return value of optimizing omits log_p and log_g
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Description
Summary:
The documentation for rstan::optimizing says that the return value includes components log_p and log_g if draws>0. It does not.
Description:
See above.
Reproducible Steps:
Run the following lines:
m <- rstan::stan_model(model_code = 'data { int N; vector[N] y; } parameters {real mu; real<lower=0> sigma; } transformed parameters { real mu1 = 2.0 * mu; } model {y ~ normal(mu,sigma); }')
f <- rstan::optimizing(m, hessian = TRUE, draws=10, data=list(N=1000, y=rnorm(1000, 0.5, 1)))
Current Output:
The return value f contains only par, value, return_code, hessian, and theta_tilde.
Expected Output:
There should be components log_p, described in the documentation as "a vector of length draws that contains the value of the log-posterior evaluated at each row of theta_tilde", and log_g, described in the documentation as "a vector of length draws that contains the value of the logarithm of the multivariate normal density evaluated at each row of theta_tilde."
RStan Version:
2.18.1
R Version:
R version 3.4.3 (2017-11-30)
Operating System:
macOS High Sierra (Version 10.13.6)
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First steps
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Research direction
Run the reproducible R example with rstan::optimizing and inspect the returned components of f. Compare those components with the documented log_p and log_g descriptions, then update the implementation or documentation so the documented return value and actual result agree; verify the behavior with a focused test or reproduction.
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Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100