error when calculating unconstrained values for lower triangular matrix parameter

Summary:

The function ".upars" does not work for parameters defined as lower triangular matrices (e.g. cholesky_factor_corr).

Description:

Choosing the option unconstrain = T when plotting parameters in rstan does not work
when one of the parameters defined in the stan model is a lower triangular matrix.
The reason is that in the function .upars parameter names for the complete matrix are defined,
whereas the function unconstrain_pars returns only the values for the lower triangular matrix.

adding the following lines of code to the .upars function removes the bug:

cpp_code = strsplit(get_cppcode(get_stanmodel(object)), "\n")[[1]]
rms = c()
for (p in pblock) {
  par_mentions = grep(paste0("(",p,")"), 
                                     fixed = TRUE, value = TRUE, 
                                     x = cpp_code)
  if (length(grep("cholesky_corr",par_mentions)) > 0) {
    for (v in grep(p,param_names)) {
      if (diff(as.numeric(strsplit(x = param_names[v],
                                   split = c("\\[|\\]|,"))[[1]][2:3])) > -1) { rms = c(v,rms)}
      }
    }
  }
param_names = param_names[-rms]

This solution checks only for parameters of the type "cholesky_factor_corr" and could of course be extended to other types that are lower triangular or similar.

Reproducible Steps:

1. Fit any model that includes a parameters defined as a lower triangular matrix.
2. Try e.g. stan_trace(stanfit, unconstrain = T)

Current Output:

Error message, e.g.:
Error in names(plist) <- param_names :
'names' attribute [781] must be the same length as the vector [430]

Expected Output:

Correct vector of parameter names for unconstrained parameters.

RStan Version:

2.11.1

R Version:

3.3.0

Operating System:

Windows 7 Professional

Start by tracing the .upars function and its use of unconstrain_pars when stan_trace is called with unconstrain = T. Reproduce the mismatch with a model containing a lower triangular parameter, then verify that the generated parameter names match the unconstrained values and that plotting completes without the names-length error.