Merge remote-tracking branch 'origin/develop' into bugfix/issue-530-n…

…o-model-parameters

.gitignore

@@ -42,7 +42,6 @@ src/test/test-models/**/*
 !src/test/test-models/**/*.stan
 !src/test/test-models/**/.gitignore
 
-
 # tests: generated agrad tests
 src/test/unit-distribution/**/**/**/*_generated_test.cpp
 

make/tests

@@ -196,6 +196,8 @@ test/unit/io/mcmc_writer.o: src/test/test-models/no-main/io_example.cpp
 test/unit/gm/command_init.o: src/test/test-models/no-main/gm/test_lp.cpp
 test/unit/gm/generator.o: src/test/test-models/no-main/gm/test_lp.cpp
 
+test/unit/model/util.o: src/test/test-models/no-main/model/valid.cpp src/test/test-models/no-main/model/domain_fail.cpp
+
 test/unit/mcmc/hmc/hamiltonians/base_hamiltonian.o: src/test/test-models/no-main/mcmc/hmc/hamiltonians/funnel.cpp
 test/unit/mcmc/hmc/hamiltonians/unit_e_metric.o: src/test/test-models/no-main/mcmc/hmc/hamiltonians/funnel.cpp
 test/unit/mcmc/hmc/hamiltonians/diag_e_metric.o: src/test/test-models/no-main/mcmc/hmc/hamiltonians/funnel.cpp
@@ -211,7 +213,7 @@ test/integration/compile_models.o : $(patsubst %.stan,%$(EXE),$(FILES)) $(patsub
 
 test/CmdStan/command.o: \
    $(addprefix src/test/test-models/compiled/CmdStan/,\
-               $(addsuffix $(EXE), printer domain_fail value_fail))
+               $(addsuffix $(EXE), printer domain_fail value_fail proper))
 test/CmdStan/gm/argument_configuration.o: src/test/test-models/compiled/CmdStan/test_model$(EXE)
 test/CmdStan/fixed_param_sampler.o: src/test/test-models/compiled/CmdStan/empty$(EXE) src/test/test-models/compiled/CmdStan/proper$(EXE)
 
@@ -288,7 +290,7 @@ test-headers: $(HEADER_TESTS)
 test-unit test-distributions test-models test-bugs test-all:
 	@echo ''
 	@echo ''
-	@echo '  The '$@' target is deprecated. Please use:'
+	@echo '  The '$@' target is deprecated. Please use these make targets instead:'
 	@echo '      '$^
 
 test-unit: src/test/unit src/test/unit-agrad-rev src/test/unit-agrad-fwd

makefile

@@ -159,17 +159,28 @@ endif
 	@echo '  - doxygen        : Builds the API documentation. The documentation is located'
 	@echo '                     doc/api/'
 	@echo '                     (requires doxygen installation)'
-	@echo '  Tests (requires make 3.81 or higher):'
-	@echo '  - test-headers   : Compiles a trivial file after including each '
-	@echo '                     header separately'
-	@echo '  - For any subdirectory directory in *src/test*, all tests within'
-	@echo '    the specified directory and subdirectories can be compiled '
-	@echo '    and executed by using the folder as the target (without a trailing slash).'
-	@echo '    Examples:'
-	@echo '    * all unit tests:            src/test/unit'
-	@echo '    * unit tests for meta:       src/test/unit/meta'
-	@echo '    * normal distribution tests: src/test/unit-distribution/univariate/continuous/normal'
-	@echo '  - test-all       : Runs all tests.'
+	@echo '  TESTS (requires make 3.81 or higher):'
+	@echo ''
+	@echo '    All Tests'
+	@echo '      - test-all'
+	@echo ''
+	@echo '    Header Tests'
+	@echo '      - test-headers'
+	@echo ''
+	@echo '    Unit Tests'
+	@echo '      The unit tests are broken into three targets:'
+	@echo '        - src/test/unit'
+	@echo '        - src/test/unit-agrad-rev'
+	@echo '        - src/test/unit-agrad-fwd'
+	@echo ''
+	@echo '      Subdirectory of Unit Tests'
+	@echo '        For example, to run the unit tests under meta'
+	@echo '          - src/test/unit/meta'
+	@echo ''
+	@echo '      Single Unit Test'
+	@echo '        For example, to run the diag_post_multiply test, make the target'
+	@echo '          - test/unit-agrad-fwd/matrix/diag_post_multiply$(EXE)'
+	@echo ''
 	@echo '  Clean:'
 	@echo '  - clean          : Basic clean. Leaves doc and compiled libraries intact.'
 	@echo '  - clean-all      : Cleans up all of Stan.'
@@ -180,13 +191,16 @@ endif
 	@echo ''
 	@echo '  Warning: Deprecated test targets'
 	@echo '  - test-unit      : Runs unit tests.'
-	@echo '    Replace with: src/test/unit src/test/unit-agrad-rev src/test/unit-agrad-fwd'
+	@echo '    This has been split into 3 separate targets:'
+	@echo '      src/test/unit'
+	@echo '      src/test/unit-agrad-rev'
+	@echo '      src/test/unit-agrad-fwd'
 	@echo '  - test-distributions : Runs unit tests for the distributions'
-	@echo '    Replace with: src/test/unit-distribution'
+	@echo '    Use this target instead: src/test/unit-distribution'
 	@echo '  - test-models    : Runs diagnostic models.'
-	@echo '    Replace with: src/test/CmdStan/models'
+	@echo '    Use this target instead: src/test/CmdStan/models'
 	@echo '  - test-bugs      : Runs the bugs examples (subset of test-models).'
-	@echo '    Replace with: src/test/CmdStan/models/bugs_examples'
+	@echo '    Use this target instead: src/test/CmdStan/models/bugs_examples'
 	@echo ''
 	@echo '--------------------------------------------------------------------------------'
 

