Feature/issue 422 clean standalone functions

[sakrejda]

Summary:

Remove most code-grepping from rstan::expose_stan_functions, hide generated code in namespace and call it via wrapper. There are warnings I'm not sure how to get rid of at the moment about get_rng and get_stream, we should fix those before merging.

Intended Effect:

This version of expose_stan_functions works with stan-dev/stan branch
"maintenance/issue-2401-remove-unnecessary-standalone-code-try-2". For
the moment the rng/stream must be passed explicitely, but next step is
to make default global objects. To check it out make a foo.stan like
so:

      functions {
        real f_rng(real mu) {
          real x = normal_rng(mu, 1);
          return x;
        }
      }

Then in R run:

     library(rstan)
     rstan::expose_stan_functions('foo.stan', cacheDir='.')
     o <- get_stream()
     rng <- get_rng(3)
     f_rng(3.3, rng, o)
     f_rng(3.3, rng, o)
     f_rng(3.3, rng, o)
     f_rng(3.3, rng, o)
     f_rng(3.3, rng, o)

Each call with the same RNG should return a new draw.  Re-initializing
the RNG with the same seed should restart the sequence.  Functions that
print will print via Rcpp::rcout.  The whole thing also works without explicitly 
loading the library:

rstan::expose_stan_functions('foo.stan')
f_rng(80.3, rstan::RNG, rstan::OUT)

How to Verify:

Use with the `` stan-dev/stan branch. Make sure the code above runs as expected. Also test a .stan function that prints output via print.

Side Effects:

None?

Documentation:

I don't know where we document expose_stan_functions but we should add documentation about the get_stream and get_rng functions there. Should also doc rstan::RNG and rstan::OUT. I haven't figured out how to inject those as the default arguments to the R wrappers for the exposed Stan functions yet.

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):

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

• Code: GPLv3 (http://opensource.org/licenses/GPL-3.0)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

[stan-buildbot]

Can one of the admins verify this patch?

[sakrejda]

@bgoodri just figured out how to get rid of the warnings about rstan::RNG and rstan::OUT, pushed that.

[sakrejda]

Here's the install_SteanHeaders.R for it:

path_rstan <- tempfile(pattern = "git2r-")
git2r::clone("http://github.com/stan-dev/rstan", path_rstan, branch = "feature/issue-422-standalone-functions-k")
git2r::clone("http://github.com/stan-dev/stan", 
             file.path(path_rstan, "StanHeaders", "inst", "include", "upstream"), 
             branch = "maintenance/issue-2401-remove-unnecessary-standalone-code-try-2") # may want to change this branch
git2r::clone("http://github.com/stan-dev/math", 
             file.path(path_rstan, "StanHeaders", "inst", "include", "mathlib"), 
             branch = "develop") # may want to change this branch
devtools::install(file.path(path_rstan, "StanHeaders"), args = "--preclean")

[ariddell]

Is this going in 2.18?

[bgoodri]

Yes

…

On Sun, Feb 18, 2018 at 7:42 AM, Allen Riddell ***@***.***> wrote: Is this going in 2.18? — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#459 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ADOrqnUxW7hDAy29trdmJEuQNZpI_9aHks5tWBq6gaJpZM4P8OP_> .

[sakrejda]

No idea if this already made it in or not but if you need help finalizing it ping me. @bgoodri