Bump version to 2.39.0

Author: andrjohns

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: StanEstimators
 Title: Estimate Parameters for Arbitrary R Functions using 'Stan'
-Version: 0.3.1
+Version: 0.4.0
 Authors@R: c(
   person(given = c("Andrew", "R."), family = "Johnson", role = c("aut", "cre"),
           email = "andrew.johnson@arjohnsonau.com",

src/include/cmdstan/command_helper.hpp

@@ -528,7 +528,7 @@ Eigen::VectorXd get_laplace_mode(const std::string &fname,
  * @param model Stan model
  * @return vector of vectors of parameter estimates
  */
-std::vector<std::vector<double>> get_uparams_r(
+inline std::vector<std::vector<double>> get_uparams_r(
     const std::string &fname, const stan::model::model_base &model) {
   size_t u_params_cols = 0;
   size_t u_params_rows = 0;
@@ -559,8 +559,8 @@ std::vector<std::vector<double>> get_uparams_r(
   std::vector<std::vector<double>> params_r_ind(
       u_params_rows, std::vector<double>(u_params_cols));
   size_t idx = 0;
-  for (size_t i = 0; i < u_params_rows; ++i) {
-    for (size_t j = 0; j < u_params_cols; ++j) {
+  for (size_t j = 0; j < u_params_cols; ++j) {
+    for (size_t i = 0; i < u_params_rows; ++i) {
       params_r_ind[i][j] = *(u_params_r.data() + idx);
       ++idx;
     }
@@ -577,9 +577,10 @@ std::vector<std::vector<double>> get_uparams_r(
  * @param params_set array of unconstrained parameter values
  * @
  */
-void services_log_prob_grad(const stan::model::model_base &model, bool jacobian,
-                            std::vector<std::vector<double>> &params_set,
-                            stan::callbacks::writer &output) {
+inline void services_log_prob_grad(const stan::model::model_base &model,
+                                   bool jacobian,
+                                   std::vector<std::vector<double>> &params_set,
+                                   stan::callbacks::writer &output) {
   // header
   std::vector<std::string> p_names{"lp__"};
   model.unconstrained_param_names(p_names, false, false);

src/include/cmdstan/version.hpp

@@ -12,7 +12,7 @@
 #endif
 
 #define CMDSTAN_MAJOR 2
-#define CMDSTAN_MINOR 38
+#define CMDSTAN_MINOR 39
 #define CMDSTAN_PATCH 0
 
 namespace cmdstan {

src/include/estimator/estimator.hpp

@@ -1,4 +1,4 @@
-// Code generated by stanc v2.38.0
+// Code generated by stanc v2.39.0
 #include <stan/model/model_header.hpp>
 namespace estimator_model_namespace {
 using stan::model::model_base_crtp;
@@ -129,7 +129,7 @@ class estimator_model final : public model_base_crtp<estimator_model> {
     return "estimator_model";
   }
   inline std::vector<std::string> model_compile_info() const noexcept {
-    return std::vector<std::string>{"stanc_version = stanc3 v2.38.0",
+    return std::vector<std::string>{"stanc_version = stanc3 v2.39.0",
              "stancflags = --O1 --allow-undefined"};
   }
   // Base log prob
@@ -462,4 +462,4 @@ new_model(stan::io::var_context& data_context, unsigned int seed,
 stan::math::profile_map& get_stan_profile_data() {
   return estimator_model_namespace::profiles__;
 }
-#endif
+#endif

src/include/stan/io/stan_csv_reader.hpp

@@ -300,7 +300,9 @@ class stan_csv_reader {
           double warmup;
           std::stringstream(line.substr(left, right - left)) >> warmup;
           timing.warmup += warmup;
-        } else if (line.find("(Sampling)") != std::string::npos) {
+        } else if (line.find("(Sampling)") != std::string::npos
+                   || line.find("(Generated Quantities)")
+                          != std::string::npos) {
           int left = 17;
           int right = line.find(" seconds");
           double sampling;

