Stan refactor

.travis.yml

@@ -18,13 +18,14 @@ matrix:
   fast_finish: true
 
 env:
-  -  TESTFOLDER=src/test/unit/interface_callbacks
+  -  TESTFOLDER=src/test/unit/callbacks
   -  TESTFOLDER=src/test/unit/io
   -  TESTFOLDER=src/test/unit/lang
   -  TESTFOLDER=src/test/unit/mcmc
   -  TESTFOLDER=src/test/unit/model
   -  TESTFOLDER=src/test/unit/optimization
   -  TESTFOLDER=src/test/unit/services
   -  TESTFOLDER=src/test/unit/variational
+  -  TESTFOLDER=src/test/unit/version_test.cpp
 
 script: ./runTests.py -j2 $TESTFOLDER

make/tests

@@ -164,6 +164,7 @@ src/test/unit/lang/stanc_helper_test.cpp: change-file-permissions
 src/test/performance/logistic_test.cpp: src/test/test-models/performance/logistic.hpp
 src/test/unit/lang/generator_test.cpp: src/test/test-models/good/lang/test_lp.hpp
 src/test/unit/lang/parser_generator_test.cpp: $(patsubst %.stan,%.hpp,$(shell find src/test/test-models/good/parser-generator -type f -name '*.stan'))
+src/test/unit/io/random_var_context_test.cpp: src/test/test-models/good/services/test_lp.hpp
 src/test/unit/lang/reject/reject_func_call_generated_quantities_test.cpp: src/test/test-models/good/lang/reject_func_call_generated_quantities.hpp
 src/test/unit/lang/reject/reject_func_call_model_test.cpp: src/test/test-models/good/lang/reject_func_call_model.hpp
 src/test/unit/lang/reject/reject_func_call_transformed_data_test.cpp: src/test/test-models/good/lang/reject_func_call_transformed_data.hpp
@@ -193,13 +194,33 @@ src/test/unit/optimization/bfgs_minimizer_test.cpp: src/test/test-models/good/op
 src/test/unit/optimization/bfgs_test.cpp: src/test/test-models/good/optimization/rosenbrock.hpp
 src/test/unit/optimization/bfgs_update_test.cpp: src/test/test-models/good/optimization/rosenbrock.hpp
 src/test/unit/optimization/lbfgs_update_test.cpp: src/test/test-models/good/optimization/rosenbrock.hpp
-src/test/unit/services/init/command_init_test.cpp: src/test/test-models/good/services/test_lp.hpp
-src/test/unit/services/io/write_iteration_test.cpp: src/test/test-models/good/services/test_lp.hpp
-src/test/unit/services/mcmc/sample_test.cpp: src/test/test-models/good/services/test_lp.hpp
-src/test/unit/services/mcmc/warmup_test.cpp: src/test/test-models/good/services/test_lp.hpp
-src/test/unit/services/optimize/do_bfgs_optimize_test.cpp: src/test/test-models/good/optimization/rosenbrock.hpp
-src/test/unit/services/sample/generate_transitions_test.cpp: src/test/test-models/good/services/test_lp.hpp
-src/test/unit/services/sample/mcmc_writer_test.cpp: src/test/test-models/good/io_example.hpp
+src/test/unit/old_services/init/command_init_test.cpp: src/test/test-models/good/services/test_lp.hpp
+src/test/unit/old_services/io/write_iteration_test.cpp: src/test/test-models/good/services/test_lp.hpp
+src/test/unit/old_services/mcmc/sample_test.cpp: src/test/test-models/good/services/test_lp.hpp
+src/test/unit/old_services/mcmc/warmup_test.cpp: src/test/test-models/good/services/test_lp.hpp
+src/test/unit/old_services/optimize/do_bfgs_optimize_test.cpp: src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/diagnose/diagnose_test.cpp : src/test/test-models/good/services/test_lp.hpp
+src/test/unit/services/optimize/bfgs_test.cpp \
+src/test/unit/services/optimize/lbfgs_test.cpp \
+src/test/unit/services/optimize/newton_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/experimental/advi/fullrank_test.cpp src/test/unit/services/experimental/advi/meanfield_test.cpp : src/test/test-models/good/services/test_lp.hpp
+src/test/unit/services/sample/hmc_nuts_dense_e_adapt_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_nuts_dense_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_nuts_diag_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_nuts_diag_e_adapt_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_nuts_unit_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_nuts_unit_e_adapt_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_static_dense_e_adapt_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_static_dense_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_static_diag_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_static_diag_e_adapt_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_static_unit_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/sample/hmc_static_unit_e_adapt_e_test.cpp : src/test/test-models/good/optimization/rosenbrock.hpp
+src/test/unit/services/util/generate_transitions_test.cpp: src/test/test-models/good/services/test_lp.hpp
+src/test/unit/services/util/initialize_test.cpp: src/test/test-models/good/services/test_lp.hpp
+src/test/unit/services/util/run_adaptive_sampler_test.cpp src/test/unit/services/util/run_sampler_test.cpp: src/test/test-models/good/services/test_lp.hpp
+src/test/unit/services/util/mcmc_writer.hpp : src/test/test-models/good/services/test_lp.hpp
+src/test/unit/old_services/sample/mcmc_writer_test.cpp: src/test/test-models/good/io_example.hpp
 src/test/unit/variational/advi_univar_no_constraint_test.cpp: src/test/test-models/good/variational/univariate_no_constraint.hpp
 src/test/unit/variational/advi_univar_with_constraint_test.cpp: src/test/test-models/good/variational/univariate_with_constraint.hpp
 src/test/unit/variational/advi_multivar_no_constraint_test.cpp: src/test/test-models/good/variational/multivariate_no_constraint.hpp

