stan-dev
Feature/issue 2966 add 7 parameter ddm cdf and ccdf
Summary
With this PR the CDF and the CCDF of the 7-parameter diffuion model are added. See issue #2966 Relates to issue #2822
Tests
We implemented analogous tests as for the PDF
Side Effects
no
Release notes
CDF and CCDF for the 7-parameter diffusion model. Allows modeling truncated and censored data.
Checklist
-
[x] Copyright holder: Franziska Henrich, Christoph Klauer
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses: - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause) - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
-
[x] the basic tests are passing
- unit tests pass (to run, use:
./runTests.py test/unit) - header checks pass, (
make test-headers) - dependencies checks pass, (
make test-math-dependencies) - docs build, (
make doxygen) - code passes the built in C++ standards checks (
make cpplint)
- unit tests pass (to run, use:
-
[x] the code is written in idiomatic C++ and changes are documented in the doxygen
-
[x] the new changes are tested
Is this ready for review?
Hey Steve, yes this is now ready for review! There were some header errors. I forgot some includes. Maybe there are now too many includes. But I will figure this out and do it on the fly. You can start a review.
In some functions I inserted a 'wildcard'-parameter. You will see the spots, they are called wildcard. I needed them as these functions are handed over to other functions. The wildcard parameter is never used - only to be a placeholder. If you have another idea I would be glad.
You also still have permission to my branch for quick changes.
| Name | Old Result | New Result | Ratio | Performance change( 1 - new / old ) |
|---|---|---|---|---|
| eight_schools/eight_schools.stan | 0.06 | 0.13 | 0.47 | -113.61% slower |
| pkpd/one_comp_mm_elim_abs.stan | 19.66 | 18.69 | 1.05 | 4.95% faster |
| pkpd/sim_one_comp_mm_elim_abs.stan | 0.27 | 0.26 | 1.03 | 2.71% faster |
| arK/arK.stan | 1.73 | 1.66 | 1.04 | 3.7% faster |
| gp_pois_regr/gp_pois_regr.stan | 2.58 | 2.61 | 0.99 | -1.24% slower |
| gp_regr/gen_gp_data.stan | 0.02 | 0.02 | 1.0 | -0.06% slower |
| gp_regr/gp_regr.stan | 0.11 | 0.11 | 1.04 | 3.65% faster |
| low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan | 9.39 | 9.44 | 0.99 | -0.53% slower |
| low_dim_gauss_mix/low_dim_gauss_mix.stan | 2.92 | 2.88 | 1.01 | 1.31% faster |
| low_dim_corr_gauss/low_dim_corr_gauss.stan | 0.01 | 0.01 | 1.07 | 6.7% faster |
| garch/garch.stan | 0.53 | 0.48 | 1.11 | 9.68% faster |
| arma/arma.stan | 0.2 | 0.2 | 1.0 | 0.21% faster |
| irt_2pl/irt_2pl.stan | 4.42 | 4.03 | 1.1 | 8.87% faster |
| sir/sir.stan | 78.91 | 78.14 | 1.01 | 0.97% faster |
| performance.compilation | 182.27 | 187.92 | 0.97 | -3.1% slower |
| Mean result: 0.9918409615951309 |
Jenkins Console Log Blue Ocean Commit hash: 0fcf10855f923eb24c8e9958f1f19fde97572810
Machine information
No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 46 bits physical, 48 bits virtual CPU(s): 80 On-line CPU(s) list: 0-79 Thread(s) per core: 2 Core(s) per socket: 20 Socket(s): 2 NUMA node(s): 2 Vendor ID: GenuineIntel CPU family: 6 Model: 85 Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz Stepping: 4 CPU MHz: 3427.113 CPU max MHz: 3700.0000 CPU min MHz: 1000.0000 BogoMIPS: 4800.00 Virtualization: VT-x L1d cache: 1.3 MiB L1i cache: 1.3 MiB L2 cache: 40 MiB L3 cache: 55 MiB NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78 NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79 Vulnerability Itlb multihit: KVM: Mitigation: Split huge pages Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Meltdown: Mitigation; PTI Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Retbleed: Mitigation; IBRS Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; IBRS, IBPB conditional, RSB filling, PBRSB-eIBRS Not affected Vulnerability Srbds: Not affected Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts pku ospke md_clear flush_l1d arch_capabilities
G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin
Few Qs
You can continue. I changed some aspects regarding the structure.
