cross-chain warmup

stan-dev · Feb 24, 2020 · 3958ee7 · 3958ee7
1 parent 2f477c5
commit 3958ee7
Show file tree

Hide file tree

Showing 82 changed files with 88,532 additions and 3 deletions.
diff --git a/.gitmodules b/.gitmodules
@@ -1,3 +1,4 @@
 [submodule "stan"]
 	path = stan
         url = https://github.com/stan-dev/stan
+        branch = mpi_warmup_v2
diff --git a/examples/arK-arK/0.output.csv b/examples/arK-arK/0.output.csv
diff --git a/examples/arK-arK/1.output.csv b/examples/arK-arK/1.output.csv
diff --git a/examples/arK-arK/2.output.csv b/examples/arK-arK/2.output.csv
diff --git a/examples/arK-arK/3.output.csv b/examples/arK-arK/3.output.csv
diff --git a/examples/arK-arK/arK-arK.data.R b/examples/arK-arK/arK-arK.data.R
@@ -0,0 +1,46 @@
+K <- 5
+
+T <- 200
+
+y <- c(
+  0.7293852753,  0.8297635923,  0.7839527091,  1.0259589105,  0.9696824412,
+  1.0828859218,  0.7063891465,  0.7769243971,  0.4618029476,  0.6385997565,
+  0.3742344429,  0.0854966416, -0.1260149233, -0.2934151326, -0.2617308802,
+ -0.3359221372, -0.5019895766, -0.6417399532, -0.6224629523, -0.8508997238,
+ -0.8678351807, -1.0163853144, -1.0558901454, -0.9694812319, -1.0672519169,
+ -0.8430989055, -0.6827006149, -0.4446573489, -0.5920387090, -0.5105689815,
+ -0.4178858435, -0.1736168751, -0.1072500940, -0.0355025516,  0.3432168459,
+  0.3841903414,  0.4960876950,  0.7084511605,  0.5962806615,  0.6414424152,
+  0.6513222735,  0.5942153484,  0.7779414176,  0.7307762325,  0.4822472694,
+  0.5320372234,  0.4851022175,  0.3685521219,  0.3533268113,  0.1633690002,
+  0.2530389410,  0.0006621430, -0.0157674958, -0.0144909054, -0.0252628993,
+ -0.0056256128, -0.3189177332, -0.0227791612, -0.0716865707, -0.1850182514,
+ -0.2350075682, -0.1243111880, -0.1304923565, -0.1994777726,  0.0775739320,
+ -0.1628522111,  0.0234645663, -0.0646807914,  0.0845324981,  0.0550150773,
+  0.1417424074,  0.0876638222, -0.0528467198,  0.0695217092, -0.1014499970,
+ -0.0688806547, -0.2512073227, -0.3902872828, -0.1676283611, -0.2791635517,
+ -0.3121253506, -0.2865502547, -0.4117701622, -0.4982098458, -0.5028522787,
+ -0.7394004480, -0.2492280924, -0.4710158859, -0.4645727076, -0.4457058117,
+ -0.2844237121, -0.0227786998, -0.0605507196,  0.0662256249,  0.1405232927,
+  0.2763394882,  0.3772233671,  0.6103044598,  0.8808694697,  0.7885174270,
+  0.8013632395,  0.6609678195,  0.8097669196,  0.8205077274,  0.9807562966,
+  0.7240388847,  0.9318587166,  0.8504881551,  0.4805918638,  0.5085811342,
+  0.4161126092,  0.3146685518, -0.0281539189, -0.0717016521, -0.1439206592,
+ -0.5223661051, -0.4033621109, -0.6886329349, -0.6947170572, -0.6496557077,
+ -0.9926992981, -0.9354098817, -0.8969864546, -0.9781523572, -1.0668406080,
+ -0.9535621424, -0.7570773682, -0.8425755431, -0.6977697431, -0.3165581858,
+ -0.3878217300, -0.0671166462, -0.0385154999,  0.0895646813,  0.1454578935,
