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Also store output of External C++
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‎docsrc/users-guide/examples/Using External C++.ipynb‎

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@@ -18,7 +18,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 1,
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"metadata": {
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"nbsphinx": "hidden"
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},
@@ -33,9 +33,35 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 2,
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"functions {\n",
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" real make_odds(real theta);\n",
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"}\n",
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"data {\n",
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" int<lower=0> N;\n",
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" array[N] int<lower=0, upper=1> y;\n",
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"}\n",
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"parameters {\n",
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" real<lower=0, upper=1> theta;\n",
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"}\n",
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"model {\n",
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" theta ~ beta(1, 1); // uniform prior on interval 0, 1\n",
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" y ~ bernoulli(theta);\n",
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"}\n",
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"generated quantities {\n",
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" real odds;\n",
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" odds = make_odds(theta);\n",
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"} \n",
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"\n"
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]
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}
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],
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"source": [
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"from cmdstanpy import CmdStanModel\n",
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"model_external = CmdStanModel(stan_file='bernoulli_external.stan', compile=False)\n",
@@ -51,13 +77,40 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 3,
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"metadata": {
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"tags": [
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"raises-exception"
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]
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},
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"outputs": [],
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"14:52:06 - cmdstanpy - INFO - compiling stan file /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.stan to exe file /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external\n",
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"14:52:06 - cmdstanpy - ERROR - Stan program failed to compile:\n",
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"14:52:06 - cmdstanpy - WARNING - \n",
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"--- Translating Stan model to C++ code ---\n",
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"bin/stanc --o=/home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.hpp /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.stan\n",
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"Semantic error in '/home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.stan', line 2, column 7 to column 16:\n",
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" -------------------------------------------------\n",
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" 1: functions {\n",
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" 2: real make_odds(real theta);\n",
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" ^\n",
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" 3: }\n",
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" 4: data {\n",
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" -------------------------------------------------\n",
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"\n",
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"Function is declared without specifying a definition.\n",
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"make: *** [make/program:50: /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.hpp] Error 1\n",
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"\n",
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"Command ['make', '/home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external']\n",
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"\terror during processing No such file or directory\n",
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"\n"
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]
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}
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],
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"source": [
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"model_external.compile()"
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]
@@ -71,13 +124,35 @@
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 4,
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"metadata": {
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"tags": [
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"raises-exception"
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]
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},
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"outputs": [],
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"14:52:06 - cmdstanpy - INFO - compiling stan file /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.stan to exe file /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external\n",
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"14:52:07 - cmdstanpy - ERROR - Stan program failed to compile:\n",
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"14:52:07 - cmdstanpy - WARNING - \n",
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"--- Translating Stan model to C++ code ---\n",
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"bin/stanc --allow-undefined --o=/home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.hpp /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.stan\n",
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"\n",
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"--- Compiling, linking C++ code ---\n",
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"g++ -march=native -mtune=native -std=c++1y -pthread -D_REENTRANT -Wno-sign-compare -Wno-ignored-attributes -I stan/lib/stan_math/lib/tbb_2020.3/include -O3 -I src -I stan/src -I lib/rapidjson_1.1.0/ -I lib/CLI11-1.9.1/ -I stan/lib/stan_math/ -I stan/lib/stan_math/lib/eigen_3.3.9 -I stan/lib/stan_math/lib/boost_1.75.0 -I stan/lib/stan_math/lib/sundials_6.0.0/include -I stan/lib/stan_math/lib/sundials_6.0.0/src/sundials -DBOOST_DISABLE_ASSERTS -c -Wno-ignored-attributes -include /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/user_header.hpp -x c++ -o /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.o /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.hpp\n",
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"cc1plus: fatal error: /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/user_header.hpp: No such file or directory\n",
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"compilation terminated.\n",
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"make: *** [make/program:58: /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external] Error 1\n",
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"\n",
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"Command ['make', 'STANCFLAGS+=--allow-undefined', '/home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external']\n",
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"\terror during processing No such file or directory\n",
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"\n"
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]
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}
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],
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"source": [
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"model_external.compile(stanc_options={'allow-undefined':True})"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 5,
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"metadata": {},
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"outputs": [],
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"14:52:07 - cmdstanpy - INFO - compiling stan file /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external.stan to exe file /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external\n",
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"14:52:25 - cmdstanpy - INFO - compiled model executable: /home/brian/Dev/py/cmdstanpy/docsrc/users-guide/examples/bernoulli_external\n"
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]
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}
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],
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"source": [
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"model_external.compile(user_header='make_odds.hpp')"
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"model_external.compile(user_header='make_odds.hpp')\n",
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"assert model_external.exe_file is not None"
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]
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},
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{
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"execution_count": 6,
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"metadata": {},
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"14:52:25 - cmdstanpy - INFO - CmdStan start processing\n",
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"chain 1 |\u001b[33m \u001b[0m| 00:00 Status\n",
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"\u001b[A\n",
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"\n",
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"chain 1 |\u001b[34m██████████\u001b[0m| 00:00 Sampling completed\n",
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"chain 2 |\u001b[34m██████████\u001b[0m| 00:00 Sampling completed\n",
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"chain 3 |\u001b[34m██████████\u001b[0m| 00:00 Sampling completed\n",
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"chain 4 |\u001b[34m██████████\u001b[0m| 00:00 Sampling completed"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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" "
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"\n",
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"14:52:25 - cmdstanpy - INFO - CmdStan done processing.\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"\n"
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]
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},
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{
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"data": {
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"text/plain": [
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"array([0.20418 , 0.27078 , 0.614841 , ..., 0.124882 , 0.0797855,\n",
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" 0.165672 ])"
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]
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},
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"execution_count": 6,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"fit = model_external.sample(data={'N':10, 'y':[0,1,0,0,0,0,0,0,0,1]})\n",
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"fit.stan_variable('odds')"

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