| Name | Old Result | New Result | Ratio | Performance change( 1 - new / old ) |
|---|---|---|---|---|
| arma/arma.stan | 0.19 | 0.18 | 1.07 | 6.12% faster |
| low_dim_corr_gauss/low_dim_corr_gauss.stan | 0.01 | 0.01 | 1.15 | 13.19% faster |
| gp_regr/gen_gp_data.stan | 0.02 | 0.02 | 1.08 | 7.25% faster |
| gp_regr/gp_regr.stan | 0.11 | 0.1 | 1.06 | 5.93% faster |
| sir/sir.stan | 76.72 | 74.37 | 1.03 | 3.06% faster |
| irt_2pl/irt_2pl.stan | 3.84 | 3.97 | 0.97 | -3.56% slower |
| eight_schools/eight_schools.stan | 0.05 | 0.05 | 1.01 | 1.3% faster |
| pkpd/sim_one_comp_mm_elim_abs.stan | 0.25 | 0.24 | 1.04 | 3.42% faster |
| pkpd/one_comp_mm_elim_abs.stan | 18.02 | 17.71 | 1.02 | 1.72% faster |
| garch/garch.stan | 0.45 | 0.44 | 1.03 | 2.53% faster |
| low_dim_gauss_mix/low_dim_gauss_mix.stan | 2.76 | 2.73 | 1.01 | 1.29% faster |
| arK/arK.stan | 1.63 | 1.6 | 1.02 | 2.1% faster |
| gp_pois_regr/gp_pois_regr.stan | 2.48 | 2.47 | 1.0 | 0.45% faster |
| low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan | 9.16 | 8.85 | 1.04 | 3.43% faster |
| performance.compilation | 175.17 | 176.97 | 0.99 | -1.02% slower |
| Mean result: 1.0341338404824363 |
Jenkins Console Log Blue Ocean Commit hash: fb02dc7240781e4fe7ea4bc1fb4e06e70079765a
Machine information
No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 46 bits physical, 48 bits virtual CPU(s): 80 On-line CPU(s) list: 0-79 Thread(s) per core: 2 Core(s) per socket: 20 Socket(s): 2 NUMA node(s): 2 Vendor ID: GenuineIntel CPU family: 6 Model: 85 Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz Stepping: 4 CPU MHz: 2400.000 CPU max MHz: 3700.0000 CPU min MHz: 1000.0000 BogoMIPS: 4800.00 Virtualization: VT-x L1d cache: 1.3 MiB L1i cache: 1.3 MiB L2 cache: 40 MiB L3 cache: 55 MiB NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78 NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79 Vulnerability Gather data sampling: Mitigation; Microcode Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Meltdown: Mitigation; PTI Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Retbleed: Mitigation; IBRS Vulnerability Spec rstack overflow: Not affected Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; IBRS, IBPB conditional, STIBP conditional, RSB filling, PBRSB-eIBRS Not affected Vulnerability Srbds: Not affected Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities
G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin
| Name | Old Result | New Result | Ratio | Performance change( 1 - new / old ) |
|---|---|---|---|---|
| arma/arma.stan | 0.19 | 0.18 | 1.05 | 4.96% faster |
| low_dim_corr_gauss/low_dim_corr_gauss.stan | 0.01 | 0.01 | 1.09 | 8.29% faster |
| gp_regr/gen_gp_data.stan | 0.02 | 0.02 | 1.02 | 2.25% faster |
| gp_regr/gp_regr.stan | 0.11 | 0.1 | 1.06 | 5.9% faster |
| sir/sir.stan | 77.1 | 77.07 | 1.0 | 0.04% faster |
| irt_2pl/irt_2pl.stan | 3.96 | 3.83 | 1.03 | 3.18% faster |
| eight_schools/eight_schools.stan | 0.05 | 0.05 | 1.06 | 5.65% faster |
| pkpd/sim_one_comp_mm_elim_abs.stan | 0.25 | 0.24 | 1.01 | 1.46% faster |
| pkpd/one_comp_mm_elim_abs.stan | 18.55 | 17.66 | 1.05 | 4.82% faster |
| garch/garch.stan | 0.47 | 0.44 | 1.08 | 7.38% faster |
| low_dim_gauss_mix/low_dim_gauss_mix.stan | 2.83 | 2.74 | 1.03 | 3.25% faster |
| arK/arK.stan | 1.65 | 1.58 | 1.04 | 4.05% faster |