src/stan/callbacks/interrupt.hpp

@@ -0,0 +1,33 @@
+#ifndef STAN_CALLBACKS_INTERRUPT_HPP
+#define STAN_CALLBACKS_INTERRUPT_HPP
+
+namespace stan {
+  namespace callbacks {
+
+    /**
+     * <code>interrupt</code> is a base class defining the interface
+     * for Stan interrupt callbacks.
+     *
+     * The interrupt is called from within Stan algorithms to allow
+     * for the interfaces to handle interrupt signals (ctrl-c).
+     */
+    class interrupt {
+    public:
+      /**
+       * Callback function.
+       *
+       * This function is called by the algorithms allowing the interfaces
+       * to break when necessary.
+       */
+      virtual void operator()() {
+      }
+
+      /**
+       * Virtual destructor.
+       */
+      virtual ~interrupt() {}
+    };
+
+  }
+}
+#endif

src/stan/callbacks/stream_writer.hpp

@@ -0,0 +1,104 @@
+#ifndef STAN_CALLBACKS_STREAM_WRITER_HPP
+#define STAN_CALLBACKS_STREAM_WRITER_HPP
+
+#include <stan/callbacks/writer.hpp>
+#include <ostream>
+#include <vector>
+#include <string>
+
+namespace stan {
+  namespace callbacks {
+
+    /**
+     * <code>stream_writer</code> is an implementation
+     * of <code>writer</code> that writes to a stream.
+     */
+    class stream_writer : public writer {
+    public:
+      /**
+       * Constructs a stream writer with an output stream
+       * and an optional prefix for comments.
+       *
+       * @param[in, out] output stream to write
+       * @param[in] comment_prefix string to stream before
+       *   each comment line. Default is "".
+       */
+      stream_writer(std::ostream& output,
+                    const std::string& comment_prefix = ""):
+        output_(output), comment_prefix_(comment_prefix) {}
+
+      /**
+       * Writes a set of names on a single line in csv format followed
+       * by a newline.
+       *
+       * Note: the names are not escaped.
+       *
+       * @param[in] names Names in a std::vector
+       */
+      void operator()(const std::vector<std::string>& names) {
+        if (names.empty()) return;
+
+        std::vector<std::string>::const_iterator last = names.end();
+        --last;
+
+        for (std::vector<std::string>::const_iterator it = names.begin();
+             it != last; ++it)
+          output_ << *it << ",";
+        output_ << names.back() << std::endl;
+      }
+
+      /**
+       * Writes a set of values in csv format followed by a newline.
+       *
+       * Note: the precision of the output is determined by the settings
+       *  of the stream on construction.
+       *
+       * @param[in] state Values in a std::vector
+       */
+      void operator()(const std::vector<double>& state) {
+        if (state.empty()) return;
+
+        std::vector<double>::const_iterator last = state.end();
+        --last;
+
+        for (std::vector<double>::const_iterator it = state.begin();
+             it != last; ++it)
+          output_ << *it << ",";
+        output_ << state.back() << std::endl;
+      }
+
+      /**
+       * Writes the comment_prefix to the stream followed by a newline.
+       */
+      void operator()() {
+        output_ << comment_prefix_ << std::endl;
+      }
+
+      /**
+       * Writes the comment_prefix then the message followed by a newline.
+       *
+       * @param[in] message A string
+       */
+      void operator()(const std::string& message) {
+        output_ << comment_prefix_ << message << std::endl;
+      }
+
+      /**
+       * Virtual destructor
+       */
+      virtual ~stream_writer() {}
+
+    private:
+      /**
+       * Output stream
+       */
+      std::ostream& output_;
+      /**
+       * Comment prefix to use when printing comments: strings and blank lines
+       */
+      std::string comment_prefix_;
+    };
+
+  }
+}
+#endif