+  0.1852131654,  0.3956127617,  0.6852644284,  0.5563107812,  0.7108445288,
+  0.7462804690,  0.6684519285,  0.6936535333,  0.7379992741,  0.6627708128,
+  0.6900939802,  0.6807304694,  0.3733191989,  0.4536740601,  0.3137682260,
+  0.4500334320, -0.0337947734,  0.0047340737, -0.0856874439,  0.1082543270,
+ -0.1398269720, -0.0429735449, -0.4541637356, -0.3326428149, -0.2333534103,
+ -0.2014612607, -0.1826792426, -0.2278848137, -0.0415383584, -0.1210077677,
+ -0.0724354048, -0.0482025571,  0.1580149098,  0.0583926960, -0.1117559432,
+ -0.0381725259,  0.1789819529, -0.0148415779,  0.0500966207, -0.1980592117,
+ -0.1400114013, -0.1746734639, -0.1767850853, -0.2154143864, -0.4144745850,
+ -0.3405434088, -0.4482790416, -0.6571159536, -0.3546433053, -0.5257081174,
+ -0.6564372310, -0.5245263017, -0.4758655851, -0.3631316786, -0.3366915389,
+ -0.3254437415,  0.0006694692,  0.2080422414,  0.0023164951,  0.1124752107,
+  0.3494037146,  0.4717023945,  0.5906600432,  0.6048634064,  0.9331979099)
+
diff --git a/examples/arK-arK/arK-arK.stan b/examples/arK-arK/arK-arK.stan
@@ -0,0 +1,27 @@
+data {
+  int<lower=0> K;
+  int<lower=0> T;
+  real y[T];
+}
+
+parameters {
+  real alpha;
+  real beta[K];
+  real<lower=0> sigma;
+}
+
+model {
+  alpha ~ normal(0, 10);
+  beta ~ normal(0, 10);
+  sigma ~ cauchy(0, 2.5);
+
+  for (t in (K+1):T) {
+    real mu;
+    mu = alpha;
+
+    for (k in 1:K)
+      mu = mu + beta[k] * y[t - k];
+
+    y[t] ~ normal(mu, sigma);
+  }
+}
diff --git a/examples/arK-arK/mpi.0.output.csv b/examples/arK-arK/mpi.0.output.csv
diff --git a/examples/arK-arK/mpi.1.output.csv b/examples/arK-arK/mpi.1.output.csv
diff --git a/examples/arK-arK/mpi.2.output.csv b/examples/arK-arK/mpi.2.output.csv
diff --git a/examples/arK-arK/mpi.3.output.csv b/examples/arK-arK/mpi.3.output.csv
diff --git a/examples/arK/0.output.csv b/examples/arK/0.output.csv
diff --git a/examples/arK/1.output.csv b/examples/arK/1.output.csv
diff --git a/examples/arK/2.output.csv b/examples/arK/2.output.csv
diff --git a/examples/arK/3.output.csv b/examples/arK/3.output.csv
diff --git a/examples/arK/arK.data.R b/examples/arK/arK.data.R
@@ -0,0 +1,46 @@
+K <- 5
+
+T <- 200
+
+y <- c(
+ 0.7293852753,  0.8297635923,  0.7839527091,  1.0259589105,  0.9696824412,
+ 1.0828859218,  0.7063891465,  0.7769243971,  0.4618029476,  0.6385997565,
+ 0.3742344429,  0.0854966416, -0.1260149233, -0.2934151326, -0.2617308802,
+-0.3359221372, -0.5019895766, -0.6417399532, -0.6224629523, -0.8508997238,
+-0.8678351807, -1.0163853144, -1.0558901454, -0.9694812319, -1.0672519169,
+-0.8430989055, -0.6827006149, -0.4446573489, -0.5920387090, -0.5105689815,
+-0.4178858435, -0.1736168751, -0.1072500940, -0.0355025516,  0.3432168459,
+ 0.3841903414,  0.4960876950,  0.7084511605,  0.5962806615,  0.6414424152,
+ 0.6513222735,  0.5942153484,  0.7779414176,  0.7307762325,  0.4822472694,
