Feature/survival

[sambrilleman]

I think this is pretty much ready for a pull request.

R CMD check seems to passing without any obvious issues.

I've added the splines2 package to Imports, and the simsurv package to Suggests. I've commented out some stan_surv testthat tests to avoid adding more packages to Suggests.

There is quite a bit of overlap with stan_jm stuff, but I got into a mess trying to refactor all the stan_jm code, so for now they mostly use different workhorse and helper functions. One day I will try and refactor some of the stan_jm code to use more of the stan_surv helpers, since the stan_surv code is much neater I think.

I've not packaged surv.stan code into \#include statements since the code doesn't really overlap with other stan files. But I could do so if need be.

[CWilhelm-Benartzi]

Dear all,
My compilation of the rstanarm survival extension fails:
I use the following code:

install.packages("rstanarm", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))
devtools::install_github("stan-dev/rstanarm", ref = "feature/survival", build_vignettes = FALSE)

I am using R version 4.2 on a Windows 10 computer.
It runs until this point:

C:/Users/wilhch00/AppData/Local/R/win-library/4.2/RcppEigen/include/Eigen/src/Core/DenseCoeffsBase.h:55:30: warning: ignoring attributes on template argument 'Eigen::internal::packet_traits::type' {aka '__m128d'} [-Wignored-attributes]
"C:/PROGRA1/R/R-421.3/bin/x64/Rscript" -e "source(file.path('..', 'tools', 'make_cc.R')); make_cc(commandArgs(TRUE))" stan_files/surv.stan

and then the error states that:

Error in rstan::stanc(file, allow_undefined = TRUE, obfuscate_model_name = FALSE) :
0
Semantic error in 'string', line 404, column 2 to line 411, column 3:
402: }
403:
404: vector quadrature_log_cdf(vector qwts, vector log_hazard, int qnodes, int N) {
^
405: int M = rows(log_hazard);
406: vector[M] hazard = exp(log_hazard);
Real return type required for probability functions ending in _log, _lpdf, _lupdf, _lpmf, _lupmf, _cdf, _lcdf, or _lccdf.
Calls: make_cc ->
Execution halted
make: *** [Makevars.win:28: stan_files/surv.cc] Error 1
rm stan_files/polr.cc stan_files/mvmer.cc stan_files/count.cc stan_files/lm.cc stan_files/jm.cc stan_files/bernoulli.cc stan_files/binomial.cc stan_files/continuous.cc
ERROR: compilation failed for package 'rstanarm'
removing 'C:/Users/wilhch00/AppData/Local/R/win-library/4.2/rstanarm'
restoring previous 'C:/Users/wilhch00/AppData/Local/R/win-library/4.2/rstanarm'
Warning messages:
1: In utils::untar(tarfile, ...) :
‘tar.exe -xf "C:\Users\wilhch00\AppData\Local\Temp\RtmpcphJws\file12c849956fc.tar.gz" -C "C:/Users/wilhch00/AppData/Local/Temp/RtmpcphJws/remotes12c83388f58"’ returned error code 1
2: In i.p(...) :
installation of package ‘C:/Users/wilhch00/AppData/Local/Temp/RtmpcphJws/file12c83b9a3c1e/rstanarm_2.26.1.tar.gz’ had non-zero exit status

I have tried to also download the survival extension and building the package from R studio as well.
But the same issue reoccurs.
Any help would be greatly appreciated.
Charlotte

[andrjohns]

@bgoodri and @jgabry would you be ok if I took the lead on getting this branch up-to-date and merged? There's a decent amount of demand for it, and it's something I could use for a project as well

[jgabry]

That would be great! You could jump into the discussion in #570 to get the ball rolling if you want. Part of that discussion was about finding someone to do what you're proposing, so I'm guessing everyone would be in favor.

[CWilhelm-Benartzi]

Many thanks!

[sambrilleman]

That would be amazing if you had the time to do that @andrjohns! I'll post some thoughts in #570, since that seems to be where most of the discussion is happening.

[sambrilleman]

Looks like it no longer likes a function named _log_cdf returning a vector instead of a real. Maybe that is a recent change in Stan. Rather than changing the return type, I just changed the function name. But the build is still failing due to some compilation error. I can't easily see in the build log what though. 😞