void SetUp() {
output.str("");
error.str("");
model_output.str("");
sample_output.str("");
diagnostic_output.str("");
message_output.str("");
writer_output.str("");
sampler = new mock_sampler(&output, &error);
std::fstream empty_data_stream(std::string("").c_str());
stan::io::dump empty_data_context(empty_data_stream);
empty_data_stream.close();
model = new stan_model(empty_data_context, &model_output);
stan::interface::recorder::csv sample_recorder(&sample_output, "# ");
stan::interface::recorder::csv diagnostic_recorder(&diagnostic_output, "# ");
stan::interface::recorder::messages message_recorder(&message_output, "# ");
writer = new stan::io::mcmc_writer<stan_model,
stan::interface::recorder::csv,
stan::interface::recorder::csv,
stan::interface::recorder::messages>
(sample_recorder, diagnostic_recorder, message_recorder, &writer_output);
base_rng.seed(123456);
q = Eigen::VectorXd(0,1);
log_prob = 0;
stat = 0;
}
TEST(StanIoMcmcWriter, write_diagnostic_names) {
// Model
std::fstream data_stream("", std::fstream::in);
stan::io::dump data_var_context(data_stream);
data_stream.close();
std::stringstream output;
io_example_model_namespace::io_example_model model(data_var_context, &output);
// Sample
Eigen::VectorXd real(2);
real(0) = 1.43;
real(1) = 2.71;
double log_prob = 3.14;
double accept_stat = 0.84;
stan::mcmc::sample sample(real, log_prob, accept_stat);
// Sampler
typedef boost::ecuyer1988 rng_t;
rng_t base_rng(0);
stan::mcmc::adapt_diag_e_nuts<io_example_model_namespace::io_example_model, rng_t>
sampler(model, base_rng, 0, 0);
sampler.seed(real);
// Writer
std::stringstream sample_stream;
std::stringstream diagnostic_stream;
std::stringstream message_stream;
stan::interface::recorder::csv sample_recorder(&sample_stream, "# ");
stan::interface::recorder::csv diagnostic_recorder(&diagnostic_stream, "# ");
stan::interface::recorder::messages message_recorder(&message_stream, "# ");
stan::io::mcmc_writer<io_example_model_namespace::io_example_model,
stan::interface::recorder::csv,
stan::interface::recorder::csv,
stan::interface::recorder::messages>
writer(sample_recorder, diagnostic_recorder, message_recorder);
writer.write_diagnostic_names(sample, &sampler, model);
std::string line;
std::getline(diagnostic_stream, line);
// FIXME: make this work, too
EXPECT_EQ("lp__,accept_stat__,stepsize__,treedepth__,n_leapfrog__,n_divergent__,mu1,mu2,p_mu1,p_mu2,g_mu1,g_mu2", line);
EXPECT_EQ("", message_stream.str());
EXPECT_EQ("", output.str());
}
TEST(StanIoMcmcWriter, write_sample_params) {
// Model
std::fstream data_stream("", std::fstream::in);
stan::io::dump data_var_context(data_stream);
data_stream.close();
std::stringstream output;
io_example_model_namespace::io_example_model model(data_var_context, &output);
// Sample
Eigen::VectorXd real(2);
real(0) = 1.43;
real(1) = 2.71;
double log_prob = 3.14;
double accept_stat = 0.84;
stan::mcmc::sample sample(real, log_prob, accept_stat);
// Sampler
typedef boost::ecuyer1988 rng_t;
rng_t base_rng(0);
stan::mcmc::adapt_diag_e_nuts<io_example_model_namespace::io_example_model, rng_t>
sampler(model, base_rng, 0, 0);
sampler.seed(real);
// Writer
std::stringstream sample_stream;
std::stringstream diagnostic_stream;
std::stringstream message_stream;
stan::interface::recorder::csv sample_recorder(&sample_stream, "# ");
stan::interface::recorder::csv diagnostic_recorder(&diagnostic_stream, "# ");
stan::interface::recorder::messages message_recorder(&message_stream, "# ");
stan::io::mcmc_writer<io_example_model_namespace::io_example_model,
stan::interface::recorder::csv,
stan::interface::recorder::csv,
stan::interface::recorder::messages>
writer(sample_recorder, diagnostic_recorder, message_recorder);
writer.write_sample_params<rng_t>(base_rng, sample, sampler, model);
std::string line;
std::getline(sample_stream, line);
std::stringstream expected_stream;
expected_stream << log_prob << ",";
expected_stream << accept_stat << ",";
expected_stream << sampler.get_current_stepsize() << ",";
expected_stream << 0 << ",";
expected_stream << 0 << ",";
expected_stream << 0 << ",";
expected_stream << real(0) << ",";
expected_stream << real(1);
std::string expected_line;
std::getline(expected_stream, expected_line);
EXPECT_EQ(expected_line, line);
