convert CmdStan CSV output to R dump format input

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功能
描述清晰度
基本清楚
活跃度
停滞
技术栈
cpp
领域
cli, documentation

调研方向

首先检查现有的 bin/print 命令和 CmdStan 手册。跟踪 CmdStan CSV 输出的表示方式,包括整数类型的生成量,并确定用于生成 R dump 输入的命令接口。完成的标准是:转换能够用于 Bernoulli 示例,并且手册记录其在模拟伪数据和后验预测检查中的用法。

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描述

enhancement

Moved from https://github.com/stan-dev/stan/issues/544

In order to perform fake data simulation or posterior predictive checking, it would be nice to be able to convert the output of a Stan model from CSV format to the input for a Stan model in R dump format.

This should be structured as a command parallel to bin/print that does the conversion of an output CSV file. An alternative would be to have a model call argument that would produce R dump output.

The manual for CmdStan needs to be updated to show how to use this function. This will enable us to write a chapter in the manual on fake data and posterior predictive checks.

Be careful about type of the columns --- if there are integer generated quantities, the output can be integers.

For example, for the Bernoulli model in the introduction, a fake-data generator should look like:

data {
  int<lower=0> N;
  real<lower=0, upper=1> theta;
}
generated quantities {
  int<lower=0,upper=1> y[N];

  for (n in 1:N)
    y[n] <- bernoulli_rng(theta);
}

Related issues:

  • To run this, we need both the output of running the Bernoulli model and a value for N in order to provide input for this model
  • Doing proper posterior model generation will require empty parameters and model blocks, so update the parser so that this works (or link to a different issue); @betanalpha is working on a feature for this with a dummy sampler that can handle empty parameter vectors
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