ulam: failure when using start parameter when using cmdstanr

[ramanshah]

Hi! I'm learning a ton from studying Statistical Rethinking in self-study with a couple data scientist friends. Thank you so much!

I ran into the following issue using ulam while working through Chapter 9: estimating the models using cmdstanr appears to fail when I include a start parameter. Here's a hopefully reproducible example:

> library(rethinking)
> set_ulam_cmdstan(TRUE)
> N <- 100
> set.seed(909)
> height <- rnorm(N, 10, 2)
> leg_prop <- runif(N, 0.4, 0.5)
> leg_left <- leg_prop * height + rnorm(N, 0, 0.2)
> leg_right <- leg_prop * height + rnorm(N, 0, 0.2)
> d <- list(height=height, leg_left=leg_left, leg_right=leg_right)
> 
> m9h3 <- ulam(
+   alist(
+     height ~ dnorm(mu, sigma),
+     mu <- a + bl * leg_left + br * leg_right,
+     a ~ dnorm(10, 100),
+     bl ~ dnorm(2, 10),
+     br ~ dnorm(2, 10),
+     sigma ~ dexp(1)
+   ), data=d, chains=4, cores=4
+ )
Compiling Stan program...
[...]
All 4 chains finished successfully.
Mean chain execution time: 2.9 seconds.
Total execution time: 3.2 seconds.
> precis(m9h3)
      mean   sd 5.5% 94.5% n_eff Rhat4
a     1.30 0.30 0.82  1.78  1171     1
bl    0.95 0.28 0.50  1.41   774     1
br    0.98 0.29 0.51  1.43   772     1
sigma 0.67 0.05 0.60  0.75  1243     1
> m9h3_start <- ulam(
+   alist(
+     height ~ dnorm(mu, sigma),
+     mu <- a + bl * leg_left + br * leg_right,
+     a ~ dnorm(10, 100),
+     bl ~ dnorm(2, 10),
+     br ~ dnorm(2, 10),
+     sigma ~ dexp(1)
+   ), data=d, chains=4, cores=4, start=list(a=10, bl=0, br=0.1, sigma=1)
+ )
Error in dyn.load(libLFile) : 
  unable to load shared object '/var/folders/_8/0q_m6cvn03xg4x7f5fcfjxym0000gn/T//RtmpDon0LA/filefba57ddd2bd5.so':
  dlopen(/var/folders/_8/0q_m6cvn03xg4x7f5fcfjxym0000gn/T//RtmpDon0LA/filefba57ddd2bd5.so, 6): Symbol not found: __ZN5rstan8stan_fitC1EP7SEXPRECi
  Referenced from: /var/folders/_8/0q_m6cvn03xg4x7f5fcfjxym0000gn/T//RtmpDon0LA/filefba57ddd2bd5.so
  Expected in: flat namespace
 in /var/folders/_8/0q_m6cvn03xg4x7f5fcfjxym0000gn/T//RtmpDon0LA/filefba57ddd2bd5.so
Error in sink(type = "output") : invalid connection

I've tried various permutations of options, and this failure seems to happen when the start parameter is included.

I haven't been able to try this with rstan because I haven't been able to get a functioning installation of it.

Thanks much for your insight!

[rmcelreath]

Thanks. cmdstanr support is still incomplete, because the API wasn't stable when I added it. I should check that things are stable now and fix this. Much appreciated.

[ramanshah]

Makes sense. Thank you so much!!

[jhoupt]

Just ran into this (or closely related) issue. It looks like the ulam-function code checks for cmstanr but does not when start parameters are included (lines 1477-1489 compared to 1446-1476). The error I had related to it looking for rstan (failed to load namespace) which I do not have installed. I would guess that the error is not too common if people have rstan installed, it is just not running cmdstan. This may be related to issue #428 because I found it when trying to sort out that exact problem.

[harper357]

@jhoupt I am running into this error too.