src/docs/stan-reference/acknowledgements.tex

@@ -46,10 +46,11 @@ \section*{Individuals}
 \subsection*{Code  and Doc Patches}
 
 Thanks for bug reports, code patches, pull requests, and diagonistics
-to: Ethan Adams, Jeffrey Arnold, David R.~Blair, Ross Boylan, Eric N.~Brown, Devin
-Caughey, Ctross (GitHub ID), Robert Goedman, Marco Inacio, B.~Harris,
-Andrew Hunter, Dan Lakeland, Devin Leopold, P.~D.~Metcalfe, Jeffrey
-Oldham, Fernando H.~Toledo, and Zhenming Su.
+to: Ethan Adams, Jeffrey Arnold, David R.~Blair, Ross Boylan, Eric
+N.~Brown, Devin Caughey, Ctross (GitHub ID), Robert Goedman, Marco
+Inacio, B.~Harris, Andrew Hunter, Filip Krynicki, Dan Lakeland, Devin
+Leopold, P.~D.~Metcalfe, Jeffrey Oldham, Fernando H.~Toledo, and
+Zhenming Su.
 
 Thanks for documentation bug reports and patches to: Jeffrey Arnold,
 Asim, Luca Billi, Eric C.~Brown, Seth Flaxman, Wayne Folta, Mauricio

src/docs/stan-reference/functions.tex

@@ -96,14 +96,22 @@ \chapter{Void Functions}
 \section{Increment Log Probability}
 
 There is a special function \code{increment\_log\_prob} takes a single
-real-valued argument and adds the result to the log probability.
+argument of any expression type \code{T}.
 %
 \begin{description}
-\fitem{void}{increment\_log\_prob}{real \farg{lp}}{Add \farg{lp} to
-  the total log probability accumulator returned by the log
-  probability function defined by a Stan model.}
+  \fitem{void}{increment\_log\_prob}{T \farg{lp}}{Add \farg{lp} (or
+    elements of \farg{lp} if \code{T} is a container type) to the
+    total log probability accumulator returned by the log probability
+    function defined by a Stan model.}
 \end{description}
 %
+The expression \code{lp} can be of any expression type.  Specifically,
+it can be an integer or real primitive, a vector, row vector, or
+matrix, or an array of any type, including multidimensional arrays and
+arrays of matrices, vectors, or row vectors.  Vector arguments are
+included for convenience and have no speed advantage over adding
+values in a loop.
+
 The full behavior of the \code{increment\_log\_prob} statement and its
 relation to sampling statements is described in
 \refsection{increment-log-prob}.
@@ -1085,26 +1093,44 @@ \subsection{Moments}
 elements in \farg{x}}
 \end{description}
 
