Fix compilation problem on windows (#58)

* fix compilation problem

* cleanup

* put print_mutex.h back

Author: vandenman

src/RcppExports.cpp

@@ -58,7 +58,7 @@ BEGIN_RCPP
 END_RCPP
 }
 // run_bgm_parallel
-Rcpp::List run_bgm_parallel(const arma::imat& observations, const arma::ivec& num_categories, double pairwise_scale, const std::string& edge_prior, const arma::mat& inclusion_probability, double beta_bernoulli_alpha, double beta_bernoulli_beta, double dirichlet_alpha, double lambda, const arma::imat& interaction_index_matrix, int iter, int warmup, const arma::imat& counts_per_category, const arma::imat& blume_capel_stats, double main_alpha, double main_beta, bool na_impute, const arma::imat& missing_index, const arma::uvec& is_ordinal_variable, const arma::ivec& baseline_category, bool edge_selection, const std::string& update_method, const arma::imat& pairwise_effect_indices, double target_accept, const arma::imat& pairwise_stats, int hmc_num_leapfrogs, int nuts_max_depth, bool learn_mass_matrix, int num_chains, int nThreads, uint64_t seed, int progress_type);
+Rcpp::List run_bgm_parallel(const arma::imat& observations, const arma::ivec& num_categories, double pairwise_scale, const std::string& edge_prior, const arma::mat& inclusion_probability, double beta_bernoulli_alpha, double beta_bernoulli_beta, double dirichlet_alpha, double lambda, const arma::imat& interaction_index_matrix, int iter, int warmup, const arma::imat& counts_per_category, const arma::imat& blume_capel_stats, double main_alpha, double main_beta, bool na_impute, const arma::imat& missing_index, const arma::uvec& is_ordinal_variable, const arma::ivec& baseline_category, bool edge_selection, const std::string& update_method, const arma::imat& pairwise_effect_indices, double target_accept, const arma::imat& pairwise_stats, int hmc_num_leapfrogs, int nuts_max_depth, bool learn_mass_matrix, int num_chains, int nThreads, int seed, int progress_type);
 RcppExport SEXP _bgms_run_bgm_parallel(SEXP observationsSEXP, SEXP num_categoriesSEXP, SEXP pairwise_scaleSEXP, SEXP edge_priorSEXP, SEXP inclusion_probabilitySEXP, SEXP beta_bernoulli_alphaSEXP, SEXP beta_bernoulli_betaSEXP, SEXP dirichlet_alphaSEXP, SEXP lambdaSEXP, SEXP interaction_index_matrixSEXP, SEXP iterSEXP, SEXP warmupSEXP, SEXP counts_per_categorySEXP, SEXP blume_capel_statsSEXP, SEXP main_alphaSEXP, SEXP main_betaSEXP, SEXP na_imputeSEXP, SEXP missing_indexSEXP, SEXP is_ordinal_variableSEXP, SEXP baseline_categorySEXP, SEXP edge_selectionSEXP, SEXP update_methodSEXP, SEXP pairwise_effect_indicesSEXP, SEXP target_acceptSEXP, SEXP pairwise_statsSEXP, SEXP hmc_num_leapfrogsSEXP, SEXP nuts_max_depthSEXP, SEXP learn_mass_matrixSEXP, SEXP num_chainsSEXP, SEXP nThreadsSEXP, SEXP seedSEXP, SEXP progress_typeSEXP) {
 BEGIN_RCPP
     Rcpp::RObject rcpp_result_gen;
@@ -93,7 +93,7 @@ BEGIN_RCPP
     Rcpp::traits::input_parameter< bool >::type learn_mass_matrix(learn_mass_matrixSEXP);
     Rcpp::traits::input_parameter< int >::type num_chains(num_chainsSEXP);
     Rcpp::traits::input_parameter< int >::type nThreads(nThreadsSEXP);
-    Rcpp::traits::input_parameter< uint64_t >::type seed(seedSEXP);
+    Rcpp::traits::input_parameter< int >::type seed(seedSEXP);
     Rcpp::traits::input_parameter< int >::type progress_type(progress_typeSEXP);
     rcpp_result_gen = Rcpp::wrap(run_bgm_parallel(observations, num_categories, pairwise_scale, edge_prior, inclusion_probability, beta_bernoulli_alpha, beta_bernoulli_beta, dirichlet_alpha, lambda, interaction_index_matrix, iter, warmup, counts_per_category, blume_capel_stats, main_alpha, main_beta, na_impute, missing_index, is_ordinal_variable, baseline_category, edge_selection, update_method, pairwise_effect_indices, target_accept, pairwise_stats, hmc_num_leapfrogs, nuts_max_depth, learn_mass_matrix, num_chains, nThreads, seed, progress_type));
     return rcpp_result_gen;

