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nimble-dev / nimble

The base NIMBLE package for R
http://R-nimble.org
BSD 3-Clause "New" or "Revised" License
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Supports `addSampler(..., allowData = TRUE)` #1407

Closed danielturek closed 8 months ago

danielturek commented 8 months ago

Adds an argument allowData to addSampler method. A few details:

configureMCMC entry point will never assign samplers to data, even if data nodes are included in the nodes argument. There is no support for this; there is no allowData argument to configureMCMC.

Samplers can be added to data nodes, using:

conf$addSampler(target, ..., allowData = TRUE)

When allowData = FALSE, data nodes are filtered out of the target nodes. When allowData = TRUE, samplers can be added to data nodes.

Suport is also provided for using default sampler assignment logic to [any set of nodes, which can include] data nodes. This is accessed using:

conf$addSampler(target, default = TRUE, allowData = TRUE)

Note that posterior_predictive samplers will never be assigned to data nodes, since they are not posterior predictive. A small case could be made for supporting this, but if a user is intentionally assigning samplers to data nodes, then the presumption is they are advanced enough to consider what sampler they would like to add, and if not, they can accept the (valid) default non-PP sampler assignment

Testing added, NEWS updated.

paciorek commented 8 months ago

CAR failure was a hiccup of mine. I've fixed on devel and am rerunning that test set. (Except I can't seem to rerun until the others finish...)

danielturek commented 8 months ago

@paciorek whenever you push the CAR (testing) fix to devel, could you please merge that fix also into this branch (samplers_to_data) and push the changes? I'll be away from a computer starting shortly until much later today.

paciorek commented 8 months ago

Having trouble getting it to rerun failed test with the fixes on devel. Just going to merge as things seem fine.