Expose user-defined Stan functions to R for testing and simulation

The Stan modeling language allows users to define their own functions in a functions block at the top of a Stan program. The expose_stan_functions utility function uses sourceCpp to export those user-defined functions to the specified environment for testing inside R or for doing posterior predictive simulations in R rather than in the generated quantities block of a Stan program.

expose_stan_functions(stanmodel, includes = NULL, 
                        show_compiler_warnings = FALSE, ...)
  get_rng(seed = 0L)
  get_stream()

Arguments

stanmodel: A stanmodel object, a stanfit object, a list produced by stanc or the path to a Stan program (.stan file). In any of these cases, the underlying Stan program should contain a non-empty functions block.
includes: If not NULL (the default), then a character vector of length one (possibly containing one or more "\n") of the form '#include "/full/path/to/my_header.hpp"', which will be inserted into the C++ code in the model's namespace and can be used to provide definitions of functions that are declared but not defined in stanmodel
show_compiler_warnings: Logical scalar defaulting to FALSE that controls whether compiler warnings, which can be numerous and have never been relevant, are shown
seed: An integer vector of length one indicating the state of Stan's pseudo-random number generator
...: Further arguments passed to sourceCpp.

Details

The expose_stan_functions function requires as much compliance with the C++14 standard as is implemented in the RTools toolchain for Windows. On Windows, you will likely need to specify CXX14 = g++ -std=c++1y in the file whose path is normalizePath("~/.R/Makevars") in order for expose_stan_functions to work. Outside of Windows, the necessary compiler flags are set programatically, which is likely to suffice.

There are a few special types of user-defined Stan functions for which some additional details are relevant:

(P)RNG functions

If a user-defined Stan function ends in _rng, then it can use the Boost pseudo-random number generator used by Stan. When exposing such functions to R, base_rng__ and pstream__ arguments will be added to the formals. The base_rng__ argument should be passed the result of a call to get_rng (perhaps specifying its seed argument for reproducibility) and the pstream__ should be passed the result of a call to get_stream, which can be used to see the result of print and reject calls in the user-defined Stan functions. These arguments default to get_stream() and get_rng() respectively.

LP functions

If a user-defined Stan function ends in _lp, then it can modify the log-probability used by Stan to evaluate Metropolis proposals or as an objective function for optimization. When exposing such functions to R, a lp__ argument will be added to the formals. This lp__ argument defaults to zero, but a double precision scalar may be passed to this argument when the function is called from R. Such a user-defined Stan function can terminate with return target(); or can execute print(target()); to verify that the calculation is correct.

Value

The names of the new functions in env are returned invisibly.

Examples

if (FALSE) {
model_code <-
  '
  functions {
    real standard_normal_rng() {
      return normal_rng(0,1);
   }
  }
'
expose_stan_functions(stanc(model_code = model_code))
standard_normal_rng()
PRNG <- get_rng(seed = 3)
o <- get_stream()
standard_normal_rng(PRNG, o)
}