update docs and main function signature

R/args.R

@@ -914,7 +914,7 @@ validate_variational_args <- function(self) {
   if (!is.null(self$eval_elbo)) {
     self$eval_elbo <- as.integer(self$eval_elbo)
   }
-  checkmate::assert_integerish(self$output_samples, null.ok = TRUE,
+  checkmate::assert_inset_cmdstan_pathtegerish(self$output_samples, null.ok = TRUE,
                                lower = 1, len = 1, .var.name = "draws")
   if (!is.null(self$output_samples)) {
     self$output_samples <- as.integer(self$output_samples)
@@ -972,8 +972,14 @@ validate_pathfinder_args <- function(self) {
   if (!is.null(self$save_single_paths)) {
     self$save_single_paths <- 0
   }
+  if (!is.null(self$psis_resample) && is.logical(self$psis_resample)) {
+    self$psis_resample = as.integer(self$psis_resample)
+  }
   checkmate::assert_integerish(self$psis_resample, null.ok = TRUE,
                                lower = 0, upper = 1, len = 1)
+  if (!is.null(self$calculate_lp) && is.logical(self$calculate_lp)) {
+    self$calculate_lp = as.integer(self$calculate_lp)
+  }
   checkmate::assert_integerish(self$calculate_lp, null.ok = TRUE,
                                lower = 0, upper = 1, len = 1)
 

R/model.R

@@ -1884,6 +1884,17 @@ CmdStanModel$set("public", name = "variational", value = variational)
 #'   calculating the ELBO of the approximation at each iteration of LBFGS.
 #' @param save_single_paths (logical) Whether to save the results of single
 #'   pathfinder runs in multi-pathfinder.
+#' @param psis_sample (logical) Whether to perform pareto smoothed importance sampling.
+#'  If `TRUE`, the number of draws returned will be equal to `draws`.
+#'  If `FALSE`, the number of draws returned will be equal to `single_path_draws * num_paths`.
+#' @param calculate_lp (logical) Whether to calculate the log probability of the draws.
+#' If `TRUE`, the log probability will be calculated and given in the output.
+#' If `FALSE`, the log probability will only be returned for draws used to determine the
+#'  ELBO in the pathfinder steps. All other draws will have a log probability of `NA`.
+#'  A value of `FALSE` will also turn off pareto smoothed importance sampling as the
+#'  lp calculation is needed for PSIS.
+#' @param save_single_paths (logical) Whether to save the results of single
+#'   pathfinder runs in multi-pathfinder.
 #' @return A [`CmdStanPathfinder`] object.
 #'
 #' @template seealso-docs
@@ -1912,6 +1923,8 @@ pathfinder <- function(data = NULL,
                        max_lbfgs_iters = NULL,
                        num_elbo_draws = NULL,
                        save_single_paths = NULL,
+                       psis_resample = NULL,
+                       calculate_lp = NULL,
                        show_messages = TRUE,
                        show_exceptions = TRUE) {
   procs <- CmdStanProcs$new(
@@ -1937,7 +1950,9 @@ pathfinder <- function(data = NULL,
     num_paths = num_paths,
     max_lbfgs_iters = max_lbfgs_iters,
     num_elbo_draws = num_elbo_draws,
-    save_single_paths = save_single_paths
+    save_single_paths = save_single_paths,
+    psis_resample = psis_resample,
+    calculate_lp = calculate_lp
   )
   args <- CmdStanArgs$new(
     method_args = pathfinder_args,

tests/testthat/test-model-pathfinder.R

@@ -1,6 +1,6 @@
 context("model-pathfinder")
 
-set_cmdstan_path()
+set_cmdstan_path("/mnt/home/sbronder/opensource/stan/origin/cmdstan")
 stan_program <- testing_stan_file("bernoulli")
 mod <- testing_model("bernoulli")
 stan_program_fp <- testing_stan_file("bernoulli_fp")