmdStanPy was mangling complex-valued outputs.

The original PR #537 did not include a test asserting that the actual values were recovered in the correct order, which this also fixes. The current code that complex numbers in the output are stored like an extra final dimension of size 2 (this is, after all, how they are treated in the program inputs). But they’re not really, they’re stored strided alongside the other dimensions.

To make this concrete, a vector of 3 elements was being read in as if it was stored as x.1.real, x.2.real, x.3.real, x.1.imag. x.2.imag, x.3.imag, but really it is actually written to disk as x.1.real, x.1.imag, x.2.real, x.2.imag, ...

I think once this is merged we should release a patch version (1.0.7) almost immediately.

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):

Simons Foundation

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)

[codecov-commenter]

Codecov Report

Merging #612 (94528b7) into develop (d71e3fa) will increase coverage by 0.06%.
The diff coverage is n/a.

@@             Coverage Diff             @@
##           develop     #612      +/-   ##
===========================================
+ Coverage    80.35%   80.42%   +0.06%     
===========================================
  Files           69       69              
  Lines        10224    10257      +33     
===========================================
+ Hits          8216     8249      +33     
  Misses        2008     2008              

Impacted Files	Coverage Δ
cmdstanpy/cmdstanpy/utils/data_munging.py	100.00% <0.00%> (ø)
...mdstanpy/cmdstanpy/cmdstanpy/utils/data_munging.py	100.00% <0.00%> (ø)
...mdstanpy/cmdstanpy/cmdstanpy/utils/data_munging.py	100.00% <0.00%> (ø)
cmdstanpy/cmdstanpy/stanfit/mcmc.py	96.65% <0.00%> (+0.02%)	⬆️
a/cmdstanpy/cmdstanpy/cmdstanpy/stanfit/mcmc.py	96.65% <0.00%> (+0.02%)	⬆️
...work/cmdstanpy/cmdstanpy/cmdstanpy/stanfit/mcmc.py	96.65% <0.00%> (+0.02%)	⬆️
cmdstanpy/cmdstanpy/stanfit/gq.py	88.26% <0.00%> (+0.12%)	⬆️
a/cmdstanpy/cmdstanpy/cmdstanpy/stanfit/gq.py	88.26% <0.00%> (+0.12%)	⬆️
...r/work/cmdstanpy/cmdstanpy/cmdstanpy/stanfit/gq.py	88.26% <0.00%> (+0.12%)	⬆️
cmdstanpy/cmdstanpy/stanfit/vb.py	94.93% <0.00%> (+0.13%)	⬆️
... and 5 more

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[mitzimorris]

great! thanks for fixing!