+ 0.5320372234,  0.4851022175,  0.3685521219,  0.3533268113,  0.1633690002,
+ 0.2530389410,  0.0006621430, -0.0157674958, -0.0144909054, -0.0252628993,
+-0.0056256128, -0.3189177332, -0.0227791612, -0.0716865707, -0.1850182514,
+-0.2350075682, -0.1243111880, -0.1304923565, -0.1994777726,  0.0775739320,
+-0.1628522111,  0.0234645663, -0.0646807914,  0.0845324981,  0.0550150773,
+ 0.1417424074,  0.0876638222, -0.0528467198,  0.0695217092, -0.1014499970,
+-0.0688806547, -0.2512073227, -0.3902872828, -0.1676283611, -0.2791635517,
+-0.3121253506, -0.2865502547, -0.4117701622, -0.4982098458, -0.5028522787,
+-0.7394004480, -0.2492280924, -0.4710158859, -0.4645727076, -0.4457058117,
+-0.2844237121, -0.0227786998, -0.0605507196,  0.0662256249,  0.1405232927,
+ 0.2763394882,  0.3772233671,  0.6103044598,  0.8808694697,  0.7885174270,
+ 0.8013632395,  0.6609678195,  0.8097669196,  0.8205077274,  0.9807562966,
+ 0.7240388847,  0.9318587166,  0.8504881551,  0.4805918638,  0.5085811342,
+ 0.4161126092,  0.3146685518, -0.0281539189, -0.0717016521, -0.1439206592,
+-0.5223661051, -0.4033621109, -0.6886329349, -0.6947170572, -0.6496557077,
+-0.9926992981, -0.9354098817, -0.8969864546, -0.9781523572, -1.0668406080,
+-0.9535621424, -0.7570773682, -0.8425755431, -0.6977697431, -0.3165581858,
+-0.3878217300, -0.0671166462, -0.0385154999,  0.0895646813,  0.1454578935,
+ 0.1852131654,  0.3956127617,  0.6852644284,  0.5563107812,  0.7108445288,
+ 0.7462804690,  0.6684519285,  0.6936535333,  0.7379992741,  0.6627708128,
+ 0.6900939802,  0.6807304694,  0.3733191989,  0.4536740601,  0.3137682260,
+ 0.4500334320, -0.0337947734,  0.0047340737, -0.0856874439,  0.1082543270,
+-0.1398269720, -0.0429735449, -0.4541637356, -0.3326428149, -0.2333534103,
+-0.2014612607, -0.1826792426, -0.2278848137, -0.0415383584, -0.1210077677,
+-0.0724354048, -0.0482025571,  0.1580149098,  0.0583926960, -0.1117559432,
+-0.0381725259,  0.1789819529, -0.0148415779,  0.0500966207, -0.1980592117,
+-0.1400114013, -0.1746734639, -0.1767850853, -0.2154143864, -0.4144745850,
+-0.3405434088, -0.4482790416, -0.6571159536, -0.3546433053, -0.5257081174,
+-0.6564372310, -0.5245263017, -0.4758655851, -0.3631316786, -0.3366915389,
+-0.3254437415,  0.0006694692,  0.2080422414,  0.0023164951,  0.1124752107,
+ 0.3494037146,  0.4717023945,  0.5906600432,  0.6048634064,  0.9331979099)
+
diff --git a/examples/arK/arK.stan b/examples/arK/arK.stan
@@ -0,0 +1,27 @@
+data {
+  int<lower=0> K;
+  int<lower=0> T;
+  real y[T];
+}
+
+parameters {
+  real alpha;
+  real beta[K];
+  real<lower=0> sigma;
+}
+
+model {
+  alpha ~ normal(0, 10);
+  beta ~ normal(0, 10);
+  sigma ~ cauchy(0, 2.5);
+
+  for (t in (K+1):T) {
+    real mu;
+    mu = alpha;
+
+    for (k in 1:K)
+      mu = mu + beta[k] * y[t - k];
+
+    y[t] ~ normal(mu, sigma);
+  }
+}