-% \subsection{Distance and Squared Distance}
+\subsection{Distance and Squared Distance}
+
+\begin{description}
+\fitem{real}{distance}{vector \farg{x}, vector \farg{y}}{The Euclidean
+  distance between \farg{x} and \farg{y}, defined by
+\[
+\mbox{distance}(\mbox{\farg{x}},\mbox{\farg{y}}) 
+= \sqrt{\textstyle \sum_{n=1}^N (\mbox{\farg{x}}[n] - \mbox{\farg{y}}[n])^2},
+\]
+where \code{N} is the size of \farg{x} and \farg{y}.}
 %
-% \fitem{real}{dist}{real \farg{x}[], real \farg{y}[]}{The Euclidean
-%   distance between \farg{x} and \farg{y}, defined by
-% \[
-% \mbox{dist}(\mbox{\farg{x}},\mbox{\farg{y}}) 
-% = \sqrt{\textstyle \sum_{n=1}^N (\mbox{\farg{x}}[n] - \mbox{\farg{y}}[n])^2},
-% \]
-% where \code{N} is the size of \farg{x} and \farg{y}.
-% }
+\fitem{real}{distance}{vector \farg{x}, row\_vector \farg{y}}{The Euclidean
+  distance between \farg{x} and \farg{y}}
 %
-% \fitem{real}{squared\_dist}{real \farg{x}[], real \farg{y}[]}{The Euclidean
-%   distance between \farg{x} and \farg{y}, defined by
-% \[
-% \mbox{squared\_dist}(\mbox{\farg{x}},\mbox{\farg{y}}) 
-% = \textstyle \sum_{n=1}^N (\mbox{\farg{x}}[n] - \mbox{\farg{y}}[n])^2,
-% \]
-% where \code{N} is the size of \farg{x} and \farg{y}.
-% }
+\fitem{real}{distance}{row\_vector \farg{x}, vector \farg{y}}{The Euclidean
+  distance between \farg{x} and \farg{y}}
 %
+\fitem{real}{distance}{row\_vector \farg{x}, row\_vector \farg{y}}{The Euclidean
+  distance between \farg{x} and \farg{y}}
+%
+\fitem{real}{squared\_distance}{vector \farg{x}, vector \farg{y}[]}{The Euclidean
+  distance between \farg{x} and \farg{y}, defined by
+\[
+\mbox{squared\_distance}(\mbox{\farg{x}},\mbox{\farg{y}}) 
+= \textstyle \sum_{n=1}^N (\mbox{\farg{x}}[n] - \mbox{\farg{y}}[n])^2,
+\]
+where \code{N} is the size of \farg{x} and \farg{y}.}
+%
+\fitem{real}{squared\_distance}{vector \farg{x}, row\_vector \farg{y}[]}{The Euclidean
+  distance between \farg{x} and \farg{y}}
+%
+\fitem{real}{squared\_distance}{row\_vector \farg{x}, vector \farg{y}[]}{The Euclidean
+  distance between \farg{x} and \farg{y}}
+%
+\fitem{real}{squared\_distance}{row\_vector \farg{x}, row\_vector \farg{y}[]}{The Euclidean
+  distance between \farg{x} and \farg{y}}
+%
+\end{description}
 
 \section{Array Size and Dimension Function}
 

src/docs/stan-reference/language.tex

@@ -2365,6 +2365,13 @@ \section{Log Probability Increment Statement}\label{increment-log-prob.section}
 normalizing constant $Z$ is either time-consuming to compute or
 intractable to evaluate.
 
+\subsubsection{Vectorization}
+
+The \code{increment\_log\_prob} function accepts parameters of any
+expression type, including integers, reals, vectors, row vectors,
+matrices, and arrays of any dimensionality, including arrays of
+vectors and matrices.
+
 \subsection{Log Probability Variable \code{lp\_\_}}
 
 Before version 2.0 of Stan, rather than writing
@@ -3840,6 +3847,7 @@ \subsection{Statements}
   | 'for' '(' identifier 'in' expression ':' expression ')' statement
   | '{' var_decl* statement+ '}'
   | 'print' '(' (expression | string_literal)* ')'
+  | 'increment_log_prob '(' expression ')'
   | ';'
 
 string_literal ::= '"' char* '"'

src/stan/agrad/rev/matrix.hpp

@@ -26,7 +26,7 @@
 #include <stan/agrad/rev/matrix/sd.hpp>
 #include <stan/agrad/rev/matrix/softmax.hpp>
 #include <stan/agrad/rev/matrix/sort.hpp>
-#include <stan/agrad/rev/matrix/squared_dist.hpp>
+#include <stan/agrad/rev/matrix/squared_distance.hpp>
 #include <stan/agrad/rev/matrix/stan_print.hpp>
 #include <stan/agrad/rev/matrix/stored_gradient_vari.hpp>
 #include <stan/agrad/rev/matrix/sum.hpp>

src/stan/agrad/rev/matrix/squared_dist.hpp → src/stan/agrad/rev/matrix/squared_distance.hpp

