Automatically init model methods, add inc_warmup argument to unconstr…

…ain_draws

R/fit.R

@@ -348,9 +348,6 @@ init_model_methods <- function(seed = 1, verbose = FALSE, hessian = FALSE) {
             "errors that you encounter")
   }
   if (is.null(private$model_methods_env_$model_ptr)) {
-    if (verbose) {
-      message("Compiling additional model methods...")
-    }
     expose_model_methods(private$model_methods_env_, verbose, hessian)
   }
   if (!("model_ptr_" %in% ls(private$model_methods_env_))) {
@@ -527,6 +524,8 @@ CmdStanFit$set("public", name = "unconstrain_variables", value = unconstrain_var
 #' @param draws A `posterior::draws_*` object.
 #' @param format (string) The format of the returned draws. Must be a valid
 #'   format from the \pkg{posterior} package.
+#' @param inc_warmup (logical) Should warmup draws be included? Defaults to
+#'  `FALSE`.
 #'
 #' @examples
 #' \dontrun{
@@ -559,22 +558,25 @@ unconstrain_draws <- function(files = NULL, draws = NULL,
           call. = FALSE)
     }
     if (!is.null(files)) {
-      read_csv <- read_cmdstan_csv(files = files, format = "draws_matrix")
-      draws <- read_csv$post_warmup_draws
-    }
-    if (!is.null(draws)) {
-      draws <- maybe_convert_draws_format(draws, "draws_matrix")
-    }
-  } else {
-    if (is.null(private$draws_)) {
-      if (!length(self$output_files(include_failed = FALSE))) {
-        stop("Fitting failed. Unable to retrieve the draws.", call. = FALSE)
+      read_csv <- read_cmdstan_csv(files = files)
+      if (inc_warmup) {
+        draws <- posterior::bind_draws(read_csv$warmup_draws,
+                                        read_csv$post_warmup_draws,
+                                        along = "iteration")
+      } else {
+        draws <- read_csv$post_warmup_draws
+      }
+    } else if (!is.null(draws)) {
+      if (inc_warmup) {
+        message("'inc_warmup' cannot be used with a draws object. Ignoring.")
       }
-      private$read_csv_(format = "draws_df")
     }
-    draws <- maybe_convert_draws_format(private$draws_, "draws_matrix")
+  } else {
+    draws <- self$draws(inc_warmup = inc_warmup)
   }
 
+  draws <- maybe_convert_draws_format(draws, "draws_matrix")
+
   chains <- posterior::nchains(draws)
 
   model_par_names <- self$metadata()$stan_variables[self$metadata()$stan_variables != "lp__"]

R/utils.R

@@ -786,6 +786,9 @@ rcpp_source_stan <- function(code, env, verbose = FALSE, ...) {
 }
 
 expose_model_methods <- function(env, verbose = FALSE, hessian = FALSE) {
+  if (rlang::is_interactive()) {
+    message("Compiling additional model methods...")
+  }
   code <- c(env$hpp_code_,
             readLines(system.file("include", "model_methods.cpp",
                                   package = "cmdstanr", mustWork = TRUE)))
@@ -1034,7 +1037,9 @@ expose_stan_functions <- function(function_env, global = FALSE, verbose = FALSE)
       })
     }
   } else {
-    message("Compiling standalone functions...")
+    if (rlang::is_interactive()) {
+      message("Compiling standalone functions...")
+    }
     compile_functions(function_env, verbose, global)
   }
   invisible(NULL)

tests/testthat/test-model-methods.R

@@ -179,21 +179,34 @@ test_that("unconstrain_draws returns correct values", {
   mod <- cmdstan_model(write_stan_file(model_code),
                        compile_model_methods = TRUE,
                        force_recompile = TRUE)
-  fit <- mod$sample(data = list(N = 0), chains = 2)
+  fit <- mod$sample(data = list(N = 0), chains = 2, save_warmup = TRUE)
+  fit_no_warmup <- mod$sample(data = list(N = 0), chains = 2)
 
   x_draws <- fit$draws(format = "draws_df")$x
-
+  x_draws_warmup <- fit$draws(format = "draws_df", inc_warmup = TRUE)$x
+
   # Unconstrain all internal draws
   unconstrained_internal_draws <- fit$unconstrain_draws()
+  unconstrained_internal_draws_warmup <- fit$unconstrain_draws(inc_warmup = TRUE)
   expect_equal(as.numeric(x_draws), as.numeric(unconstrained_internal_draws))
-
+  expect_equal(as.numeric(x_draws_warmup), as.numeric(unconstrained_internal_draws_warmup))
+
+  expect_error({unconstrained_internal_draws <- fit_no_warmup$unconstrain_draws(inc_warmup = TRUE)},
+               "Warmup draws were requested from a fit object without them! Please rerun the model with save_warmup = TRUE.")
+
   # Unconstrain external CmdStan CSV files
   unconstrained_csv <- fit$unconstrain_draws(files = fit$output_files())
+  unconstrained_csv_warmup <- fit$unconstrain_draws(files = fit$output_files(),
+                                                    inc_warmup = TRUE)
   expect_equal(as.numeric(x_draws), as.numeric(unconstrained_csv))
+  expect_equal(as.numeric(x_draws_warmup), as.numeric(unconstrained_csv_warmup))
 
   # Unconstrain existing draws object
   unconstrained_draws <- fit$unconstrain_draws(draws = fit$draws())
   expect_equal(as.numeric(x_draws), as.numeric(unconstrained_draws))
+
+  expect_message(fit$unconstrain_draws(draws = fit$draws(), inc_warmup = TRUE),
+                 "'inc_warmup' cannot be used with a draws object. Ignoring.")
 
   # With a lower-bounded constraint, the parameter draws should be the
   # exponentiation of the unconstrained draws