Throw an error in predict if any variable is transformed

Author: penelopeysm

src/model.jl

@@ -1216,6 +1216,14 @@ function predict(
         #  - Safely use `values_as_in_model` to extract a dict of values.
         #  - Drop the values of the prediction variables from the dict.
         #  - Then use `ParamsInit` to generate the predictions.
+        for vn in keys(vi)
+            # note that istrans(vi) checks that ALL variables are transformed,
+            # whereas the failure here happens if ANY variable is transformed.
+            # so we have to manually loop over keys
+            istrans(vi, vn) && error(
+                "`predict(rng, model, ::AbstractArray{<:AbstractVarInfo})` will give you wrong results if the `VarInfo` contains transformed variables and is therefore currently forbidden. Please provide an unlinked `VarInfo` instead.",
+            )
+        end
         values_dict = values_as(params_varinfo, Dict{VarName,Any})
         _, vi = DynamicPPL.init!!(rng, model, vi, ParamsInit(values_dict, PriorInit()))
         return vi