Merge pull request #74 from hyunjimoon/rename_gen_quants

Rename gen quants to derived quantities

Author: martinmodrak

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: SBC
 Title: Simulation Based Calibration for rstan/cmdstanr models
-Version: 0.1.1.9000
+Version: 0.2.0.9000
 Authors@R: 
     c(person(given = "Shinyoung",
            family = "Kim",

NAMESPACE

@@ -90,6 +90,7 @@ export(SBC_print_example_model)
 export(SBC_results)
 export(SBC_statistics_from_single_fit)
 export(bind_datasets)
+export(bind_derived_quantities)
 export(bind_generated_quantities)
 export(bind_results)
 export(calculate_prior_sd)
@@ -98,11 +99,13 @@ export(calculate_sds_draws_matrix)
 export(check_all_SBC_diagnostics)
 export(cjs_dist)
 export(compute_SBC)
+export(compute_dquants)
 export(compute_gen_quants)
 export(compute_results)
 export(data_for_ecdf_plots)
 export(default_chunk_size)
 export(default_cores_per_fit)
+export(derived_quantities)
 export(draws_rvars_to_standata)
 export(draws_rvars_to_standata_single)
 export(empirical_coverage)
@@ -123,6 +126,7 @@ export(recompute_statistics)
 export(set2set)
 export(validate_SBC_datasets)
 export(validate_SBC_results)
+export(validate_derived_quantities)
 export(validate_generated_quantities)
 export(wasserstein)
 import(ggplot2)