@@ -1,5 +1,5 @@
-#ifndef __STAN__AGRAD__REV__MATRIX__SQUARED_DIST_HPP__
-#define __STAN__AGRAD__REV__MATRIX__SQUARED_DIST_HPP__
+#ifndef __STAN__AGRAD__REV__MATRIX__SQUARED_DISTANCE_HPP__
+#define __STAN__AGRAD__REV__MATRIX__SQUARED_DISTANCE_HPP__
 
 #include <vector>
 #include <stan/math/matrix/Eigen.hpp>
@@ -14,14 +14,14 @@
 namespace stan {
   namespace agrad {
     namespace {
-      class squared_dist_vv_vari : public vari {
+      class squared_distance_vv_vari : public vari {
       protected:
         vari** v1_;
         vari** v2_;
         size_t length_;
 
         template<int R1,int C1,int R2,int C2>
-        inline static double var_squared_dist(const Eigen::Matrix<var,R1,C1> &v1,
+        inline static double var_squared_distance(const Eigen::Matrix<var,R1,C1> &v1,
                                               const Eigen::Matrix<var,R2,C2> &v2) {
           double result = 0;
           for (typename Eigen::Matrix<var,R1,C1>::size_type i = 0;
@@ -33,9 +33,9 @@ namespace stan {
         }
       public:
         template<int R1,int C1,int R2,int C2>
-        squared_dist_vv_vari(const Eigen::Matrix<var,R1,C1> &v1,
+        squared_distance_vv_vari(const Eigen::Matrix<var,R1,C1> &v1,
                              const Eigen::Matrix<var,R2,C2> &v2) 
-        : vari(var_squared_dist(v1, v2)), length_(v1.size())
+        : vari(var_squared_distance(v1, v2)), length_(v1.size())
         {
           v1_ = (vari**)memalloc_.alloc(length_*sizeof(vari*));
           for (size_t i = 0; i < length_; i++)
@@ -53,14 +53,14 @@ namespace stan {
           }
         }
       };
-      class squared_dist_vd_vari : public vari {
+      class squared_distance_vd_vari : public vari {
       protected:
         vari** v1_;
         double* v2_;
         size_t length_;
 
         template<int R1,int C1,int R2,int C2>
-        inline static double var_squared_dist(const Eigen::Matrix<var,R1,C1> &v1,
+        inline static double var_squared_distance(const Eigen::Matrix<var,R1,C1> &v1,
                                               const Eigen::Matrix<double,R2,C2> &v2) {
           double result = 0;
           for (typename Eigen::Matrix<var,R1,C1>::size_type i = 0; 
@@ -72,9 +72,9 @@ namespace stan {
         }
       public:
         template<int R1,int C1,int R2,int C2>
-        squared_dist_vd_vari(const Eigen::Matrix<var,R1,C1> &v1,
+        squared_distance_vd_vari(const Eigen::Matrix<var,R1,C1> &v1,
                              const Eigen::Matrix<double,R2,C2> &v2) 
-        : vari(var_squared_dist(v1, v2)), length_(v1.size())
+        : vari(var_squared_distance(v1, v2)), length_(v1.size())
         {
           v1_ = (vari**)memalloc_.alloc(length_*sizeof(vari*));
           for (size_t i = 0; i < length_; i++)
@@ -93,28 +93,28 @@ namespace stan {
     }
 
