Skip to content

parameterTransform handles multivariate user dists, with a warning #1532

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
paciorek merged 4 commits into from
Jun 20, 2025
Merged

parameterTransform handles multivariate user dists, with a warning #1532

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
69528e0
parameterTransform handles multivariate user dists, with a warning
danielturek Feb 26, 2025
63b86ce
Fix boolean operator.
paciorek Jun 19, 2025
01eeab1
Rework new messages with verbosity system.
paciorek Jun 20, 2025
ba08ef1
Fix missing commas in warnings.
paciorek Jun 20, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 2 additions & 1 deletion packages/nimble/R/options.R
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -215,7 +215,8 @@ nimOptimMethod("bobyqa",
MCMCwarnUnsampledStochasticNodes = TRUE,
MCMCRJcheckHyperparam = TRUE,
MCMCenableWAIC = FALSE,
MCMCuseBarkerAsDefaultMV = FALSE,
MCMCuseBarkerAsDefaultMV = FALSE,
parameterTransformWarnUserDists = TRUE,
useClearCompiledInADTesting = TRUE,
unsupportedDerivativeHandling = 'error', # default is error, other options are 'warn' and 'ignore'. Handled in updateADproxyModelMethods in cppDefs_nimbleFunction.R
errorIfMissingNFVariable = TRUE,
Expand Down
22 changes: 17 additions & 5 deletions packages/nimble/R/parameterTransform.R
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -97,7 +97,7 @@ parameterTransform <- nimbleFunction(
## 3: scalar interval-constrained (0, 1)
## 4: scalar semi-interval (-Inf, b) or (a, Inf)
## 5: scalar interval-constrained (a, b)
## 6: multivariate {normal, t, CAR}
## 6: multivariate {normal, t, CAR} and multivariate user-defined distributions
## 7: multivariate {wishart, inverse-wishart}
## 8: multivariate dirichlet
## 9: LKJ
Expand Down Expand Up @@ -171,15 +171,27 @@ parameterTransform <- nimbleFunction(
if(length(all.vars(lowerBdExpr)) > 0) stop('Node ', node, ' appears to have a non-constant lower bound, which cannot be used in parameterTransform.')
if(length(all.vars(upperBdExpr)) > 0) stop('Node ', node, ' appears to have a non-constant upper bound, which cannot be used in parameterTransform.')
} else { ## some other distribution with finite support
message(' [Warning] `parameterTransform` system cannot process the ', dist, ' distribution of node ', node, '.\n The upper and lower bounds of the ', dist, ' distribution must be constant.\n If you\'re uncertain about this, please get in touch with the NIMBLE development team.')
messageIfVerbose(' [Warning] `parameterTransform` system cannot process the `', dist, '`\n',
' distribution for node `', node, '. The upper and lower bounds\n',
' of `', dist, '` must be constant.\n')
}
transformType[i] <- 5L
transformData[i,DATA1] <- bounds[1] ## formerly lowerBound
transformData[i,DATA2] <- bounds[2] - bounds[1] ## formerly range
next }
stop(paste0('`parameterTransform` system doesn\'t have a transformation for the bounds of node: ', node, ', which are (', bounds[1], ', ', bounds[2], ')'))
stop('`parameterTransform` system doesn\'t have a transformation for the bounds of node: ', node, ', which are (', bounds[1], ', ', bounds[2], ')')
} else { ## multivariate
if(dist %in% c('dmnorm', 'dmvt', 'dcar_normal', 'dcar_proper')) { ## 6: multivariate {normal, t, CAR}; also set for non-scalar determ nodes when allowDeterm is TRUE
if(dist %in% c('dmnorm', 'dmvt', 'dcar_normal', 'dcar_proper') || ## 6: multivariate {normal, t, CAR},
isUserDefined(dist)) ## all multivariate user-defined distributions,
{ ## and non-scalar determ nodes when allowDeterm is TRUE
if(isUserDefined(dist) && getNimbleOption('parameterTransformWarnUserDists'))
messageIfVerbose(
' [Warning] `parameterTransform` system detected multivariate user-defined\n',
' distribution `', dist, '`. No transformation will be applied\n',
' to any dimension of the `x` values of `', dist, '`.\n',
' If some values of `x` are not valid, you may encounter errors.\n',
' This warning can be disabled using\n',
' `nimbleOptions(parameterTransformWarnUserDists = FALSE)`.')
transformType[i] <- 6L
d <- length(model$expandNodeNames(node, returnScalarComponents = TRUE))
transformData[i,NIND2] <- transformData[i,NIND1] + d - 1
Expand Down Expand Up @@ -211,7 +223,7 @@ parameterTransform <- nimbleFunction(
transformData[i,DATA1] <- d
transformData[i,DATA2] <- p
next }
stop(paste0('parameterTransform doesn\'t handle \'', dist, '\' distributions.'), call. = FALSE)
stop('parameterTransform doesn\'t handle \'', dist, '\' distributions.', call. = FALSE)
}
}
if(nNodes == 0) {
Expand Down
Loading