Cmdstanr: Allow passing flags to stanc compiler

[SteveBronder]

In $compile() it would be nice if there were flags we could pass to stanc. In the new compiler we have a --use-opencl to move the data over to the GPU once instead of on each function call (which you can imagine is a good bit faster)

Maybe it would be good to make each setup portion into a list of options like stanc_flags, cxx_flags, cmdstan_flags. Or something like that.

[rok-cesnovar]

You can already do that in a way. Its maybe not the nicest interface for stanc flags, but does work. Turn off quiet so you see the compile calls.

cmdstan_model(stan_file = my_stan_program,
              compiler_flags = c("STANCFLAGS = --allow_undefined"),
              quiet = FALSE)

We could redo this as stanc3 is bound to have many more useful flags:

cmdstan_model(stan_file = my_stan_program,
              stanc_flags = c("--allow_undefined", "--someotheroption"),
              quiet = FALSE)

or

cmdstan_model(stan_file = my_stan_program,
              stanc_flags = c("allow_undefined", "someotheroption"),
              quiet = FALSE)

[jgabry]

We could redo this as stanc3 is bound to have many more useful flags:

Sounds good! I think I slightly prefer the second option ("allow_undefined") but maybe we allow both so it doesn’t error with "--allow_undefined"?

[SteveBronder]

More complicated, but what if we did

cmdstan_model(stan_file = my_stan_program,
              stanc_flags = list(allow_undefined = TRUE, use_opencl = TRUE),
              quiet = FALSE)

Then for list items that are true we do --{name_list_item} and for list_items with a non-null lhs we input their arguments as --flag_name={RHS}

[rok-cesnovar]

I agree that this is a better way of handling it.
My thinking is that we should only allow specifying the flags that are supported in the latest release. And for other have a experimental argument (or unsupported). Something like:

cmdstan_model(stan_file = my_stan_program,
              stanc_flags = list(allow_undefined = TRUE, use_opencl = TRUE),
              experimental_stanc_flags = c("somethingnew")
              quiet = FALSE)

Though that seems a bit weird from an API standpoint. Thoughts?

[SteveBronder]

idk if we need the experimental_flag option. We can just do something like

my_flags = c("use-opencl" = TRUE, includes = c("path/to/whatever"))

comp_flags = c()
for (i in seq_len(length(my_flags))) {
  if (isTRUE(as.logical(my_flags[[i]]))) {
    comp_flags = c(comp_flags, paste0("--",names(my_flags)[i]))
  } else {
    comp_flags = c(comp_flags, paste0("--", names(my_flags)[i], "=", "'", my_flags[[i]], "'"))
  }
}
paste0(comp_flags, collapse = " ")
# [1] "--use-opencl --includes='path/to/whatever'"

And that will let people pass experimental flags as well

[rok-cesnovar]

That would work. Will try to handle this tmrw. Will tag you.

[rok-cesnovar]

Closing this as this issue is superseeded now by #121 that will also tackle make options.