parameterTransform handles multivariate user dists, with a warning (#1532)

* parameterTransform handles multivariate user dists, with a warning

* Fix boolean operator.

* Rework new messages with verbosity system.

* Fix missing commas in warnings.

---------

Co-authored-by: Christopher Paciorek <paciorek@stat.berkeley.edu>

Author: danielturek

packages/nimble/R/options.R

@@ -215,7 +215,8 @@ nimOptimMethod("bobyqa",
         MCMCwarnUnsampledStochasticNodes = TRUE,
         MCMCRJcheckHyperparam = TRUE,
         MCMCenableWAIC = FALSE,
-        MCMCuseBarkerAsDefaultMV = FALSE, 
+        MCMCuseBarkerAsDefaultMV = FALSE,
+        parameterTransformWarnUserDists = TRUE,
         useClearCompiledInADTesting = TRUE,
         unsupportedDerivativeHandling = 'error', # default is error, other options are 'warn' and 'ignore'. Handled in updateADproxyModelMethods in cppDefs_nimbleFunction.R
         errorIfMissingNFVariable = TRUE,

packages/nimble/R/parameterTransform.R

@@ -97,7 +97,7 @@ parameterTransform <- nimbleFunction(
         ## 3: scalar interval-constrained (0, 1)
         ## 4: scalar semi-interval (-Inf, b) or (a, Inf)
         ## 5: scalar interval-constrained (a, b)
-        ## 6: multivariate {normal, t, CAR}
+        ## 6: multivariate {normal, t, CAR} and multivariate user-defined distributions
         ## 7: multivariate {wishart, inverse-wishart}
         ## 8: multivariate dirichlet
         ## 9: LKJ 
@@ -171,15 +171,27 @@ parameterTransform <- nimbleFunction(
                         if(length(all.vars(lowerBdExpr)) > 0) stop('Node ', node, ' appears to have a non-constant lower bound, which cannot be used in parameterTransform.')
                         if(length(all.vars(upperBdExpr)) > 0) stop('Node ', node, ' appears to have a non-constant upper bound, which cannot be used in parameterTransform.')
                     } else {   ## some other distribution with finite support
-                        message('  [Warning] `parameterTransform` system cannot process the ', dist, ' distribution of node ', node, '.\n         The upper and lower bounds of the ', dist, ' distribution must be constant.\n         If you\'re uncertain about this, please get in touch with the NIMBLE development team.')
+                        messageIfVerbose('  [Warning] `parameterTransform` system cannot process the `', dist, '`\n',
+                                         '            distribution for node `', node, '. The upper and lower bounds\n',
+                                         '            of `', dist, '` must be constant.\n')
                     }
                     transformType[i] <- 5L
                     transformData[i,DATA1] <- bounds[1]               ## formerly lowerBound
                     transformData[i,DATA2] <- bounds[2] - bounds[1]   ## formerly range
                     next }
-                stop(paste0('`parameterTransform` system doesn\'t have a transformation for the bounds of node: ', node, ', which are (', bounds[1], ', ', bounds[2], ')'))
+                stop('`parameterTransform` system doesn\'t have a transformation for the bounds of node: ', node, ', which are (', bounds[1], ', ', bounds[2], ')')
             } else {   ## multivariate
-                if(dist %in% c('dmnorm', 'dmvt', 'dcar_normal', 'dcar_proper')) {               ## 6: multivariate {normal, t, CAR}; also set for non-scalar determ nodes when allowDeterm is TRUE
+                if(dist %in% c('dmnorm', 'dmvt', 'dcar_normal', 'dcar_proper') ||    ## 6: multivariate {normal, t, CAR},
+                   isUserDefined(dist))                                              ##    all multivariate user-defined distributions,
+                {                                                                    ##    and non-scalar determ nodes when allowDeterm is TRUE
+                    if(isUserDefined(dist) && getNimbleOption('parameterTransformWarnUserDists'))
+                        messageIfVerbose(
+                            '  [Warning] `parameterTransform` system detected multivariate user-defined\n',
+                            '            distribution `', dist, '`. No transformation will be applied\n',
+                            '            to any dimension of the `x` values of `', dist, '`.\n',
+                            '            If some values of  `x` are not valid, you may encounter errors.\n',
+                            '            This warning can be disabled using\n',
+                            '            `nimbleOptions(parameterTransformWarnUserDists = FALSE)`.')
                     transformType[i] <- 6L
                     d <- length(model$expandNodeNames(node, returnScalarComponents = TRUE))
                     transformData[i,NIND2] <- transformData[i,NIND1] + d - 1
@@ -211,7 +223,7 @@ parameterTransform <- nimbleFunction(
                     transformData[i,DATA1] <- d
                     transformData[i,DATA2] <- p
                     next }
-                stop(paste0('parameterTransform doesn\'t handle \'', dist, '\' distributions.'), call. = FALSE)
+                stop('parameterTransform doesn\'t handle \'', dist, '\' distributions.', call. = FALSE)
             }
         }
         if(nNodes == 0) {