     template<int R1,int C1,int R2, int C2>
-    inline var squared_dist(const Eigen::Matrix<var, R1, C1>& v1, 
+    inline var squared_distance(const Eigen::Matrix<var, R1, C1>& v1, 
                             const Eigen::Matrix<var, R2, C2>& v2) {
-      stan::math::validate_vector(v1,"squared_dist");
-      stan::math::validate_vector(v2,"squared_dist");
-      stan::math::validate_matching_sizes(v1,v2,"squared_dist");
-      return var(new squared_dist_vv_vari(v1,v2));
+      stan::math::validate_vector(v1,"squared_distance");
+      stan::math::validate_vector(v2,"squared_distance");
+      stan::math::validate_matching_sizes(v1,v2,"squared_distance");
+      return var(new squared_distance_vv_vari(v1,v2));
     }
     template<int R1,int C1,int R2, int C2>
-    inline var squared_dist(const Eigen::Matrix<var, R1, C1>& v1, 
+    inline var squared_distance(const Eigen::Matrix<var, R1, C1>& v1, 
                             const Eigen::Matrix<double, R2, C2>& v2) {
-      stan::math::validate_vector(v1,"squared_dist");
-      stan::math::validate_vector(v2,"squared_dist");
-      stan::math::validate_matching_sizes(v1,v2,"squared_dist");
-      return var(new squared_dist_vd_vari(v1,v2));
+      stan::math::validate_vector(v1,"squared_distance");
+      stan::math::validate_vector(v2,"squared_distance");
+      stan::math::validate_matching_sizes(v1,v2,"squared_distance");
+      return var(new squared_distance_vd_vari(v1,v2));
     }
     template<int R1,int C1,int R2, int C2>
-    inline var squared_dist(const Eigen::Matrix<double, R1, C1>& v1, 
+    inline var squared_distance(const Eigen::Matrix<double, R1, C1>& v1, 
                             const Eigen::Matrix<var, R2, C2>& v2) {
-      stan::math::validate_vector(v1,"squared_dist");
-      stan::math::validate_vector(v2,"squared_dist");
-      stan::math::validate_matching_sizes(v1,v2,"squared_dist");
-      return var(new squared_dist_vd_vari(v2,v1));
+      stan::math::validate_vector(v1,"squared_distance");
+      stan::math::validate_vector(v2,"squared_distance");
+      stan::math::validate_matching_sizes(v1,v2,"squared_distance");
+      return var(new squared_distance_vd_vari(v2,v1));
     }
   }
 }

src/stan/gm/arguments/arg_refresh.hpp

@@ -14,7 +14,7 @@ namespace stan {
       arg_refresh(): int_argument() {
         _name = "refresh";
         _description = "Number of interations between screen updates";
-        _validity = "0 < refresh";
+        _validity = "0 <= refresh";
         _default = "100";
         _default_value = 100;
         _constrained = true;
@@ -23,7 +23,7 @@ namespace stan {
         _value = _default_value;
       };
 
-      bool is_valid(int value) { return value > 0; }
+      bool is_valid(int value) { return value >= 0; }
 
     };
 

src/stan/gm/arguments/argument.hpp

@@ -31,7 +31,7 @@ namespace stan {
         return _description; 
       }
 
-      virtual void print(std::ostream* s, const int depth, const char prefix) = 0;
+      virtual void print(std::ostream* s, const int depth, const std::string prefix) = 0;
       virtual void print_help(std::ostream* s, const int depth, const bool recurse) = 0;
 
       virtual bool parse_args(std::vector<std::string>& args,

src/stan/gm/arguments/argument_parser.hpp

@@ -21,8 +21,7 @@ namespace stan {
       argument_parser(std::vector<argument*>& valid_args)
         : _arguments(valid_args),
           _help_flag(false),
-          _method_flag(false)
-      {
+          _method_flag(false) {
         _arguments.insert(_arguments.begin(), new arg_method());
       }
 
@@ -136,7 +135,7 @@ namespace stan {
           error_codes::OK : error_codes::USAGE;
       }
 
-      void print(std::ostream* s, const char prefix = '\0') {
+      void print(std::ostream* s, const std::string prefix = "") {
         if (!s) 
           return;
 
@@ -164,8 +163,8 @@ namespace stan {
         *s << std::left;
 
         *s << "Usage: " << executable << " <arg1> <subarg1_1> ... <subarg1_m>"
-          << " ... <arg_n> <subarg_n_1> ... <subarg_n_m>"
-          << std::endl << std::endl;
+           << " ... <arg_n> <subarg_n_1> ... <subarg_n_m>"
+           << std::endl << std::endl;
 
         *s << "Begin by selecting amongst the following inference methods"
            << " and diagnostics," << std::endl;