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topipa / iwmm

iwmm: an R package for adaptive importance sampling
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Add cmdstanr compatibility #1

Closed n-kall closed 1 year ago

n-kall commented 1 year ago

The latests cmdstanr (not yet released, but on github) has functionality for log_prob and unconstrain_pars methods. So I adapted the stanfit method to one for CmdStanFit.

topipa commented 1 year ago

Thanks for opening this PR! I added you as a collaborator now in this repository. Let me know if you want me to review this before merging :slightly_smiling_face:

n-kall commented 1 year ago

I haven't done much with this as I am waiting for the cmdstanr unconstrain_pars etc. interface to be finalised. I'll then get back to dealing with your comments. :)

n-kall commented 1 year ago

@topipa I think this is now in a good state to merge. Then we can think about a CRAN release. Would be great if you can take a look at the new tests and see if you think they make sense

n-kall commented 1 year ago

Would be great if you can take a look at the new tests and see if you think they make sense

I just realised you already checked the tests last review, somehow I missed that. So I don't think anything major changed, just kept up to date with new methods in cmdstanr

n-kall commented 1 year ago

Currently the tests are failing on Windows, but perhaps we can deal with that after the merge