R/derived-quantities.R

@@ -0,0 +1,162 @@
+#' Create a definition of derived quantities evaluated in R.
+#'
+#' When the expression contains non-library functions/objects, and parallel processing
+#' is enabled, those must be
+#' named in the `.globals` parameter (hopefully we'll be able to detect those
+#' automatically in the future). Note that [recompute_SBC_statistics()] currently
+#' does not use parallel processing, so `.globals` don't need to be set.
+#'
+#' @param ... named expressions representing the quantitites
+#' @param .globals A list of names of objects that are defined
+#' in the global environment and need to present for the gen. quants. to evaluate.
+#' It is added to the `globals` argument to [future::future()], to make those
+#' objects available on all workers.
+#' @examples
+#'# Derived quantity computing the total log likelihood of a normal distribution
+#'# with known sd = 1
+#'normal_lpdf <- function(y, mu, sigma) {
+#'  sum(dnorm(y, mean = mu, sd = sigma, log = TRUE))
+#'}
+#'
+#'# Note the use of .globals to make the normal_lpdf function available
+#'# within the expression
+#'log_lik_dq <- derived_quantities(log_lik = normal_lpdf(y, mu, 1),
+#'                                 .globals = "normal_lpdf" )
+#'
+#' @export
+derived_quantities <- function(..., .globals = list()) {
+  structure(rlang::enquos(..., .named = TRUE),
+            class = "SBC_derived_quantities",
+            globals = .globals
+            )
+}
+
+#' @title Validate a definition of derived quantities evaluated in R.
+#' @export
+validate_derived_quantities <- function(x) {
+  # Backwards compatibility
+  if(inherits(x, "SBC_generated_quantities")) {
+    class(x) <- "SBC_derived_quantities"
+  }
+  stopifnot(inherits(x, "SBC_derived_quantities"))
+  invisible(x)
+}
+
+#' @title Combine two lists of derived quantities
+#' @export
+bind_derived_quantities <- function(dq1, dq2) {
+  validate_derived_quantities(dq1)
+  validate_derived_quantities(dq2)
+  structure(c(dq1, dq2),
+            class = "SBC_derived_quantities",
+            globals = bind_globals(attr(dq1, "globals"), attr(dq2, "globals")))
+}
+
+#'@title Compute derived quantities based on given data and posterior draws.
+#'@param gen_quants Deprecated, use `dquants`
+#'@export
+compute_dquants <- function(draws, generated, dquants, gen_quants = NULL) {
+  if(!is.null(gen_quants)) {
+    warning("gen_quants argument is deprecated, use dquants")
+    if(rlang::is_missing(dquants)) {
+      dquants <- gen_quants
+    }
+  }
+  dquants <- validate_derived_quantities(dquants)
+  draws_rv <- posterior::as_draws_rvars(draws)
+
+  draws_env <- list2env(draws_rv)
+  if(!is.null(generated)) {
+    if(!is.list(generated)) {
+      stop("compute_dquants assumes that generated is a list, but this is not the case")
+    }
+    generated_env <- list2env(generated, parent = draws_env)
+
+    data_mask <- rlang::new_data_mask(bottom = generated_env, top = draws_env)
+  } else {
+    data_mask <- rlang::new_data_mask(bottom = draws_env)
+  }
+
+  eval_func <- function(dq) {
+    # Wrap the expression in `rdo` which will mostly do what we need
+    # all the tricks are just to have the correct environment when we need it
+    wrapped_dq <- rlang::new_quosure(rlang::expr(posterior::rdo(!!rlang::get_expr(dq))), rlang::get_env(dq))
+    rlang::eval_tidy(wrapped_dq, data = data_mask)
+  }
+  rvars <- lapply(dquants, FUN = eval_func)
+  do.call(posterior::draws_rvars, rvars)
+}
+
+
+
+#' @title Create a definition of derived quantities evaluated in R.
+#' @description Delegates directly to `derived_quantities()`.
+#'
+#' @name generated_quantities-deprecated
+#' @seealso \code{\link{SBC-deprecated}}
+#' @keywords internal
+NULL
+
+#' @rdname SBC-deprecated
+#' @section \code{generated_quantities}:
+#' Instead of \code{generated_quantities}, use \code{\link{derived_quantities}}.
+#'
+#' @export
+generated_quantities <- function(...) {
+  warning("generated_quantities() is deprecated, use derived_quantities instead.")
+  derived_quantities(...)
+}
+
+#' @title Validate a definition of derived quantities evaluated in R.
+#' @description Delegates directly to `validate_derived_quantities()`.
+#'
+#' @name generated_quantities-deprecated
+#' @seealso \code{\link{SBC-deprecated}}
+#' @keywords internal
+NULL
+
+#' @rdname SBC-deprecated
+#' @section \code{validate_generated_quantities}:
+#' Instead of \code{validate_generated_quantities}, use \code{\link{validate_derived_quantities}}.
+#'
+#' @export
+validate_generated_quantities <- function(...) {
+  warning("generated_quantities() is deprecated, use validate_derived_quantities instead.")
+  validate_derived_quantities(...)
+}
+
+#' @title Combine two lists of derived quantities
+#' @description Delegates directly to `bind_derived_quantities()`.
+#'
+#' @name bind_generated_quantities-deprecated
+#' @seealso \code{\link{SBC-deprecated}}
+#' @keywords internal
+NULL
+
+#' @rdname SBC-deprecated
+#' @section \code{bind_generated_quantities}:
+#' Instead of \code{bind_generated_quantities}, use \code{\link{bind_derived_quantities}}.
+#'
+#' @export
+bind_generated_quantities <- function(...) {
+  warning("bind_generated_quantities() is deprecated, use bind_derived_quantities instead.")
+  bind_derived_quantities(...)
+}
+
+#'@title Compute derived quantities based on given data and posterior draws.
+#' @description Delegates directly to `compute_dquants()`.
+#'
+#' @name compute_gen_quants-deprecated
+#' @seealso \code{\link{SBC-deprecated}}
+#' @keywords internal
+NULL
+
+#' @rdname SBC-deprecated
+#' @section \code{compute_gen_quants}:
+#' Instead of \code{compute_gen_quants}, use \code{\link{compute_dquants}}.
+#'
+#' @export
+compute_gen_quants <- function(...) {
+  warning("compute_gen_quants() is deprecated, use compute_dquants() instead.")
+  compute_dquants(...)
+}