src/bgmCompare_parallel.cpp

@@ -1,11 +1,11 @@
 // [[Rcpp::depends(RcppParallel, RcppArmadillo, dqrng)]]
-#include <RcppParallel.h>
 #include <RcppArmadillo.h>
 #include "bgmCompare_sampler.h"
+#include "rng_utils.h" // must be included before RcppParallel
+#include <RcppParallel.h>
 #include <tbb/global_control.h>
 #include <vector>
 #include <string>
-#include "rng_utils.h"
 #include "progress_manager.h"
 #include "sampler_output.h"
 #include "mcmc_adaptation.h"
@@ -219,7 +219,7 @@ struct GibbsCompareChainRunner : public Worker {
 
       try {
         // per-chain RNG
-        SafeRNG rng(chain_rngs[i]);
+        SafeRNG rng = chain_rngs[i];
 
         // make per-chain copies
         std::vector<arma::imat> counts_per_category = counts_per_category_master;

src/bgmCompare_sampler.cpp

@@ -9,7 +9,6 @@
 #include "mcmc_nuts.h"
 #include "mcmc_rwm.h"
 #include "mcmc_utils.h"
-#include "print_mutex.h"
 #include "rng_utils.h"
 #include "sampler_output.h"
 #include "explog_switch.h"
@@ -1646,7 +1645,6 @@ SamplerOutput run_gibbs_sampler_bgmCompare(
   );
 
   const int total_iter = warmup_schedule.total_warmup + iter;
-  const int print_every = std::max(1, total_iter / 10);
 
   // --- Main Gibbs sampling loop
   bool userInterrupt = false;

src/bgm_parallel.cpp

@@ -1,11 +1,11 @@
 // [[Rcpp::depends(RcppParallel, RcppArmadillo, dqrng)]]
-#include <RcppParallel.h>
 #include <RcppArmadillo.h>
+#include "rng_utils.h" // must be included before RcppParallel
+#include <RcppParallel.h>
 #include "bgm_sampler.h"
 #include <tbb/global_control.h>
 #include <vector>
 #include <string>
-#include "rng_utils.h"
 #include "progress_manager.h"
 #include "mcmc_adaptation.h"
 
@@ -297,7 +297,7 @@ Rcpp::List run_bgm_parallel(
     bool learn_mass_matrix,
     int num_chains,
     int nThreads,
-    uint64_t seed,
+    int seed,
     int progress_type
 ) {
   std::vector<ChainResult> results(num_chains);

src/bgm_sampler.cpp

@@ -1,5 +1,4 @@
 #include <RcppArmadillo.h>
-#include <Rcpp.h>
 #include "bgm_helper.h"
 #include "bgm_logp_and_grad.h"
 #include "bgm_sampler.h"

src/mcmc_nuts.cpp

@@ -4,7 +4,6 @@
 #include "mcmc_memoization.h"
 #include "mcmc_nuts.h"
 #include "mcmc_utils.h"
-#include <Rcpp.h>
 #include "rng_utils.h"
 using namespace Rcpp;
 

src/rng_utils.h

@@ -1,6 +1,7 @@
 // [[Rcpp::depends(BH)]]
 #pragma once
 
+// the order of these two is mandatory, RcppArmadillo must com before dqrng
 #include <RcppArmadillo.h>
 #include <dqrng.h>
 #include <dqrng_generator.h>
@@ -9,6 +10,8 @@
 #include <random>
 #include <boost/random/beta_distribution.hpp>
 
+// [[Rcpp::depends(dqrng, BH)]]
+
 struct SafeRNG {
   dqrng::xoshiro256plusplus eng;
 
@@ -107,4 +110,5 @@ inline arma::uvec arma_randperm(SafeRNG& rng, arma::uword n) {
   std::iota(out.begin(), out.end(), 0);
   std::shuffle(out.begin(), out.end(), rng.eng);
   return out;
-}
+}
+

src/sbm_edge_prior.cpp

@@ -1,5 +1,4 @@
 #include <RcppArmadillo.h>
-#include <Rcpp.h>
 #include "rng_utils.h"
 #include "explog_switch.h"