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WardBrianWardBrian
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Sketch, copy makefile from bridgestan
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‎.clang-format

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---
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Language: Cpp
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# BasedOnStyle: Google
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AccessModifierOffset: -1
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AlignAfterOpenBracket: Align
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AlignConsecutiveAssignments: false
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AlignConsecutiveDeclarations: false
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AlignEscapedNewlines: Left
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AlignOperands: true
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AlignTrailingComments: true
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AllowAllParametersOfDeclarationOnNextLine: true
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AllowShortBlocksOnASingleLine: false
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AllowShortCaseLabelsOnASingleLine: false
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AllowShortFunctionsOnASingleLine: All
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AllowShortIfStatementsOnASingleLine: false
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AllowShortLoopsOnASingleLine: false
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AlwaysBreakAfterDefinitionReturnType: None
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AlwaysBreakAfterReturnType: None
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AlwaysBreakBeforeMultilineStrings: true
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AlwaysBreakTemplateDeclarations: true
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BinPackArguments: true
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BinPackParameters: true
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IndentBraces: false
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BreakBeforeBinaryOperators: All
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BreakBeforeBraces: Attach
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BreakBeforeInheritanceComma: false
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BreakBeforeTernaryOperators: true
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BreakConstructorInitializersBeforeComma: false
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BreakConstructorInitializers: BeforeColon
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BreakAfterJavaFieldAnnotations: false
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BreakStringLiterals: true
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ColumnLimit: 80
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CommentPragmas: '^ IWYU pragma:'
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CompactNamespaces: false
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ConstructorInitializerAllOnOneLineOrOnePerLine: true
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ConstructorInitializerIndentWidth: 4
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ContinuationIndentWidth: 4
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Cpp11BracedListStyle: true
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DerivePointerAlignment: true
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DisableFormat: false
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ExperimentalAutoDetectBinPacking: false
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FixNamespaceComments: true
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ForEachMacros: [ foreach, Q_FOREACH, BOOST_FOREACH ]
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IncludeCategories:
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- Regex: '^<.*\.h>'
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Priority: 1
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- Regex: '^<.*'
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Priority: 2
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- Regex: '.*'
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Priority: 3
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IncludeIsMainRegex: '([-_](test|unittest))?$'
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IndentCaseLabels: true
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IndentWidth: 2
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IndentWrappedFunctionNames: false
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JavaScriptQuotes: Leave
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JavaScriptWrapImports: true
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KeepEmptyLinesAtTheStartOfBlocks: false
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MacroBlockBegin: ''
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MacroBlockEnd: ''
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MaxEmptyLinesToKeep: 1
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NamespaceIndentation: None
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ObjCBlockIndentWidth: 2
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ObjCSpaceAfterProperty: false
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ObjCSpaceBeforeProtocolList: false
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PenaltyBreakAssignment: 2
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PenaltyBreakBeforeFirstCallParameter: 1
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PenaltyReturnTypeOnItsOwnLine: 200
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PointerAlignment: Left
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ReflowComments: true
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SortIncludes: false
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SpaceAfterCStyleCast: false
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SpaceAfterTemplateKeyword: true
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SpaceBeforeAssignmentOperators: true
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SpaceBeforeParens: ControlStatements
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SpaceInEmptyParentheses: false
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SpacesBeforeTrailingComments: 2
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SpacesInAngles: false
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SpacesInContainerLiterals: true
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SpacesInCStyleCastParentheses: false
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SpacesInParentheses: false
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SpacesInSquareBrackets: false
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Standard: Auto
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TabWidth: 8
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UseTab: Never
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...

‎.gitignore

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*.o
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*.so
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bin/

‎.gitmodules

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[submodule "stan"]
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path = stan
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url = https://github.com/stan-dev/stan.git

