Merge branch 'develop' into feature/issue-2881-dense-metric-decomposi…

…tion

.github/ISSUE_TEMPLATE.md

@@ -24,4 +24,4 @@ Describe what you expect the output to be. Knowing the correct behavior is also
 Provide any additional information here.
 
 #### Current Version:
-v2.23.0
+v2.24.0

.gitignore

@@ -66,4 +66,7 @@ stan.kdev4
 .vscode/*
 
 # clangd compiler database
-compile_commands.json
+compile_commands.json
+
+# gdb
+.gdb_history

Jenkinsfile

@@ -17,9 +17,11 @@ def runTests(String testPath, Boolean separateMakeStep=true) {
     finally { junit 'test/**/*.xml' }
 }
 
-def runTestsWin(String testPath) {
+def runTestsWin(String testPath, Boolean separateMakeStep=true) {
     withEnv(['PATH+TBB=./lib/stan_math/lib/tbb']) {
-       bat "runTests.py -j${env.PARALLEL} ${testPath} --make-only"
+       if (separateMakeStep) {
+           bat "runTests.py -j${env.PARALLEL} ${testPath} --make-only"
+       }
        try { bat "runTests.py -j${env.PARALLEL} ${testPath}" }
        finally { junit 'test/**/*.xml' }
     }
@@ -245,6 +247,44 @@ pipeline {
                     }
                     post { always { deleteDir() } }
                 }
+                stage('Integration Windows') {
+                    agent { label 'windows' }
+                    when { 
+                        expression { 
+                            ( env.BRANCH_NAME == "develop" ||
+                            env.BRANCH_NAME == "master" ) &&
+                            !skipRemainingStages 
+                        }
+                    }
+                    steps {
+                        deleteDirWin()
+                            unstash 'StanSetup'
+                            setupCXX()
+                            bat "mingw32-make -f lib/stan_math/make/standalone math-libs"
+                            setupCXX(false)
+                            runTestsWin("src/test/integration", separateMakeStep=false)
+                    }
+                    post { always { deleteDirWin() } }
+                }
+                stage('Math functions expressions test') {
+                    agent any
+                    steps {
+                        unstash 'StanSetup'
+                        setupCXX()
+                        script {
+                            dir("lib/stan_math/") {
+                                withEnv(['PATH+TBB=./lib/tbb']) {           
+                                    try { sh "./runTests.py -j${env.PARALLEL} test/expressions" }
+                                    finally { junit 'test/**/*.xml' }
+                                }
+                                withEnv(['PATH+TBB=./lib/tbb']) {           
+                                    sh "python ./test/expressions/test_expression_testing_framework.py"
+                                }
+                            }
+                        }
+                    }
+                    post { always { deleteDir() } }
+                }
             }
             when {
                 expression {

RELEASE-NOTES.txt

@@ -5,6 +5,14 @@ Note: these are the release notes for the stan-dev/stan repository.
 Further changes may arise at the interface level (stan-dev/{rstan,
 pystan, cmdstan}) and math library level (stan-dev/math).
 
+v.2.24.0 (28 July 2020)
+======================================================================
+
+- `std::chrono` is now used for all timing purposes
+- fixed a bug with generated quantities for vectors of length 1
+- added `recover_memory` for normal exit of `log_prob_grad`
+- replaced the use of `boost::` functions/metaprograms in favor of `std::` where applicable
+
 v.2.23.0 (22 April 2020)
 ======================================================================
 

make/tests

@@ -20,13 +20,13 @@ else ifeq ($(OS),Linux)
 endif
 
 ifneq ($(STANC3),)
-  
+
   # build stanc3 from local installation
   bin/stanc$(EXE) : $(call findfiles,$(STANC3)/src/,*.ml*) $(STANC#)
 	@mkdir -p $(dir $@)
 	cd $(STANC3) && echo "--- Rebuilding stanc ---\n" && dune build @install
 	cp $(STANC3)/_build/default/src/stanc/stanc.exe $@
-	
+
 else ifneq ($(STANC3_TEST_BIN_URL),)
 
 # download stanc3 build from specific branch
@@ -114,7 +114,6 @@ STANC_TESTS := $(patsubst src/%.cpp,%$(EXE),$(STANC_TESTS_HEADERS))
 $(STANC_TESTS_O) : test/libstanc.a
 $(STANC_TESTS) : LDLIBS += $(LDLIBS_STANC)
 
-
 ############################################################
 ##
 # Target to verify header files within Stan has
@@ -149,7 +148,12 @@ test-headers: $(HEADER_TESTS)
 # compiles
 ##
 .PHONY: %.hpp-test
+
+ifneq ($(OS),Windows_NT)
 test/test-models/good/%.hpp-test : O = 0
+else
+test/test-models/good/%.hpp-test : O = 1
+endif
 test/test-models/good/%.hpp-test : test/test-models/good/%.hpp test/test-model-main.cpp
 	$(COMPILE.cpp) -o $(DEV_NULL) -include $^
 