| gp_pois_regr/gp_pois_regr.stan | 2.56 | 2.5 | 1.02 | 2.43% faster |
| low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan | 9.12 | 8.91 | 1.02 | 2.21% faster |
| performance.compilation | 173.57 | 178.15 | 0.97 | -2.64% slower |
| Mean result: 1.0376064728436258 |
Jenkins Console Log Blue Ocean Commit hash: 13017193216fe150e9a8fadbc7b3f9cb71f8a58d
Machine information
No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 46 bits physical, 48 bits virtual CPU(s): 80 On-line CPU(s) list: 0-79 Thread(s) per core: 2 Core(s) per socket: 20 Socket(s): 2 NUMA node(s): 2 Vendor ID: GenuineIntel CPU family: 6 Model: 85 Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz Stepping: 4 CPU MHz: 2893.262 CPU max MHz: 3700.0000 CPU min MHz: 1000.0000 BogoMIPS: 4800.00 Virtualization: VT-x L1d cache: 1.3 MiB L1i cache: 1.3 MiB L2 cache: 40 MiB L3 cache: 55 MiB NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78 NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79 Vulnerability Gather data sampling: Mitigation; Microcode Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Meltdown: Mitigation; PTI Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Retbleed: Mitigation; IBRS Vulnerability Spec rstack overflow: Not affected Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; IBRS, IBPB conditional, STIBP conditional, RSB filling, PBRSB-eIBRS Not affected Vulnerability Srbds: Not affected Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities
G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin
@SteveBronder: Is the code better now? Why does the stan-buildbot comment after each push?
| Name | Old Result | New Result | Ratio | Performance change( 1 - new / old ) |
|---|---|---|---|---|
| arma/arma.stan | 0.18 | 0.22 | 0.84 | -19.21% slower |
| low_dim_corr_gauss/low_dim_corr_gauss.stan | 0.01 | 0.01 | 0.95 | -5.1% slower |
| gp_regr/gen_gp_data.stan | 0.02 | 0.02 | 1.01 | 0.88% faster |
| gp_regr/gp_regr.stan | 0.11 | 0.14 | 0.75 | -32.93% slower |
| sir/sir.stan | 77.43 | 84.55 | 0.92 | -9.19% slower |
| irt_2pl/irt_2pl.stan | 3.93 | 4.96 | 0.79 | -25.97% slower |
| eight_schools/eight_schools.stan | 0.06 | 0.06 | 0.98 | -1.69% slower |
| pkpd/sim_one_comp_mm_elim_abs.stan | 0.25 | 0.29 | 0.89 | -12.7% slower |
| pkpd/one_comp_mm_elim_abs.stan | 18.02 | 19.14 | 0.94 | -6.19% slower |
| garch/garch.stan | 0.48 | 0.47 | 1.02 | 1.82% faster |
| low_dim_gauss_mix/low_dim_gauss_mix.stan | 2.86 | 3.3 | 0.87 | -15.16% slower |
| arK/arK.stan | 1.68 | 1.65 | 1.02 | 1.91% faster |
| gp_pois_regr/gp_pois_regr.stan | 2.58 | 3.69 | 0.7 | -42.88% slower |
| low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan | 9.14 | 10.05 | 0.91 | -9.96% slower |
| performance.compilation | 184.33 | 184.32 | 1.0 | 0.01% faster |
| Mean result: 0.905952356335544 |
Jenkins Console Log Blue Ocean Commit hash: 8229477b6234d7c8fc557a960b090f5699c54683
Machine information
