Interface Changeover (#793)

* Add interface, initial integration, working guide for interface.

* Merge branch 'master' into csp/interface-pt1

* Initial work on HMC

* Added `transitions_init` function

* More work.

* Add sampler state type.

* SMC is working now.

* Imports

* Allow chains to take kwargs, import Chains function

* More work on interface.

* Updates for PG

* Added default sample_init! for chain resumption

* Silenced annoying warning.

* Imported the set_resume! function.

* Created set_resume! to resume chains.

* Tidying up the particle samplers.

* MH work.

* Typing changes, typo fixes

* Interface updates, IS, MH are done, and HMC beginnings.

* Fix interface typo

* Deleted mistakenly added file.

* HMC works, NUTS/HMCDA doesn't.

* Added callback functionality to interface.

* Fixed spacing.

* Initial work on Gibbs.

* HMC, NUTS, HMCDA now work with the new interface.

* Added an additional ease-of-use interface function for step functions.

* Work on Gibbs API updates.

* More work on Gibbs.

* Set Gibbs to use regular Transition type.

* Minor changes.

* Fixed PG, SMC.

* Add SMC to Gibbs components.

* Move contributed samplers to `contrib/inference` folder.

* Remove SMC from Gibbs.

* Moved PMMH, IPMCMC to contrib folder.

* Set up contribution folder.

* Move to new function format for HMC.

* Link all HMC.

* HMC test updates.

* link! and invlink! for dynamic HMC parameter initialization.

* Fixed variable name updates.

* Fixed kwargs bug.

* Test updates.

* Always call Sampler with `model`

* DynamicHMC support.

* Allow runmodel! with SampleFromUniform and SampleFromPrior

* Misc. updates.

* Allowed Gibbs to use the previous transition object.

* More specific dispatch for HMC.

* Commented out particle samplers that may not be supported.

* Test updates.

* Fixed type parameter for ParticleTransition

* Removed transition allocation for Gibbs step (unused)

* HMC updates, moved tests.

* Corrected sampler linking.

* Test updates, Gibbs fixes.

* Improvements to use getparams, updated

* fix mapreduce error

* fix the fix

* Empty space returns all indices now.

* Test updates.

* Test fixes, improvements to chain construction and VarInfo parameter retrieval.

* Test updates.

* Test updates (again)

* Minor updates to parameter retrieval, name construction.

* Minor updates to parameter retrieval, name construction.

* Revert "Minor updates to parameter retrieval, name construction."

This reverts commit 626d410.

* Revert "Merge branch 'master' into csp/interface-pt2"

This reverts commit 9a47abc, reversing
changes made to cb811e9.

* Added istrans function as a shortcut

* HMC improvements and test updates.

* Test improvements, varname changes.

* VarName updates.

* Fixed all the VarName stuff, thanks @mohamed82008.

* Test fixes.

* Fixed gids, idcs lengths.

* Moved interface tools into separate file.

* Added interfacel.jl

* Remove isnothing in favor of x === nothing for compat reasons.

* Lower bound MCMCChains.

* Update manifest.

* Remove another isnothing( ) call.

* Cleanup: copied `docs` folder from master.

* Cleanup: fixed a few strange git merge errors by hand.

* SamplerState => AbstractSamplerState, fixed constructor.

* Added VI back in.

* Fixed exports

* Fixed variational files.

* Add sample_init! and step! functions for DynamicHMC

* Add VI tests in.

* Recover ad.jl changes.

* Add ad.jl tests.

* Update AdvancedSMC, use an hmc.jl convention.

* Add assert statement for resume_from.

* Move tonametuple to RandomVariables.jl

* Fixed docstring for tonamedtuple

* BlankState => SamplerState

* Add back changes from #860

* Revert "Add back changes from #860"

This reverts commit fedd004.

* final_logevidence => average_logevidence

* Added comment to _getidcs

* Exports and AdvancedSMC removal of weight field.

* Test fixes, SMC updates.

* Update SMC(n_particles) to just SMC().

* Remove ~isempty check for updategid!

* Commenting on Gibbs gid, removed old IS sampler signature.

* Consolidate default interface extensions.

* Removed old Sample code, removed a comment from RV, updated runtests.

* Add distributions.jl tests back in.

* Some doc fixes

* Fixed a minor bug with chain sections.

* Updated interface guide.

* Add initialize_theta, remove sample_end for DHMC

* Allow parameter initialization for SMC

* HMC pass RNG, functionalized parameter init

* Convert internals to NamedTuple, add init theta

* Updated max tree depth and init_theta

* Set NUTS to DiagEuclidian

* Allow users to disable the progress meter.

* Add a comment to clarify state_bad.

* Fixed an overwritten function.

* Allow DynamicHMC to use parameter init.

* Fixed performance regression in hmc_step

* Removed a bad file.

* Gibbs updates, HMC fixes?

* Added bad AD fix.

* Fixed misspelled function.

* Reverted HMC performance fix.

* update the new AHMC interface

* fix interface bug; change tests to use NUTS

* rename internal step size for HMCDA and NUTS to simply ϵ (interface unchanged); unify the HMCState initalizer

* update AHMC interface

* Support AHMC callback, new HamiltonianTransition type.

* Allowed use of Turing's global PROGRESS

* update name and fix next! bug

* Remove InterfaceExtensions.jl

* Rename tests for interface implementations.

* Fixed runtests.jl.

* Bound DynamicHMC to [1.0-2.0)

* Lower bound AHMC at 0.2.4

* Delete Manifest.

* Removed ref to missing file.

* Update incomplete sentence.

* Typing DHMC

* Ignore manifest.

* Minor RandomVariables updates.

* Cleaning particle code, parametric typing

* Typing Gibbs

* Some HMC typing.

* Removing getparams

* Typing IS and MH

* Typing IS

* Remove unintentionally added files.

* Remove weird comments in test file.

* Unbreaking things.

* Fixed IS

* Fixed DynamicHMC imports.

* Switched a compiler test to HMC instead of NUTS.

* improve docstring

* remove a space

* Formatting and tidying.

* Add docstring to GibbsState, removed subsamples.

* Rename spl_bad and state_bad.

* Fixed dim issue, consolidated gen_metric

* Remove dim insertion, added update call to hmc.jl.

* Added resize! call to sample_init! for HMC.

* Fixed preconditioner call bug.

* Change TruncatedNormal to Uniform

* Remove cache folder.

* Tidied AdvancedSMC.

* Minor bugfix for SMC.

* Add update back to HMC code, add test.

* fix adaptor init bug

* fix SMC constructor bug (missing type info)

* make HMC test more robust

* Changed transition to use full struct name.

* Remove docs/site

* Removed experimental functions.

* Style updates, docstring improvements.

* Fix Chains constructor bug.

* Removed progress kwarg from default callback.

* Docstring update.

* Allow the use of progress_style=:plain to use the basic progress bar.

* increment version number

.gitignore

@@ -21,3 +21,4 @@ docs/.gems/
 docs/Gemfile.lock
 
 .DS_Store
+Manifest.toml