Error reading sampler diagnostics from a previously saved CmdStanFit object when fixed_param is TRUE

[wlandau]

It appears that if a CmdStanFit object is created with fixed_param = TRUE and saved to disk, the retrieved object cannot load sampler diagnostics. (I'm not sure it makes sense to look at diagnostics if the MCMC did not move, but a user reported this at https://github.com/ropensci/stantargets/issues/68.)

cmdstanr::cmdstan_version()
#> [1] "2.35.0"

packageVersion("cmdstanr")
#> [1] '0.8.1.9000'

packageDescription("cmdstanr")$GithubSHA1
#> [1] "a9e253616511327c53de9946d816177587ad181e"

callr::r(function() {
  library(cmdstanr)
  lines <- "
    data {
    int <lower = 1> n;
      vector[n] x;
      vector[n] y;
      real true_beta;
    }
    parameters {
      real beta;
    }
    model {
      y ~ normal(x * beta, 1);
      beta ~ normal(0, 1);
    }
    generated quantities {
      real beta_sim = normal_rng(0, 1);
      vector[n] y_sim;
      for (i in 1:n) {
        y_sim[i] = normal_rng(x[i] * beta, 1);
      }
    }
  "
  writeLines(lines, "x.stan")
  model <- cmdstan_model("x.stan")
  generate_data <- function(n = 10) {
    true_beta <- stats::rnorm(n = 1, mean = 0, sd = 1)
    x <- seq(from = -1, to = 1, length.out = n)
    y <- stats::rnorm(n, x * true_beta, 1)
    list(n = n, x = x, y = y, true_beta = true_beta)
  }
  fit <- model$sample(data = generate_data(), fixed_param = TRUE)
  fit$save_object("fit.rds")
  invisible()
})
#> NULL

fit <- readRDS("fit.rds")
fit$sampler_diagnostics()
#> Error in read_cmdstan_csv(files = self$output_files(include_failed = FALSE), : Assertion on 'files' failed: File does not exist: '/var/folders/4v/vh7xp8553lsbl49svl48g7p00000gp/T/RtmpM4WhNk/x-202411131414-1-6d70de.csv'.

^{Created on 2024-11-13 with reprex v2.1.1}

Session info

``` r sessioninfo::session_info() #> ─ Session info ─────────────────────────────────────────────────────────────── #> setting value #> version R version 4.4.0 (2024-04-24) #> os macOS 15.1 #> system aarch64, darwin20 #> ui X11 #> language (EN) #> collate en_US.UTF-8 #> ctype en_US.UTF-8 #> tz America/Indiana/Indianapolis #> date 2024-11-13 #> pandoc 3.2 @ /Applications/RStudio.app/Contents/Resources/app/quarto/bin/tools/aarch64/ (via rmarkdown) #> #> ─ Packages ─────────────────────────────────────────────────────────────────── #> package * version date (UTC) lib source #> abind 1.4-8 2024-09-12 [1] CRAN (R 4.4.1) #> backports 1.5.0 2024-05-23 [1] CRAN (R 4.4.0) #> callr 3.7.6 2024-03-25 [1] CRAN (R 4.4.0) #> checkmate 2.3.2 2024-07-29 [1] CRAN (R 4.4.0) #> cli 3.6.3 2024-06-21 [1] CRAN (R 4.4.0) #> cmdstanr 0.8.1.9000 2024-11-13 [1] Github (stan-dev/cmdstanr@a9e2536) #> digest 0.6.37 2024-08-19 [1] CRAN (R 4.4.1) #> distributional 0.5.0 2024-09-17 [1] CRAN (R 4.4.1) #> evaluate 1.0.1 2024-10-10 [1] CRAN (R 4.4.1) #> fansi 1.0.6 2023-12-08 [1] CRAN (R 4.4.0) #> fastmap 1.2.0 2024-05-15 [1] CRAN (R 4.4.0) #> fs 1.6.4 2024-04-25 [1] CRAN (R 4.4.0) #> generics 0.1.3 2022-07-05 [1] CRAN (R 4.4.0) #> glue 1.8.0 2024-09-30 [1] CRAN (R 4.4.0) #> htmltools 0.5.8.1 2024-04-04 [1] CRAN (R 4.4.0) #> knitr 1.48 2024-07-07 [1] CRAN (R 4.4.0) #> lifecycle 1.0.4 2023-11-07 [1] CRAN (R 4.4.0) #> magrittr 2.0.3 2022-03-30 [1] CRAN (R 4.4.0) #> pillar 1.9.0 2023-03-22 [1] CRAN (R 4.4.0) #> pkgconfig 2.0.3 2019-09-22 [1] CRAN (R 4.4.0) #> posterior 1.6.0 2024-07-03 [1] CRAN (R 4.4.0) #> processx 3.8.4 2024-03-16 [1] CRAN (R 4.4.0) #> ps 1.8.1 2024-10-28 [1] CRAN (R 4.4.1) #> R6 2.5.1 2021-08-19 [1] CRAN (R 4.4.0) #> reprex 2.1.1 2024-07-06 [1] CRAN (R 4.4.0) #> rlang 1.1.4 2024-06-04 [1] CRAN (R 4.4.0) #> rmarkdown 2.28 2024-08-17 [1] CRAN (R 4.4.0) #> rstudioapi 0.16.0 2024-03-24 [1] CRAN (R 4.4.0) #> sessioninfo 1.2.2 2021-12-06 [1] CRAN (R 4.4.0) #> tensorA 0.36.2.1 2023-12-13 [1] CRAN (R 4.4.0) #> tibble 3.2.1 2023-03-20 [1] CRAN (R 4.4.0) #> utf8 1.2.4 2023-10-22 [1] CRAN (R 4.4.0) #> vctrs 0.6.5 2023-12-01 [1] CRAN (R 4.4.0) #> withr 3.0.2 2024-10-28 [1] CRAN (R 4.4.1) #> xfun 0.49 2024-10-31 [1] CRAN (R 4.4.1) #> yaml 2.3.10 2024-07-26 [1] CRAN (R 4.4.0) #> #> [1] /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/library #> #> ────────────────────────────────────────────────────────────────────────────── ```

[mitzimorris]

the fixed param sampler doesn't emit any diagnostics - there is nothing to report.

cf: src/stan/mcmc/fixed_param_sampler.hpp.

[jgabry]

Yeah, like @mitzimorris said, there are no diagnostics in this case. I'll make a PR with a better error message and ensure the behavior is the same regardless of whether or not the object is a previously saved object. Thanks for reporting this.

[jgabry]

Should be fixed by https://github.com/stan-dev/cmdstanr/pull/1033