No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 46 bits physical, 48 bits virtual CPU(s): 80 On-line CPU(s) list: 0-79 Thread(s) per core: 2 Core(s) per socket: 20 Socket(s): 2 NUMA node(s): 2 Vendor ID: GenuineIntel CPU family: 6 Model: 85 Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz Stepping: 4 CPU MHz: 2400.000 CPU max MHz: 3700.0000 CPU min MHz: 1000.0000 BogoMIPS: 4800.00 Virtualization: VT-x L1d cache: 1.3 MiB L1i cache: 1.3 MiB L2 cache: 40 MiB L3 cache: 55 MiB NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78 NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79 Vulnerability Gather data sampling: Mitigation; Microcode Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Meltdown: Mitigation; PTI Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Retbleed: Mitigation; IBRS Vulnerability Spec rstack overflow: Not affected Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; IBRS, IBPB conditional, STIBP conditional, RSB filling, PBRSB-eIBRS Not affected Vulnerability Srbds: Not affected Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities
G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin
| Name | Old Result | New Result | Ratio | Performance change( 1 - new / old ) |
|---|---|---|---|---|
| arma/arma.stan | 0.31 | 0.34 | 0.92 | -8.29% slower |
| low_dim_corr_gauss/low_dim_corr_gauss.stan | 0.01 | 0.01 | 1.01 | 1.12% faster |
| gp_regr/gen_gp_data.stan | 0.02 | 0.02 | 0.99 | -0.69% slower |
| gp_regr/gp_regr.stan | 0.1 | 0.1 | 1.0 | 0.42% faster |
| sir/sir.stan | 70.06 | 71.67 | 0.98 | -2.31% slower |
| irt_2pl/irt_2pl.stan | 3.87 | 4.04 | 0.96 | -4.52% slower |
| eight_schools/eight_schools.stan | 0.06 | 0.06 | 0.99 | -1.14% slower |
| pkpd/sim_one_comp_mm_elim_abs.stan | 0.24 | 0.25 | 0.96 | -3.64% slower |
| pkpd/one_comp_mm_elim_abs.stan | 19.25 | 18.95 | 1.02 | 1.57% faster |
| garch/garch.stan | 0.42 | 0.42 | 1.0 | -0.49% slower |
| low_dim_gauss_mix/low_dim_gauss_mix.stan | 2.74 | 2.64 | 1.04 | 3.5% faster |
| arK/arK.stan | 1.8 | 1.74 | 1.03 | 3.13% faster |
| gp_pois_regr/gp_pois_regr.stan | 2.86 | 2.78 | 1.03 | 2.78% faster |
| low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan | 8.76 | 8.5 | 1.03 | 2.91% faster |
| performance.compilation | 184.06 | 182.33 | 1.01 | 0.94% faster |
| Mean result: 0.9978472600076694 |
Jenkins Console Log Blue Ocean Commit hash: a3b063f517e78df0c3ba84624f87b3a2edf057fd
Machine information
No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 46 bits physical, 48 bits virtual CPU(s): 80 On-line CPU(s) list: 0-79 Thread(s) per core: 2 Core(s) per socket: 20 Socket(s): 2 NUMA node(s): 2 Vendor ID: GenuineIntel CPU family: 6 Model: 85 Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz Stepping: 4 CPU MHz: 2673.665 CPU max MHz: 3700.0000 CPU min MHz: 1000.0000 BogoMIPS: 4800.00 Virtualization: VT-x L1d cache: 1.3 MiB L1i cache: 1.3 MiB L2 cache: 40 MiB L3 cache: 55 MiB NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78 NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79 Vulnerability Gather data sampling: Mitigation; Microcode Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Meltdown: Mitigation; PTI Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Retbleed: Mitigation; IBRS Vulnerability Spec rstack overflow: Not affected Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; IBRS, IBPB conditional, STIBP conditional, RSB filling, PBRSB-eIBRS Not affected Vulnerability Srbds: Not affected Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities
G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin
Hey @SteveBronder, is the code ok now or shall I change some more things?
Hey @SteveBronder, which changes would you like to have before continuing?
