Fix incorrect sizing for unconstrain_draws (#983)

Author: andrjohns

R/fit.R

@@ -561,6 +561,9 @@ CmdStanFit$set("public", name = "unconstrain_variables", value = unconstrain_var
 #'
 unconstrain_draws <- function(files = NULL, draws = NULL,
                               format = getOption("cmdstanr_draws_format", "draws_array")) {
+  if (!(format %in% valid_draws_formats())) {
+    stop("Invalid draws format requested!", call. = FALSE)
+  }
   if (!is.null(files) || !is.null(draws)) {
     if (!is.null(files) && !is.null(draws)) {
       stop("Either a list of CSV files or a draws object can be passed, not both",
@@ -582,6 +585,8 @@ unconstrain_draws <- function(files = NULL, draws = NULL,
     }
     draws <- maybe_convert_draws_format(private$draws_, "draws_matrix")
   }
+  
+  chains <- posterior::nchains(draws)
 
   model_par_names <- self$metadata()$stan_variables[self$metadata()$stan_variables != "lp__"]
   model_variables <- self$runset$args$model_variables
@@ -598,7 +603,9 @@ unconstrain_draws <- function(files = NULL, draws = NULL,
   unconstrained <- private$model_methods_env_$unconstrain_draws(private$model_methods_env_$model_ptr_, draws)
   uncon_names <- private$model_methods_env_$unconstrained_param_names(private$model_methods_env_$model_ptr_, FALSE, FALSE)
   names(unconstrained) <- repair_variable_names(uncon_names)
-  maybe_convert_draws_format(unconstrained, format, .nchains = posterior::nchains(draws))
+  unconstrained$.nchains <- chains
+  
+  do.call(function(...) { create_draws_format(format, ...) }, unconstrained)
 }
 CmdStanFit$set("public", name = "unconstrain_draws", value = unconstrain_draws)
 

R/utils.R

@@ -426,6 +426,19 @@ maybe_convert_draws_format <- function(draws, format, ...) {
   )
 }
 
+create_draws_format <- function(format, ...) {
+  format <- sub("^draws_", "", format)
+  switch(
+    format,
+    "array" = posterior::draws_array(...),
+    "df" = posterior::draws_df(...),
+    "data.frame" = posterior::draws_df(...),
+    "list" = posterior::draws_list(...),
+    "matrix" = posterior::draws_matrix(...),
+    "rvars" = posterior::draws_rvars(...),
+    stop("Invalid draws format.", call. = FALSE)
+  )
+}
 
 # convert draws for external packages ------------------------------------------
 

inst/include/model_methods.cpp

@@ -127,15 +127,24 @@ Eigen::VectorXd unconstrain_variables(SEXP ext_model_ptr, Eigen::VectorXd variab
 }
 
 // [[Rcpp::export]]
-Eigen::MatrixXd unconstrain_draws(SEXP ext_model_ptr, Eigen::MatrixXd variables) {
+Rcpp::List unconstrain_draws(SEXP ext_model_ptr, Eigen::MatrixXd variables) {
   Rcpp::XPtr<stan::model::model_base> ptr(ext_model_ptr);
-  Eigen::MatrixXd unconstrained_draws(variables.cols(), variables.rows());
+  // Need to do this for the first row to get the correct size of the unconstrained draws
+  Eigen::VectorXd unconstrained_draw1;
+  ptr->unconstrain_array(variables.row(0).transpose(), unconstrained_draw1, &Rcpp::Rcout);
+  std::vector<Eigen::VectorXd> unconstrained_draws(unconstrained_draw1.size());
+  for (auto&& unconstrained_par : unconstrained_draws) {
+    unconstrained_par.resize(variables.rows());
+  }
+  
   for (int i = 0; i < variables.rows(); i++) {
     Eigen::VectorXd unconstrained_variables;
     ptr->unconstrain_array(variables.transpose().col(i), unconstrained_variables, &Rcpp::Rcout);
-    unconstrained_draws.col(i) = unconstrained_variables;
+    for (int j = 0; j < unconstrained_variables.size(); j++) {
+      unconstrained_draws[j](i) = unconstrained_variables(j);
+    }
   }
-  return unconstrained_draws.transpose();
+  return Rcpp::wrap(unconstrained_draws);
 }
 
 // [[Rcpp::export]]