‎Makefile

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## include paths
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CSTAN_ROOT ?= .
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SRC ?= $(CSTAN_ROOT)/src/
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STAN ?= $(CSTAN_ROOT)/stan/
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STANC ?= $(CSTAN_ROOT)/bin/stanc$(EXE)
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MATH ?= $(STAN)lib/stan_math/
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RAPIDJSON ?= $(STAN)lib/rapidjson_1.1.0/
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## required C++ includes
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INC_FIRST ?= -I $(STAN)src -I $(RAPIDJSON)
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## makefiles needed for math library
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-include $(CSTAN_ROOT)/make/local
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-include $(MATH)make/compiler_flags
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-include $(MATH)make/libraries
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## Set -fPIC globally since we're always building a shared library
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CXXFLAGS += -fPIC
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## set flags for stanc compiler (math calls MIGHT? set STAN_OPENCL)
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ifdef STAN_OPENCL
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STANCFLAGS += --use-opencl
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STAN_FLAG_OPENCL=_opencl
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else
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STAN_FLAG_OPENCL=
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endif
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ifdef STAN_THREADS
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STAN_FLAG_THREADS=_threads
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else
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STAN_FLAG_THREADS=
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endif
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ifdef BRIDGESTAN_AD_HESSIAN
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CXXFLAGS+=-DSTAN_MODEL_FVAR_VAR -DBRIDGESTAN_AD_HESSIAN
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STAN_FLAG_HESS=_adhessian
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else
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STAN_FLAG_HESS=
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endif
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STAN_FLAGS=$(STAN_FLAG_THREADS)$(STAN_FLAG_OPENCL)$(STAN_FLAG_HESS)
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CSTAN_DEPS = $(SRC)cstan.cpp
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CSTAN_O = $(patsubst %.cpp,%$(STAN_FLAGS).o,$(SRC)cstan.cpp)
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$(CSTAN_O) : $(CSTAN_DEPS)
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@echo ''
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@echo '--- Compiling Stan C++ code ---'
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@mkdir -p $(dir $@)
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$(COMPILE.cpp) $(OUTPUT_OPTION) $(LDLIBS) $<
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## generate .hpp file from .stan file using stanc
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%.hpp : %.stan $(STANC)
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@echo ''
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@echo '--- Translating Stan model to C++ code ---'
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$(STANC) $(STANCFLAGS) --o=$(subst \,/,$@) $(subst \,/,$<)
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## declares we want to keep .hpp even though it's an intermediate
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.PRECIOUS: %.hpp
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## builds executable (suffix depends on platform)
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%_model.so : %.hpp $(CSTAN_O) $(LIBSUNDIALS) $(MPI_TARGETS) $(TBB_TARGETS)
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@echo ''
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@echo '--- Compiling C++ code ---'
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$(COMPILE.cpp) -x c++ -o $(subst \,/,$*).o $(subst \,/,$<)
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@echo '--- Linking C++ code ---'
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$(LINK.cpp) -shared -lm -o $(patsubst %.hpp, %_model.so, $(subst \,/,$<)) $(subst \,/,$*.o) $(CSTAN_O) $(LDLIBS) $(LIBSUNDIALS) $(MPI_TARGETS) $(TBB_TARGETS)
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$(RM) $(subst \,/,$*).o
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.PHONY: docs
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docs:
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$(MAKE) -C docs/ html
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.PHONY: clean
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clean:
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$(RM) $(SRC)/*.o
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$(RM) test_models/**/*.so
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$(RM) test_models/**/*.hpp
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$(RM) bin/stanc$(EXE)
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# build all test models at once
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TEST_MODEL_NAMES = $(patsubst $(CSTAN_ROOT)/test_models/%/, %, $(sort $(dir $(wildcard $(CSTAN_ROOT)/test_models/*/))))
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TEST_MODEL_NAMES := $(filter-out syntax_error, $(TEST_MODEL_NAMES))
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TEST_MODEL_LIBS = $(join $(addprefix test_models/, $(TEST_MODEL_NAMES)), $(addsuffix _model.so, $(addprefix /, $(TEST_MODEL_NAMES))))
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.PHONY: test_models
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test_models: $(TEST_MODEL_LIBS)
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.PHONY: stan-update stan-update-version
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stan-update:
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git submodule update --init --recursive
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stan-update-remote:
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git submodule update --remote --init --recursive
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# print compilation command line config
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.PHONY: compile_info
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compile_info:
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@echo '$(LINK.cpp) $(STANC_O) $(LDLIBS) $(LIBSUNDIALS) $(MPI_TARGETS) $(TBB_TARGETS)'
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## print value of makefile variable (e.g., make print-TBB_TARGETS)
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.PHONY: print-%
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print-% : ; @echo $* = $($*) ;
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# handles downloading of stanc
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STANC_DL_RETRY = 5
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STANC_DL_DELAY = 10
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STANC3_TEST_BIN_URL ?=
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STANC3_VERSION ?= v2.32.2
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ifeq ($(OS),Windows_NT)
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OS_TAG := windows
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else ifeq ($(OS),Darwin)
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OS_TAG := mac
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else ifeq ($(OS),Linux)
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OS_TAG := linux
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ifeq ($(shell uname -m),mips64)
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ARCH_TAG := -mips64el
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else ifeq ($(shell uname -m),ppc64le)
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ARCH_TAG := -ppc64el
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else ifeq ($(shell uname -m),s390x)
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ARCH_TAG := -s390x
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else ifeq ($(shell uname -m),aarch64)
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ARCH_TAG := -arm64
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else ifeq ($(shell uname -m),armv7l)
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ifeq ($(shell readelf -A /usr/bin/file | grep Tag_ABI_VFP_args),)
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ARCH_TAG := -armel
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else
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ARCH_TAG := -armhf
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endif
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endif
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endif
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ifeq ($(OS_TAG),windows)
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$(STANC):
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@mkdir -p $(dir $@)
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$(shell echo "curl -L https://github.com/stan-dev/stanc3/releases/download/$(STANC3_VERSION)/$(OS_TAG)-stanc -o $(STANC) --retry $(STANC_DL_RETRY) --retry-delay $(STANC_DL_DELAY)")
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else
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$(STANC):
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@mkdir -p $(dir $@)
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curl -L https://github.com/stan-dev/stanc3/releases/download/$(STANC3_VERSION)/$(OS_TAG)$(ARCH_TAG)-stanc -o $(STANC) --retry $(STANC_DL_RETRY) --retry-delay $(STANC_DL_DELAY)
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chmod +x $(STANC)
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endif