Hey @SteveBronder, I worked through your suggestions and pushed a new version. Is it good for these points? @andrjohns and @bob-carpenter, what do you think on the points above?
| Name | Old Result | New Result | Ratio | Performance change( 1 - new / old ) |
|---|---|---|---|---|
| arma/arma.stan | 0.35 | 0.35 | 1.01 | 1.37% faster |
| low_dim_corr_gauss/low_dim_corr_gauss.stan | 0.01 | 0.01 | 0.99 | -0.98% slower |
| gp_regr/gen_gp_data.stan | 0.03 | 0.02 | 1.21 | 17.51% faster |
| gp_regr/gp_regr.stan | 0.1 | 0.1 | 1.01 | 1.23% faster |
| sir/sir.stan | 70.03 | 70.0 | 1.0 | 0.04% faster |
| irt_2pl/irt_2pl.stan | 4.13 | 4.11 | 1.01 | 0.52% faster |
| eight_schools/eight_schools.stan | 0.06 | 0.06 | 0.98 | -2.11% slower |
| pkpd/sim_one_comp_mm_elim_abs.stan | 0.25 | 0.25 | 0.98 | -2.24% slower |
| pkpd/one_comp_mm_elim_abs.stan | 19.14 | 18.6 | 1.03 | 2.84% faster |
| garch/garch.stan | 0.43 | 0.41 | 1.05 | 4.87% faster |
| low_dim_gauss_mix/low_dim_gauss_mix.stan | 2.68 | 2.59 | 1.04 | 3.53% faster |
| arK/arK.stan | 1.78 | 1.7 | 1.05 | 4.6% faster |
| gp_pois_regr/gp_pois_regr.stan | 2.82 | 2.72 | 1.04 | 3.62% faster |
| low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan | 8.65 | 8.34 | 1.04 | 3.66% faster |
| performance.compilation | 182.65 | 181.36 | 1.01 | 0.7% faster |
| Mean result: 1.029312367432566 |
Jenkins Console Log Blue Ocean Commit hash: 1e343a702bf5d5690bf6d77b9ea703b43463162b
Machine information
No LSB modules are available. Distributor ID: Ubuntu Description: Ubuntu 20.04.3 LTS Release: 20.04 Codename: focalCPU: Architecture: x86_64 CPU op-mode(s): 32-bit, 64-bit Byte Order: Little Endian Address sizes: 46 bits physical, 48 bits virtual CPU(s): 80 On-line CPU(s) list: 0-79 Thread(s) per core: 2 Core(s) per socket: 20 Socket(s): 2 NUMA node(s): 2 Vendor ID: GenuineIntel CPU family: 6 Model: 85 Model name: Intel(R) Xeon(R) Gold 6148 CPU @ 2.40GHz Stepping: 4 CPU MHz: 2400.000 CPU max MHz: 3700.0000 CPU min MHz: 1000.0000 BogoMIPS: 4800.00 Virtualization: VT-x L1d cache: 1.3 MiB L1i cache: 1.3 MiB L2 cache: 40 MiB L3 cache: 55 MiB NUMA node0 CPU(s): 0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78 NUMA node1 CPU(s): 1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79 Vulnerability Gather data sampling: Mitigation; Microcode Vulnerability Itlb multihit: KVM: Mitigation: VMX disabled Vulnerability L1tf: Mitigation; PTE Inversion; VMX conditional cache flushes, SMT vulnerable Vulnerability Mds: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Meltdown: Mitigation; PTI Vulnerability Mmio stale data: Mitigation; Clear CPU buffers; SMT vulnerable Vulnerability Retbleed: Mitigation; IBRS Vulnerability Spec rstack overflow: Not affected Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl Vulnerability Spectre v1: Mitigation; usercopy/swapgs barriers and __user pointer sanitization Vulnerability Spectre v2: Mitigation; IBRS, IBPB conditional, STIBP conditional, RSB filling, PBRSB-eIBRS Not affected Vulnerability Srbds: Not affected Vulnerability Tsx async abort: Mitigation; Clear CPU buffers; SMT vulnerable Flags: fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d arch_capabilities
G++: g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0 Copyright (C) 2019 Free Software Foundation, Inc. This is free software; see the source for copying conditions. There is NO warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
Clang: clang version 10.0.0-4ubuntu1 Target: x86_64-pc-linux-gnu Thread model: posix InstalledDir: /usr/bin
Hello, could somebody build a tarbal such that other people can easily install this version of Stan comprising the new wiener_cdf and wiener_ccdf function and signature? I think last time for the PDF, @andrjohns built a tarball for me. My stanc3 signature is in this repo.
Hey,
@andrjohns built a tarball for me. My stanc3 signature is in this repo.
@SteveBronder, which are the next steps to be done to continue this PR?
The math here is a difficult for me to review. @andrjohns can you look at this?