BwUniCluster2.0/Software/R/Rstan: Difference between revisions

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= General information =

<code>rstan</code> provides the R interface for [https://mc-stan.org/ Stan], a platform for statistical modeling and high-performance statistical computation.

To be compatible with our R installation, we recommend to install the development version of rstan.

= Installation instructions =
= Installation instructions =


Please enter the following code, presented in the boxes below, directly in your shell/command line on '''bwUniCluster2.0'''.
Consider starting an interactive job for compiling. Copy and paste the following to your shell.


== Preparations ==
Note: Rstan depends on the V8 R package.
Installing <code>glmnet</code> involves compiling source code. Therefore, ensure that the following flags are set in <code>$HOME/.R/Makevars</code>:


<pre>
<pre>
cat ~/.R/Makevars
# Load the R software module, e.g.
module load math/R/3.6.3


CXX14=g++
# Prepare .R directory (if it does not already exists)
CXX17=g++
CXX14FLAGS += -std=c++14
CXX17FLAGS += -std=c++17
CXXFLAGS = -O3 -fPIC -march=cascadelake -ffp-contract=off -fno-fast-math -fno-signed-zeros -fopenmp -Wno-unknown-warning-option
</pre>

If necessary, the appropriate compiler flags can be set by running the following lines of code:
<pre>
mkdir -p ~/.R
mkdir -p ~/.R
echo "CXX14=g++" > ~/.R/Makevars
echo "CXX17=g++" >> ~/.R/Makevars
echo "CXXFLAGS = -O3 -fPIC -march=cascadelake -ffp-contract=off -fno-fast-math -fno-signed-zeros -fopenmp -Wno-unknown-warning-option" >> ~/.R/Makevars
echo "CXX14FLAGS += -std=c++14" >> ~/.R/Makevars
echo "CXX17FLAGS += -std=c++17" >> ~/.R/Makevars
</pre>


Since installing <code>glmnet</code> involves compiling, we start an <b>interactive session</b> on one of the compute nodes:
# Write the following environment variables to Makevars
<pre>
echo "CXX14=icpc" >> ~/.R/Makevars
salloc -n 1 -t 30 -p dev_single
echo "CXX14FLAGS=-O3 -fPIC -std=c++14 -axCORE-AVX512,CORE-AVX2,AVX -xSSE4.2 -fp-model strict -qopenmp" >> ~/.R/Makevars
</pre>



# Set up environment for V8
Within the interactive session, load the R 4.4.1 module and provide configuration information to install the R package <code>v8</code>, rstan depends on.

<pre>
# Load the R software module:
module load math/R/4.4.1-mkl-2022.2.1-gnu-13.3

# Provide configuration information for the v8 R package
export DOWNLOAD_STATIC_LIBV8=1
export DOWNLOAD_STATIC_LIBV8=1
</pre>


== Installing the R package(s) [takes roughly 20 min] ==
# Install V8 and Rstan packages from within R session
Now, start <code>R</code> and install <code>RStan</code> using the lines of code below:

<pre>
R -q
R -q
install.packages(c("V8","rstan"))
> install.packages("remotes")
> install.packages("RcppParallel")
> install.packages("V8")
> remotes::install_github("hsbadr/rstan/StanHeaders@develop", force = TRUE)
> remotes::install_github("hsbadr/rstan/rstan/rstan@develop", force = TRUE)
</pre>
</pre>


== Testing the installation ==
Additional information can be found at: https://github.com/stan-dev/rstan/wiki/Configuring-C-Toolchain-for-Linux

To check whether the installation worked, make a test run in R
<pre>
> library(rstan)
> example(stan_model, package = "rstan", run.dontrun = TRUE)
</pre>

Latest revision as of 18:08, 30 October 2024

General information

rstan provides the R interface for Stan, a platform for statistical modeling and high-performance statistical computation.

To be compatible with our R installation, we recommend to install the development version of rstan.

Installation instructions

Please enter the following code, presented in the boxes below, directly in your shell/command line on bwUniCluster2.0.

Preparations

Installing glmnet involves compiling source code. Therefore, ensure that the following flags are set in $HOME/.R/Makevars:

cat ~/.R/Makevars

CXX14=g++
CXX17=g++
CXX14FLAGS += -std=c++14
CXX17FLAGS += -std=c++17
CXXFLAGS = -O3 -fPIC -march=cascadelake -ffp-contract=off -fno-fast-math -fno-signed-zeros -fopenmp -Wno-unknown-warning-option

If necessary, the appropriate compiler flags can be set by running the following lines of code:

mkdir -p ~/.R
echo "CXX14=g++" > ~/.R/Makevars
echo "CXX17=g++" >> ~/.R/Makevars
echo "CXXFLAGS = -O3 -fPIC -march=cascadelake -ffp-contract=off -fno-fast-math -fno-signed-zeros -fopenmp -Wno-unknown-warning-option" >> ~/.R/Makevars
echo "CXX14FLAGS += -std=c++14" >> ~/.R/Makevars
echo "CXX17FLAGS += -std=c++17" >> ~/.R/Makevars

Since installing glmnet involves compiling, we start an interactive session on one of the compute nodes:

salloc -n 1 -t 30  -p dev_single


Within the interactive session, load the R 4.4.1 module and provide configuration information to install the R package v8, rstan depends on.

# Load the R software module:
module load math/R/4.4.1-mkl-2022.2.1-gnu-13.3

# Provide configuration information for the v8 R package
export DOWNLOAD_STATIC_LIBV8=1

Installing the R package(s) [takes roughly 20 min]

Now, start R and install RStan using the lines of code below:

R -q
> install.packages("remotes")
> install.packages("RcppParallel")
> install.packages("V8")
> remotes::install_github("hsbadr/rstan/StanHeaders@develop", force = TRUE)
> remotes::install_github("hsbadr/rstan/rstan/rstan@develop", force = TRUE)

Testing the installation

To check whether the installation worked, make a test run in R

> library(rstan)
> example(stan_model, package = "rstan", run.dontrun = TRUE)