@@ -192,8 +196,11 @@ test/integration/mtu/%_2.cpp : src/test/integration/mtu/%.cpp test/integration/m
 
 ifneq ($(OS),Windows_NT)
 test/integration/mtu/%.o : CXXFLAGS += -fPIC
-endif
 test/integration/mtu/%.o : O = 0
+else
+test/integration/mtu/%.o : O = 1
+endif
+
 test/integration/mtu/%.o : %.cpp
 	$(COMPILE.cpp) -pipe -o $(DEV_NULL) -include $^
 
@@ -225,9 +232,9 @@ $(patsubst src/%.stan,%.hpp,$(TEST_MODELS)) : test/test-models/%.hpp : src/test/
 # Generate C++ from Stan standalone functions
 ##
 TEST_FUNCTIONS = $(call findfiles,src/test/test-models,*.stanfuncs)
-$(patsubst src/%.stanfuncs,%.hpp,$(TEST_FUNCTIONS)) : test/test-models/%.hpp : src/test/test-models/%.stanfuncs test/test-models/stanc2$(EXE)
+$(patsubst src/%.stanfuncs,%.hpp,$(TEST_FUNCTIONS)) : test/test-models/%.hpp : src/test/test-models/%.stanfuncs $(TEST_STANC)
 	@mkdir -p $(dir $@)
-	$(WINE) test/test-models/stanc2$(EXE) $< --o=$@
+	$(WINE) $(TEST_STANC) --standalone-functions $< --o=$@
 
 ##
 # src/test/unit/lang/stanc_helper_test.cpp requires files to be read-only.

src/doxygen/doxygen.cfg

@@ -38,7 +38,7 @@ PROJECT_NAME           = "Stan"
 # could be handy for archiving the generated documentation or if some version
 # control system is used.
 
-PROJECT_NUMBER         = 2.23.0
+PROJECT_NUMBER         = 2.24.0
 
 # Using the PROJECT_BRIEF tag one can provide an optional one line description
 # for a project that appears at the top of each page and should give viewer a

src/stan/io/array_var_context.hpp

@@ -2,6 +2,7 @@
 #define STAN_IO_ARRAY_VAR_CONTEXT_HPP
 
 #include <stan/io/var_context.hpp>
+#include <stan/io/validate_dims.hpp>
 #include <stan/math.hpp>
 #include <stan/math/prim/fun/Eigen.hpp>
 #include <map>
@@ -349,7 +350,9 @@ class array_var_context : public var_context {
    */
   void validate_dims(const std::string& stage, const std::string& name,
                      const std::string& base_type,
-                     const std::vector<size_t>& dims_declared) const {}
+                     const std::vector<size_t>& dims_declared) const {
+    stan::io::validate_dims(*this, stage, name, base_type, dims_declared);
+  }
 
   /**
    * Return a list of the names of the floating point variables in

src/stan/io/chained_var_context.hpp

@@ -2,6 +2,7 @@
 #define STAN_IO_CHAINED_VAR_CONTEXT_HPP
 
 #include <stan/io/var_context.hpp>
+#include <stan/io/validate_dims.hpp>
 #include <string>
 #include <vector>
 
@@ -72,7 +73,9 @@ class chained_var_context : public var_context {
    */
   void validate_dims(const std::string& stage, const std::string& name,
                      const std::string& base_type,
-                     const std::vector<size_t>& dims_declared) const {}
+                     const std::vector<size_t>& dims_declared) const {
+    stan::io::validate_dims(*this, stage, name, base_type, dims_declared);
+  }
 };
 }  // namespace io
 }  // namespace stan

src/stan/io/dump.hpp

@@ -2,6 +2,7 @@
 #define STAN_IO_DUMP_HPP
 
 #include <stan/io/validate_zero_buf.hpp>
+#include <stan/io/validate_dims.hpp>
 #include <stan/io/var_context.hpp>
 #include <stan/math/prim.hpp>
 #include <boost/lexical_cast.hpp>
@@ -773,48 +774,7 @@ class dump : public stan::io::var_context {
   void validate_dims(const std::string& stage, const std::string& name,
                      const std::string& base_type,
                      const std::vector<size_t>& dims_declared) const {
-    bool is_int_type = base_type == "int";
-    if (is_int_type) {
-      if (!contains_i(name)) {
-        std::stringstream msg;
-        msg << (contains_r(name) ? "int variable contained non-int values"
-                                 : "variable does not exist")
-            << "; processing stage=" << stage << "; variable name=" << name
-            << "; base type=" << base_type;
-        throw std::runtime_error(msg.str());
-      }
-    } else {
-      if (!contains_r(name)) {
-        std::stringstream msg;
-        msg << "variable does not exist"
-            << "; processing stage=" << stage << "; variable name=" << name
-            << "; base type=" << base_type;
-        throw std::runtime_error(msg.str());
-      }
-    }
-    std::vector<size_t> dims = dims_r(name);
-    if (dims.size() != dims_declared.size()) {
-      std::stringstream msg;
-      msg << "mismatch in number dimensions declared and found in context"
-          << "; processing stage=" << stage << "; variable name=" << name
-          << "; dims declared=";
-      dims_msg(msg, dims_declared);
-      msg << "; dims found=";
-      dims_msg(msg, dims);
-      throw std::runtime_error(msg.str());
-    }
-    for (size_t i = 0; i < dims.size(); ++i) {
-      if (dims_declared[i] != dims[i]) {
-        std::stringstream msg;
-        msg << "mismatch in dimension declared and found in context"
-            << "; processing stage=" << stage << "; variable name=" << name
-            << "; position=" << i << "; dims declared=";
-        dims_msg(msg, dims_declared);
-        msg << "; dims found=";
-        dims_msg(msg, dims);
-        throw std::runtime_error(msg.str());
-      }
-    }
+    stan::io::validate_dims(*this, stage, name, base_type, dims_declared);
   }
 