EXPECT_EQ("", message_stream.str());
EXPECT_EQ("", output.str());
}
TEST(StanIoMcmcWriter, write_timing) {
// Model
std::fstream data_stream("", std::fstream::in);
stan::io::dump data_var_context(data_stream);
data_stream.close();
std::stringstream output;
io_example_model_namespace::io_example_model model(data_var_context, &output);
// Sample
Eigen::VectorXd real(2);
real(0) = 1.43;
real(1) = 2.71;
double log_prob = 3.14;
double accept_stat = 0.84;
stan::mcmc::sample sample(real, log_prob, accept_stat);
// Sampler
typedef boost::ecuyer1988 rng_t;
rng_t base_rng(0);
stan::mcmc::adapt_diag_e_nuts<io_example_model_namespace::io_example_model, rng_t>
sampler(model, base_rng, 0, 0);
sampler.seed(real);
// Writer
std::stringstream sample_stream;
std::stringstream diagnostic_stream;
std::stringstream message_stream;
stan::interface::recorder::csv sample_recorder(&sample_stream, "# ");
stan::interface::recorder::csv diagnostic_recorder(&diagnostic_stream, "# ");
stan::interface::recorder::messages message_recorder(&message_stream, "# ");
stan::io::mcmc_writer<io_example_model_namespace::io_example_model,
stan::interface::recorder::csv,
stan::interface::recorder::csv,
stan::interface::recorder::messages>
writer(sample_recorder, diagnostic_recorder, message_recorder);
double warm = 0.193933;
double sampling = 0.483830;
writer.write_timing(warm, sampling, sample_recorder);
std::stringstream expected_stream;
expected_stream << std::endl;
expected_stream << "# Elapsed Time: " << warm << " seconds (Warm-up)" << std::endl;
expected_stream << "# " << sampling << " seconds (Sampling)" << std::endl;
expected_stream << "# " << warm + sampling << " seconds (Total)" << std::endl;
expected_stream << std::endl;
std::string line;
std::string expected_line;
// Line 1
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
// Line 2
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
// Line 3
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
// Line 4
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
// Line 5
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
EXPECT_EQ("", message_stream.str());
EXPECT_EQ("", output.str());
}
TEST(StanIoMcmcWriter, write_adapt_finish) {
// Model
std::fstream data_stream("", std::fstream::in);
stan::io::dump data_var_context(data_stream);
data_stream.close();
std::stringstream output;
io_example_model_namespace::io_example_model model(data_var_context, &output);
// Sample
Eigen::VectorXd real(2);
real(0) = 1.43;
real(1) = 2.71;
double log_prob = 3.14;
double accept_stat = 0.84;
stan::mcmc::sample sample(real, log_prob, accept_stat);
// Sampler
typedef boost::ecuyer1988 rng_t;
rng_t base_rng(0);
stan::mcmc::adapt_diag_e_nuts<io_example_model_namespace::io_example_model, rng_t>
sampler(model, base_rng, 0, 0);
sampler.seed(real);
// Writer
std::stringstream sample_stream;
std::stringstream diagnostic_stream;
std::stringstream message_stream;
stan::interface::recorder::csv sample_recorder(&sample_stream, "# ");
stan::interface::recorder::csv diagnostic_recorder(&diagnostic_stream, "# ");
stan::interface::recorder::messages message_recorder(&message_stream, "# ");
stan::io::mcmc_writer<io_example_model_namespace::io_example_model,
stan::interface::recorder::csv,
stan::interface::recorder::csv,
stan::interface::recorder::messages>
writer(sample_recorder, diagnostic_recorder, message_recorder);
writer.write_adapt_finish(&sampler);
std::stringstream expected_stream;
expected_stream << "# Adaptation terminated" << std::endl;
expected_stream << "# Step size = " << sampler.get_current_stepsize() << std::endl;
expected_stream << "# Diagonal elements of inverse mass matrix:" << std::endl;
expected_stream << "# " << sampler.z().mInv(0) << ", " << sampler.z().mInv(1) << std::endl;
std::string line;
std::string expected_line;
// Line 1
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
// Line 2
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
// Line 3
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
// Line 4
std::getline(expected_stream, expected_line);
std::getline(sample_stream, line);
EXPECT_EQ(expected_line, line);
std::getline(diagnostic_stream, line);
EXPECT_EQ(expected_line, line);
EXPECT_EQ("", message_stream.str());
EXPECT_EQ("", output.str());
}
