rstan::expose_stan_functions() yields an error during compilation when the stan function uses an external C++ function in its definition.
Description:
The vignette vignette("external", "rstan") describes how to leverage user-defined C++ functions in a stan model.
In particular, I would like to define a helper function in the stan functions block that uses my own C++ function (in its definition).
Include directives are passed as arguments as described in the above mentioned vignette.
The rstan::stan_model() compiles the model successfully and I can sample from it. However,
rstan::expose_stan_functions() yields an error during compilation.
Reproducible Steps:
Here follows a reprex. The api() function is just a wrapper around expose_stan_functions(). Issues are commented via ##Issue::
library(rstan)
library(Rcpp)
rm(list = ls())
test <- '
functions {
int my_sum(int a, int b) {
return a + b;
}
}
model {
;
}
'
test_model <- stan_model(model_code = test, model_name = "test", verbose = TRUE)
api <- function(stanmodel, includes = NULL, verbose = TRUE, ...) {
e <- new.env()
rstan::expose_stan_functions(stanmodel, includes = includes, env = e, verbose = verbose, ...)
return(as.list(e))
}
test_api <- api(test_model)
test_api$my_sum(1, 2)
## Now, let's try to outsource the my_sum function to my_sum.hpp
## first check the expected signature
cat(test_model@model_cpp$model_cppcode)
## int my_sum(const int&a, const int&b, std::ostream* pstream__)
my_sum.hpp <- '
int my_sum(const int&a, const int&b, std::ostream* pstream__) {
return a + b;
}
'
## write to file in wd
sink(file = "my_sum.hpp")
cat(my_sum.hpp)
sink()
mc <- '
functions {
int my_sum(int a, int b);
}
model {
;
}
'
includes <- paste0('\n#include "',
file.path(getwd(), 'my_sum.hpp'), '"\n')
external_model <- stan_model(model_code = mc, model_name = "external",
allow_undefined = TRUE,
includes = includes,
verbose = TRUE)
external_api_1 <- api(external_model, includes = includes)
## Issue: The my_sum function is not exported...
## my_sum is only declared but not defined...
mc <- '
functions {
int my_sum(int a, int b);
int my_sum_wrapper(int a, int b) {
return my_sum(a, b);
}
}
model {
;
}
'
external_model <- stan_model(model_code = mc, model_name = "external",
allow_undefined = TRUE,
includes = includes,
verbose = TRUE)
external_api_2 <- api(external_model, includes = includes, verbose = TRUE)
## Issue: won't compile
## what if we don't call my_sum in the functions block??
mc <- '
functions {
int my_sum(int a, int b);
void my_api() {
print("hello from my_api");
}
}
model {
;
}
'
external_model <- stan_model(model_code = mc, model_name = "external",
allow_undefined = TRUE,
includes = includes,
verbose = TRUE)
external_api_3 <- api(external_model, includes = includes, verbose = TRUE)
# Issue: will compile but (obviously) as before, not export my_sum
external_api$my_api()
Current Output:
The api() call (wrapping expose_stan_functions()) which should generate external_api_2 yields the following output before throwing the compilation error:
using C++ compiler: ‘Apple clang version 12.0.0 (clang-1200.0.32.29)’
using C++17
using SDK: ‘’
clang++ -std=gnu++17 -I"/usr/local/Cellar/r/4.3.1/lib/R/include" -DNDEBUG -I"/usr/local/lib/R/4.3/site-library/Rcpp/include/" -I"/usr/local/lib/R/4.3/site-library/RcppEigen/include/" -I"/usr/local/lib/R/4.3/site-library/RcppEigen/include/unsupported" -I"/usr/local/lib/R/4.3/site-library/BH/include" -I"/usr/local/lib/R/4.3/site-library/StanHeaders/include/src/" -I"/usr/local/lib/R/4.3/site-library/StanHeaders/include/" -I"/usr/local/lib/R/4.3/site-library/RcppParallel/include/" -I"/usr/local/lib/R/4.3/site-library/rstan/include" -DEIGEN_NO_DEBUG -DBOOST_DISABLE_ASSERTS -DBOOST_PENDING_INTEGER_LOG2_HPP -DSTAN_THREADS -DUSE_STANC3 -DSTRICT_R_HEADERS -DBOOST_PHOENIX_NO_VARIADIC_EXPRESSION -D_HAS_AUTO_PTR_ETC=0 -include '/usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp' -D_REENTRANT -DRCPP_PARALLEL_USE_TBB=1 -I"/usr/local/lib/R/4.3/site-library/Rcpp/include" -I"/usr/local/lib/R/4.3/site-library/StanHeaders/include" -I"/usr/local/lib/R/4.3/site-library/rstan/include" -I"/usr/local/lib/R/4.3/site-library/RcppEigen/include" -I"/usr/local/lib/R/4.3/site-library/BH/include" -I"/private/var/folders/w5/j_vympl57nq2plg57t3yvy1r0000gn/T/RtmpDPYWid/sourceCpp-x86_64-apple-darwin19.6.0-1.0.11" -I/usr/local/opt/gettext/include -I/usr/local/opt/readline/include -I/usr/local/opt/xz/include -I/usr/local/include -fPIC -g -O2 -c filea1c8ba937c.cpp -o filea1c8ba937c.o
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:1:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Core:540:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:2:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/LU:47:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:3:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Cholesky:12:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Jacobi:29:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:3:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Cholesky:43:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:4:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/QR:15:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Householder:27:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:4:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/QR:48:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:5:