src/include/stan/math/fwd/fun.hpp

@@ -116,6 +116,7 @@
 #include <stan/math/fwd/fun/tcrossprod.hpp>
 #include <stan/math/fwd/fun/tgamma.hpp>
 #include <stan/math/fwd/fun/to_fvar.hpp>
+#include <stan/math/fwd/fun/trace_dot.hpp>
 #include <stan/math/fwd/fun/trace_quad_form.hpp>
 #include <stan/math/fwd/fun/trigamma.hpp>
 #include <stan/math/fwd/fun/trunc.hpp>

src/include/stan/math/fwd/fun/atan.hpp

@@ -22,7 +22,7 @@ inline fvar<T> atan(const fvar<T>& x) {
  *
  * @tparam T autodiff value type
  * @param[in] z argument
- * @return arc tanget of the argument
+ * @return arc tangent of the argument
  */
 template <typename T>
 inline std::complex<fvar<T>> atan(const std::complex<fvar<T>>& z) {

src/include/stan/math/fwd/fun/read_fvar.hpp

@@ -32,7 +32,7 @@ class read_fvar_functor {
 
 /**
  * Function applying the read_fvar_functor to extract the values
- * and tangets of a given fvar matrix into separate matrices.
+ * and tangents of a given fvar matrix into separate matrices.
  *
  * @tparam EigFvar type of the Eigen container of fvar.
  * @tparam EigOut type of the Eigen containers to copy to

src/include/stan/math/fwd/fun/trace_dot.hpp

@@ -0,0 +1,37 @@
+#ifndef STAN_MATH_FWD_FUN_TRACE_DOT_HPP
+#define STAN_MATH_FWD_FUN_TRACE_DOT_HPP
+
+#include <stan/math/fwd/core.hpp>
+#include <stan/math/fwd/fun/multiply.hpp>
+#include <stan/math/prim/err.hpp>
+#include <stan/math/prim/fun/trace.hpp>
+
+namespace stan {
+namespace math {
+
+/**
+ * Compute the trace of the product of two matrices with
+ * forward-mode autodiff support.
+ *
+ * @tparam EigMat1 A type either inheriting from `Eigen::DenseBase` or a
+ * `var_value` with an inner type inheriting from `Eigen::DenseBase`
+ * @tparam EigMat2 A type either inheriting from `Eigen::DenseBase` or a
+ * `var_value` with an inner type inheriting from `Eigen::DenseBase`
+ *
+ * @param A first matrix (m x n)
+ * @param B second matrix (n x m)
+ * @return trace of A * B
+ * @throw std::invalid_argument if A and B have incompatible dimensions
+ */
+template <typename EigMat1, typename EigMat2,
+          require_all_eigen_t<EigMat1, EigMat2>* = nullptr,
+          require_any_vt_fvar<EigMat1, EigMat2>* = nullptr>
+inline return_type_t<EigMat1, EigMat2> trace_dot(EigMat1&& A, EigMat2&& B) {
+  check_size_match("trace_dot", "A.cols()", A.cols(), "B.rows()", B.rows());
+  check_size_match("trace_dot", "A.rows()", A.rows(), "B.cols()", B.cols());
+  return trace(multiply(std::forward<EigMat1>(A), std::forward<EigMat2>(B)));
+}
+
+}  // namespace math
+}  // namespace stan
+#endif

src/include/stan/math/fwd/functor/finite_diff.hpp

@@ -51,8 +51,8 @@ inline auto aggregate_tangent(const FuncTangent& tangent, const InputArg& arg) {
 
 /**
  * Construct an fvar<T> where the tangent is calculated by finite-differencing.
- * Finite-differencing is only perfomed where the scalar type to be evaluated is
- * `fvar<T>.
+ * Finite-differencing is only performed where the scalar type to be evaluated
+ * is `fvar<T>.
  *
  * Higher-order inputs (i.e., fvar<var> & fvar<fvar<T>>) are also implicitly
  * supported through auto-diffing the finite-differencing process.
@@ -95,8 +95,8 @@ inline auto finite_diff(const F& func, const TArgs&... args) {
 
 /**
  * Construct an fvar<T> where the tangent is calculated by finite-differencing.
- * Finite-differencing is only perfomed where the scalar type to be evaluated is
- * `fvar<T>.
+ * Finite-differencing is only performed where the scalar type to be evaluated
+ * is `fvar<T>.
  *
  * This overload is used when no fvar<T> arguments are passed and simply
  * evaluates the functor with the provided arguments.