src/stan/callbacks/tee_writer.hpp

@@ -0,0 +1,67 @@
+#ifndef STAN_CALLBACKS_TEE_WRITER_HPP
+#define STAN_CALLBACKS_TEE_WRITER_HPP
+
+#include <stan/callbacks/writer.hpp>
+#include <ostream>
+#include <vector>
+#include <string>
+
+namespace stan {
+  namespace callbacks {
+
+    /**
+     * <code>tee_writer</code> is an implementation that writes to
+     * two writers.
+     *
+     * For any call to this writer, it will tee the call to both writers
+     * provided in the constructor.
+     */
+    class tee_writer : public writer {
+    public:
+      /**
+       * Constructor accepting two writers.
+       *
+       * @param[in, out] writer1 first writer
+       * @param[in, out] writer2 second writer
+       */
+      tee_writer(writer& writer1,
+                 writer& writer2)
+        : writer1_(writer1), writer2_(writer2) {
+      }
+
+      void operator()(const std::vector<std::string>& names) {
+        writer1_(names);
+        writer2_(names);
+      }
+
+      void operator()(const std::vector<double>& state) {
+        writer1_(state);
+        writer2_(state);
+      }
+
+      void operator()() {
+        writer1_();
+        writer2_();
+      }
+
+      void operator()(const std::string& message) {
+        writer1_(message);
+        writer2_(message);
+      }
+
+      virtual ~tee_writer() {}
+
+    private:
+      /**
+       * The first writer
+       */
+      writer& writer1_;
+      /**
+       * The second writer
+       */
+      writer& writer2_;
+    };
+
+  }
+}
+#endif

src/stan/callbacks/writer.hpp

@@ -0,0 +1,56 @@
+#ifndef STAN_CALLBACKS_WRITER_HPP
+#define STAN_CALLBACKS_WRITER_HPP
+
+#include <boost/lexical_cast.hpp>
+#include <string>
+#include <vector>
+
+namespace stan {
+  namespace callbacks {
+
+    /**
+     * <code>writer</code> is a base class defining the interface
+     * for Stan writer callbacks. The base class can be used as a
+     * no-op implementation.
+     */
+    class writer {
+    public:
+      /**
+       * Writes a set of names.
+       *
+       * @param[in] names Names in a std::vector
+       */
+      virtual void operator()(const std::vector<std::string>& names) {
+      }
+
+      /**
+       * Writes a set of values.
+       *
+       * @param[in] state Values in a std::vector
+       */
+      virtual void operator()(const std::vector<double>& state) {
+      }
+
+      /**
+       * Writes blank input.
+       */
+      virtual void operator()() {
+      }
+
+      /**
+       * Writes a string.
+       *
+       * @param[in] message A string
+       */
+      virtual void operator()(const std::string& message) {
+      }
+
+      /**
+       * Virtual destructor.
+       */
+      virtual ~writer() {}
+    };
+
+  }
+}
+#endif