‎bernoulli.data.json

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{
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"N" : 10,
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"y" : [0,1,0,0,0,0,0,0,0,1]
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}

‎bernoulli.stan

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data {
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int<lower=0> N;
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array[N] int<lower=0,upper=1> y;
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}
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parameters {
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real<lower=0,upper=1> theta;
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}
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model {
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theta ~ beta(1,1); // uniform prior on interval 0,1
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y ~ bernoulli(theta);
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}

‎src/cstan.cpp

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#include <stan/callbacks/logger.hpp>
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#include <stan/callbacks/interrupt.hpp>
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#include <stan/callbacks/writer.hpp>
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#include <stan/io/json/json_data.hpp>
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#include <stan/io/var_context.hpp>
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#include <stan/io/empty_var_context.hpp>
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#include <stan/model/model_base.hpp>
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#include <stan/services/util/create_rng.hpp>
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#include <stan/services/sample/hmc_nuts_diag_e.hpp>
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#include <fstream>
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#include <iostream>
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#include <ostream>
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#include <set>
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#include <sstream>
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#include <stdexcept>
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#include <string>
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#include <vector>
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// #include "err.h"
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// #include "cstan.h"
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// globals for Stan model output
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std::streambuf *buf = nullptr;
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std::ostream *outstream = &std::cout;
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// error handling
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class stan_error {
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public:
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stan_error(char *msg) : msg(msg) {}
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~stan_error() { free(this->msg); }
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char *msg;
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};
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extern "C" {
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const char *cstan_get_error_message(const stan_error *err) { return err->msg; }
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void cstan_free_stan_error(stan_error *err) { delete (err); }
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}
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/**
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* Allocate and return a new model as a reference given the specified
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* data context, seed, and message stream. This function is defined
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* in the generated model class.
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*
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* @param[in] data_context context for reading model data
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* @param[in] seed random seed for transformed data block
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* @param[in] msg_stream stream to which to send messages printed by the model
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*/
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stan::model::model_base &new_model(stan::io::var_context &data_context,
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unsigned int seed, std::ostream *msg_stream);
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class buffer_writer : public stan::callbacks::writer {
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public:
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buffer_writer(double *buf) : buf(buf), pos(0){};
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~buffer_writer(){};
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void operator()(const std::vector<double> &v) override {
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for (auto d : v) {
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buf[pos++] = d;
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}
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}
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private:
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double *buf;
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int pos;
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};
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std::unique_ptr<stan::io::var_context> load_data(const char *data_char) {
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if (data_char == nullptr) {
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return std::unique_ptr<stan::io::var_context>(
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new stan::io::empty_var_context());
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}
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std::string data(data_char);
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if (data.empty()) {
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return std::unique_ptr<stan::io::var_context>(
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new stan::io::empty_var_context());
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}
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std::ifstream data_stream(data);
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if (!data_stream.good()) {
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throw std::invalid_argument("Could not open data file " + data);
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}
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return std::unique_ptr<stan::io::var_context>(
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new stan::json::json_data(data_stream));
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}
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extern "C" {
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int cstan_sample(const char *data, const char *inits, unsigned int seed,
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unsigned int chain_id, double init_radius, int num_warmup,
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int num_samples, bool save_warmup, int refresh,
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double stepsize, double stepsize_jitter, int max_depth,
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double *out, stan_error **err) {
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auto json_data = load_data(data);
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auto json_inits = load_data(inits);
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try {
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auto &model = new_model(*json_data, seed, outstream);
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buffer_writer sample_writer(out);
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stan::callbacks::interrupt interrupt;
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stan::callbacks::logger logger;
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stan::callbacks::writer null_writer;
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return stan::services::sample::hmc_nuts_diag_e(
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model, *json_inits, seed, chain_id, init_radius, num_warmup,
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num_samples, /*no thinning*/ 1, save_warmup, refresh, stepsize,
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stepsize_jitter, max_depth, interrupt, logger, null_writer,
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sample_writer, null_writer);
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} catch (const std::exception &e) {
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if (err != nullptr) {
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*err = new stan_error(strdup(e.what()));
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}
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} catch (...) {
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if (err != nullptr) {
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*err = new stan_error(strdup("Unknown error"));
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}
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}
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return -1;
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}
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}

‎stan

Submodule stan added at ca02539

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