updated generator to include real param version with Eigen vec and no…

… discrete, with tests
Afey · Dec 10, 2013 · a4b979e · a4b979e
1 parent 41df65b
commit a4b979e
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Showing 4 changed files with 105 additions and 1 deletion.
diff --git a/make/tests b/make/tests
@@ -156,6 +156,9 @@ ifeq ($(findstring test-,$(MAKECMDGOALS))$(findstring runtest/,$(MAKECMDGOALS)),
 	$@ --gtest_output="xml:$(basename $@).xml"
 endif
 
+src/test/gm/model_specs/no_main/%.cpp : src/test/gm/model_specs/no_main/%.stan bin/stanc$(EXE)
+	bin$(PATH_SEPARATOR)stanc$(EXE) --name=$(basename $(@F)) --o=$@ --no_main $<
+
 src/test/mcmc/hmc/hamiltonians/models/%.cpp : src/test/mcmc/hmc/hamiltonians/models/%.stan bin/stanc$(EXE)
 	bin$(PATH_SEPARATOR)stanc$(EXE) --name=$(basename $(@F)) --o=$@ --no_main $<
 
@@ -172,6 +175,11 @@ test/mcmc/hmc/integrators/expl_leapfrog.o: test/%.o : src/test/%_test.cpp $(LIBG
 	@mkdir -p $(dir $@)
 	$(COMPILE.c) -O$O $(CFLAGS_GTEST) $< $(OUTPUT_OPTION)
 
+.PRECIOUS: src/test/gm/model_specs/no_main/test_lp.cpp
+test/gm/generator.o: test/%.o : src/test/%_test.cpp $(LIBGTEST) src/test/gm/model_specs/no_main/test_lp.cpp
+	@mkdir -p $(dir $@)
+	$(COMPILE.c) -O$O $(CFLAGS_GTEST) $< $(OUTPUT_OPTION)
+
 test/gm/arguments/argument_configuration$(EXE) : test/gm/arguments/argument_configuration.o bin/libstan.a bin/libstanc.a src/test/gm/arguments/test_model$(EXE)
 	@mkdir -p $(dir $@)
 	$(LINK.c) -O$O $(GTEST_MAIN) $< $(CFLAGS_GTEST) $(OUTPUT_OPTION) $(LIBGTEST) $(LDLIBS) $(LDLIBS_STANC)

diff --git a/src/stan/gm/generator.hpp b/src/stan/gm/generator.hpp
@@ -1649,6 +1649,17 @@ namespace stan {
       o << INDENT2 << "lp_accum__.add(lp__);" << EOL;
       o << INDENT2 << "return lp_accum__.sum();" << EOL2;
       o << INDENT << "} // log_prob()" << EOL2;
+
+      o << INDENT << "template <bool propto, bool jacobian, typename T>" << EOL;
+      o << INDENT << "T log_prob(Eigen::Matrix<T,Eigen::Dynamic,1>& params_r," << EOL;
+      o << INDENT << "           std::ostream* pstream = 0) const {" << EOL;
+      o << INDENT << "  std::vector<T> vec_params_r;" << EOL;
+      o << INDENT << "  vec_params_r.reserve(params_r.size());" << EOL;
+      o << INDENT << "  for (int i = 0; i < params_r.size(); ++i)" << EOL;
+      o << INDENT << "    vec_params_r.push_back(params_r(i));" << EOL;
+      o << INDENT << "  std::vector<int> vec_params_i;" << EOL;
+      o << INDENT << "  return log_prob<propto,jacobian,T>(vec_params_r, vec_params_i, pstream);" << EOL;
+      o << INDENT << "}" << EOL2;
     }
 
     struct dump_member_var_visgen : public visgen {

diff --git a/src/test/gm/generator_test.cpp b/src/test/gm/generator_test.cpp
@@ -1,7 +1,9 @@
 #include <gtest/gtest.h>
+#include <stan/agrad/var.hpp>
 #include <stan/gm/ast.hpp>
 #include <stan/gm/generator.hpp>
-
+#include <test/gm/model_specs/no_main/test_lp.cpp>
+#include <stan/io/dump.hpp>
 
 
 void test_print_string_literal(const std::string& s,
@@ -43,3 +45,80 @@ TEST(gm,printQuotedExpression) {
   test_print_quoted_expression(index_op(expr,dimss),
                                s_exp);
 }
+
+
+TEST(gm, logProbPolymorphismDouble) {
+  using std::vector;
+  using Eigen::Matrix;
+  using Eigen::Dynamic;
+
+  std::string txt = "foo <- 3\nbar <- 4";
+  std::stringstream in(txt);
+  stan::io::dump dump(in);
+
+  test_lp_namespace::test_lp model(dump);
+
+  std::vector<double> params_r(2);
+  params_r[0] = 1.0;
+  params_r[1] = -3.2;
+
+  std::vector<int> params_i;
+
+  Matrix<double, Dynamic, 1> params_r_vec(2);
+  for (int i = 0; i < 2; ++i)
+    params_r_vec(i) = params_r[i];
+
+  double lp1 = model.log_prob<true,true>(params_r, params_i, 0);
+  double lp2 = model.log_prob<true,true>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1, lp2);
+
+  lp1 = model.log_prob<true,false>(params_r, params_i, 0);
+  lp2 = model.log_prob<true,false>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1, lp2);
+
+  lp1 = model.log_prob<false,true>(params_r, params_i, 0);
+  lp2 = model.log_prob<false,true>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1, lp2);
+
+  lp1 = model.log_prob<false,false>(params_r, params_i, 0);
+  lp2 = model.log_prob<false,false>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1, lp2);
+}
+TEST(gm, logProbPolymorphismVar) {
+  using std::vector;
+  using Eigen::Matrix;
+  using Eigen::Dynamic;
+  using stan::agrad::var;
+
+  std::string txt = "foo <- 3\nbar <- 4";
+  std::stringstream in(txt);
+  stan::io::dump dump(in);
+
+  test_lp_namespace::test_lp model(dump);
+
+  std::vector<var> params_r(2);
+  params_r[0] = 1.0;
+  params_r[1] = -3.2;
+
+  std::vector<int> params_i;
+
+  Matrix<var, Dynamic, 1> params_r_vec(2);
+  for (int i = 0; i < 2; ++i)
+    params_r_vec(i) = params_r[i];
+
+  var lp1 = model.log_prob<true,true>(params_r, params_i, 0);
+  var lp2 = model.log_prob<true,true>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1.val(), lp2.val());
+
+  lp1 = model.log_prob<true,false>(params_r, params_i, 0);
+  lp2 = model.log_prob<true,false>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1.val(), lp2.val());
+
+  lp1 = model.log_prob<false,true>(params_r, params_i, 0);
+  lp2 = model.log_prob<false,true>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1.val(), lp2.val());
+
+  lp1 = model.log_prob<false,false>(params_r, params_i, 0);
+  lp2 = model.log_prob<false,false>(params_r_vec, 0);
+  EXPECT_FLOAT_EQ(lp1.val(), lp2.val());
+}
diff --git a/src/test/gm/model_specs/no_main/test_lp.stan b/src/test/gm/model_specs/no_main/test_lp.stan
@@ -0,0 +1,6 @@
+parameters {
+  real y[2];
+}
+model {
+  y ~ normal(0,1);
+}