Error reading sampler diagnostics from a previously saved CmdStanFit object when fixed_param is TRUE

[wlandau]

It appears that if a CmdStanFit object is created with fixed_param = TRUE and saved to disk, the retrieved object cannot load sampler diagnostics. (I'm not sure it makes sense to look at diagnostics if the MCMC did not move, but a user reported this at ropensci/stantargets#68.)

cmdstanr::cmdstan_version()
#> [1] "2.35.0"
  
packageVersion("cmdstanr")
#> [1] '0.8.1.9000'

packageDescription("cmdstanr")$GithubSHA1
#> [1] "a9e253616511327c53de9946d816177587ad181e"

callr::r(function() {
  library(cmdstanr)
  lines <- "
    data {
    int <lower = 1> n;
      vector[n] x;
      vector[n] y;
      real true_beta;
    }
    parameters {
      real beta;
    }
    model {
      y ~ normal(x * beta, 1);
      beta ~ normal(0, 1);
    }
    generated quantities {
      real beta_sim = normal_rng(0, 1);
      vector[n] y_sim;
      for (i in 1:n) {
        y_sim[i] = normal_rng(x[i] * beta, 1);
      }
    }
  "
  writeLines(lines, "x.stan")
  model <- cmdstan_model("x.stan")
  generate_data <- function(n = 10) {
    true_beta <- stats::rnorm(n = 1, mean = 0, sd = 1)
    x <- seq(from = -1, to = 1, length.out = n)
    y <- stats::rnorm(n, x * true_beta, 1)
    list(n = n, x = x, y = y, true_beta = true_beta)
  }
  fit <- model$sample(data = generate_data(), fixed_param = TRUE)
  fit$save_object("fit.rds")
  invisible()
})
#> NULL

fit <- readRDS("fit.rds")
fit$sampler_diagnostics()
#> Error in read_cmdstan_csv(files = self$output_files(include_failed = FALSE), : Assertion on 'files' failed: File does not exist: '/var/folders/4v/vh7xp8553lsbl49svl48g7p00000gp/T/RtmpM4WhNk/x-202411131414-1-6d70de.csv'.

^{Created on 2024-11-13 with reprex v2.1.1}

Session info

sessioninfo::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
#>  setting  value
#>  version  R version 4.4.0 (2024-04-24)
#>  os       macOS 15.1
#>  system   aarch64, darwin20
#>  ui       X11
#>  language (EN)
#>  collate  en_US.UTF-8
#>  ctype    en_US.UTF-8
#>  tz       America/Indiana/Indianapolis
#>  date     2024-11-13
#>  pandoc   3.2 @ /Applications/RStudio.app/Contents/Resources/app/quarto/bin/tools/aarch64/ (via rmarkdown)
#> 
#> ─ Packages ───────────────────────────────────────────────────────────────────
#>  package        * version    date (UTC) lib source
#>  abind            1.4-8      2024-09-12 [1] CRAN (R 4.4.1)
#>  backports        1.5.0      2024-05-23 [1] CRAN (R 4.4.0)
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#>  cmdstanr         0.8.1.9000 2024-11-13 [1] Github (stan-dev/cmdstanr@a9e2536)
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#> 
#> ──────────────────────────────────────────────────────────────────────────────

[mitzimorris]

the fixed param sampler doesn't emit any diagnostics - there is nothing to report.

cf: src/stan/mcmc/fixed_param_sampler.hpp.

[jgabry]

Yeah, like @mitzimorris said, there are no diagnostics in this case. I'll make a PR with a better error message and ensure the behavior is the same regardless of whether or not the object is a previously saved object. Thanks for reporting this.

[jgabry]

Should be fixed by #1033