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/SVD:48:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:6:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Geometry:58:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:22:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Dense:7:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Eigenvalues:58:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:23:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Sparse:26:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/SparseCore:66:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:23:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Sparse:27:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/OrderingMethods:71:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:23:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Sparse:29:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/SparseCholesky:43:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:23:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Sparse:32:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/SparseQR:34:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from <built-in>:1:
In file included from /usr/local/lib/R/4.3/site-library/StanHeaders/include/stan/math/prim/fun/Eigen.hpp:23:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/Sparse:33:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/IterativeLinearSolvers:46:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from filea1c8ba937c.cpp:10:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/RcppEigen.h:25:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/RcppEigenForward.h:32:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/unsupported/Eigen/KroneckerProduct:34:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from filea1c8ba937c.cpp:10:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/RcppEigen.h:25:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/RcppEigenForward.h:36:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/unsupported/Eigen/Polynomials:135:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
In file included from filea1c8ba937c.cpp:10:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/RcppEigen.h:25:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/RcppEigenForward.h:37:
In file included from /usr/local/lib/R/4.3/site-library/RcppEigen/include/unsupported/Eigen/SparseExtra:51:
/usr/local/lib/R/4.3/site-library/RcppEigen/include/unsupported/Eigen/../../Eigen/src/Core/util/ReenableStupidWarnings.h:14:30: warning: pragma diagnostic pop could not pop, no matching push [-Wunknown-pragmas]
#pragma clang diagnostic pop
^
17 warnings generated.
clang++ -std=gnu++17 -dynamiclib -Wl,-headerpad_max_install_names -undefined dynamic_lookup -single_module -multiply_defined suppress -L/usr/local/Cellar/r/4.3.1/lib/R/lib -L/usr/local/opt/gettext/lib -L/usr/local/opt/readline/lib -L/usr/local/opt/xz/lib -L/usr/local/lib -o sourceCpp_37.so filea1c8ba937c.o /usr/local/lib/R/4.3/site-library/rstan/lib//libStanServices.a -L/usr/local/lib/R/4.3/site-library/StanHeaders/lib/ -lStanHeaders -L/usr/local/lib/R/4.3/site-library/RcppParallel/lib/ -ltbb -L/usr/local/Cellar/r/4.3.1/lib/R/lib -lR -lintl -Wl,-framework -Wl,CoreFoundation
Error in rstan::expose_stan_functions(stanmodel, includes = includes, :
Compilation failed!
Expected Output:
I would expect the expose_stan_functions() to export both the my_sum and my_sum_wrapper functions...
From its function documentation ?expose_stan_functions (in particular the description of the includes argument), I would expect that the function was intended to be used together with external C++ source...
Here is the excerpt of the documentation on includes:
"If not NULL (the default), then a character vector of length one (possibly containing one or more "\n") of the form '#include "/full/path/to/my_header.hpp"', which will be inserted into the C++ code in the model's namespace and can be used to provide definitions"
Summary:
rstan::expose_stan_functions()yields an error during compilation when the stan function uses an external C++ function in its definition.Description:
vignette("external", "rstan")describes how to leverage user-defined C++ functions in a stan model.rstan::stan_model()compiles the model successfully and I can sample from it. However,rstan::expose_stan_functions()yields an error during compilation.Reproducible Steps:
Here follows a reprex. The
api()function is just a wrapper aroundexpose_stan_functions(). Issues are commented via##Issue::Current Output:
The
api()call (wrappingexpose_stan_functions()) which should generateexternal_api_2yields the following output before throwing the compilation error:Expected Output:
expose_stan_functions()to export both themy_sumandmy_sum_wrapperfunctions...?expose_stan_functions(in particular the description of theincludesargument), I would expect that the function was intended to be used together with external C++ source...Here is the excerpt of the documentation on
includes:"If not NULL (the default), then a character vector of length one (possibly containing one or more "\n") of the form '#include "/full/path/to/my_header.hpp"', which will be inserted into the C++ code in the model's namespace and can be used to provide definitions"
RStan Version:
2.32.3
R Version:
R version 4.3.1 (2023-06-16)
Operating System:
OS X 10.15.7
Your help would be much appreciated! Thank you!