   /**

src/stan/io/empty_var_context.hpp

@@ -2,6 +2,7 @@
 #define STAN_IO_EMPTY_VAR_CONTEXT_HPP
 
 #include <stan/io/var_context.hpp>
+#include <stan/io/validate_dims.hpp>
 #include <string>
 #include <vector>
 
@@ -91,7 +92,9 @@ class empty_var_context : public var_context {
    */
   void validate_dims(const std::string& stage, const std::string& name,
                      const std::string& base_type,
-                     const std::vector<size_t>& dims_declared) const {}
+                     const std::vector<size_t>& dims_declared) const {
+    stan::io::validate_dims(*this, stage, name, base_type, dims_declared);
+  }
 
   /**
    * Fill a list of the names of the floating point variables in

src/stan/io/random_var_context.hpp

@@ -2,6 +2,7 @@
 #define STAN_IO_RANDOM_VAR_CONTEXT_HPP
 
 #include <stan/io/var_context.hpp>
+#include <stan/io/validate_dims.hpp>
 #include <boost/random/uniform_real_distribution.hpp>
 #include <algorithm>
 #include <limits>
@@ -191,7 +192,9 @@ class random_var_context : public var_context {
    */
   void validate_dims(const std::string& stage, const std::string& name,
                      const std::string& base_type,
-                     const std::vector<size_t>& dims_declared) const {}
+                     const std::vector<size_t>& dims_declared) const {
+    stan::io::validate_dims(*this, stage, name, base_type, dims_declared);
+  }
 
   /**
    * Return the random initialization on the unconstrained scale.

src/stan/io/validate_dims.hpp

@@ -0,0 +1,72 @@
+#ifndef STAN_IO_VALIDATE_DIMS_HPP
+#define STAN_IO_VALIDATE_DIMS_HPP
+
+#include <stan/io/var_context.hpp>
+#include <string>
+#include <vector>
+
+namespace stan {
+namespace io {
+
+/**
+ * Check variable dimensions against variable declaration.
+ *
+ * @param context The var context to check.
+ * @param stage stan program processing stage
+ * @param name variable name
+ * @param base_type declared stan variable type
+ * @param dims variable dimensions
+ * @throw std::runtime_error if mismatch between declared
+ *        dimensions and dimensions found in context.
+ */
+inline void validate_dims(const stan::io::var_context& context,
+                          const std::string& stage, const std::string& name,
+                          const std::string& base_type,
+                          const std::vector<size_t>& dims_declared) {
+  bool is_int_type = base_type == "int";
+  if (is_int_type) {
+    if (!context.contains_i(name)) {
+      std::stringstream msg;
+      msg << (context.contains_r(name) ? "int variable contained non-int values"
+                                       : "variable does not exist")
+          << "; processing stage=" << stage << "; variable name=" << name
+          << "; base type=" << base_type;
+      throw std::runtime_error(msg.str());
+    }
+  } else {
+    if (!context.contains_r(name)) {
+      std::stringstream msg;
+      msg << "variable does not exist"
+          << "; processing stage=" << stage << "; variable name=" << name
+          << "; base type=" << base_type;
+      throw std::runtime_error(msg.str());
+    }
+  }
+  std::vector<size_t> dims = context.dims_r(name);
+  if (dims.size() != dims_declared.size()) {
+    std::stringstream msg;
+    msg << "mismatch in number dimensions declared and found in context"
+        << "; processing stage=" << stage << "; variable name=" << name
+        << "; dims declared=";
+    context.dims_msg(msg, dims_declared);
+    msg << "; dims found=";
+    context.dims_msg(msg, dims);
+    throw std::runtime_error(msg.str());
+  }
+  for (size_t i = 0; i < dims.size(); ++i) {
+    if (dims_declared[i] != dims[i]) {
+      std::stringstream msg;
+      msg << "mismatch in dimension declared and found in context"
+          << "; processing stage=" << stage << "; variable name=" << name
+          << "; position=" << i << "; dims declared=";
+      context.dims_msg(msg, dims_declared);
+      msg << "; dims found=";
+      context.dims_msg(msg, dims);
+      throw std::runtime_error(msg.str());
+    }
+  }
+}
+
+}  // namespace io
+}  // namespace stan
+#endif