math/stan: New port: C++ package for Bayesian inference, maximum likelihood estimation, etc

6 files changed, 238 insertions, 0 deletions

diff --git a/math/Makefile b/math/Makefile
index 2aaeadaa7c07..8ce08adedae1 100644
--- a/math/Makefile
+++ b/math/Makefile
@@ -987,6 +987,7 @@
     SUBDIR += spooles-mpich
     SUBDIR += spot
     SUBDIR += sprng
+    SUBDIR += stan
     SUBDIR += stanmath
     SUBDIR += stp
     SUBDIR += suitesparse
diff --git a/math/stan/Makefile b/math/stan/Makefile
new file mode 100644
index 000000000000..314cfc2595f0
--- /dev/null
+++ b/math/stan/Makefile
@@ -0,0 +1,31 @@
+PORTNAME=	stan
+DISTVERSIONPREFIX=	v
+DISTVERSION=	2.27.0
+CATEGORIES=	math
+
+MAINTAINER=	yuri@FreeBSD.org
+COMMENT=	C++ package for Bayesian inference, maximum likelihood estimation, etc
+
+LICENSE=	BSD3CLAUSE
+LICENSE_FILE=	${WRKSRC}/LICENSE.md
+
+RUN_DEPENDS=	stanmath>0:math/stanmath
+TEST_DEPENDS=	gmake:devel/gmake
+
+USES=		eigen:3,run gmake python:test shebangfix
+
+USE_GITHUB=	yes
+GH_ACCOUNT=	stan-dev
+
+SHEBANG_FILES=	runTests.py
+
+NO_BUILD=	yes
+NO_ARCH=	yes
+
+do-install:
+	@cd ${WRKSRC}/src && ${COPYTREE_SHARE} stan ${STAGEDIR}${PREFIX}/include
+
+do-test: # fails to compile: https://github.com/stan-dev/stan/issues/3058
+	@cd ${WRKSRC} && ${SETENV} ${MAKE_ENV} ./runTests.py src/test/unit
+
+.include <bsd.port.mk>
diff --git a/math/stan/distinfo b/math/stan/distinfo
new file mode 100644
index 000000000000..741875a84019
--- /dev/null
+++ b/math/stan/distinfo
@@ -0,0 +1,3 @@
+TIMESTAMP = 1630127900
+SHA256 (stan-dev-stan-v2.27.0_GH0.tar.gz) = f6c61baccd13bd088748767646d90d9a1427b3cd88d86f9d8d6bcbdab85f023a
+SIZE (stan-dev-stan-v2.27.0_GH0.tar.gz) = 4863278
diff --git a/math/stan/files/patch-runTests.py b/math/stan/files/patch-runTests.py
new file mode 100644
index 000000000000..0a7caa93efe5
--- /dev/null
+++ b/math/stan/files/patch-runTests.py
@@ -0,0 +1,11 @@
+--- runTests.py.orig	2021-08-28 05:32:24 UTC
++++ runTests.py
+@@ -107,7 +107,7 @@ def modelDependencies(tests):
+ 
+ def makeTest(name, j):
+     """Run the make command for a given single test."""
+-    doCommand("make -j%d %s" % (j or 1, name))
++    doCommand("gmake -j%d %s" % (j or 1, name))
+ 
+ 
+ def runTest(name):
diff --git a/math/stan/pkg-descr b/math/stan/pkg-descr
new file mode 100644
index 000000000000..ea9e1b75767f
--- /dev/null
+++ b/math/stan/pkg-descr
@@ -0,0 +1,12 @@
+Stan is a state-of-the-art platform for statistical modeling and
+high-performance statistical computation. Thousands of users rely on Stan for
+statistical modeling, data analysis, and prediction in the social, biological,
+and physical sciences, engineering, and business.
+
+Users specify log density functions in Stan's probabilistic programming language
+and get:
+* full Bayesian statistical inference with MCMC sampling (NUTS, HMC)
+* approximate Bayesian inference with variational inference (ADVI)
+* penalized maximum likelihood estimation with optimization (L-BFGS)
+
+WWW: https://mc-stan.org/
diff --git a/math/stan/pkg-plist b/math/stan/pkg-plist
new file mode 100644
index 000000000000..6666cc24c551
--- /dev/null
+++ b/math/stan/pkg-plist
@@ -0,0 +1,180 @@
+include/stan/analyze/mcmc/autocovariance.hpp
+include/stan/analyze/mcmc/compute_effective_sample_size.hpp
+include/stan/analyze/mcmc/compute_potential_scale_reduction.hpp
+include/stan/analyze/mcmc/split_chains.hpp
+include/stan/callbacks/interrupt.hpp
+include/stan/callbacks/logger.hpp
+include/stan/callbacks/stream_logger.hpp
+include/stan/callbacks/stream_writer.hpp
+include/stan/callbacks/tee_writer.hpp
+include/stan/callbacks/writer.hpp
+include/stan/io/array_var_context.hpp
+include/stan/io/chained_var_context.hpp
+include/stan/io/cmd_line.hpp
+include/stan/io/deserializer.hpp
+include/stan/io/dump.hpp
+include/stan/io/empty_var_context.hpp
+include/stan/io/ends_with.hpp
+include/stan/io/is_whitespace.hpp
+include/stan/io/program_reader.hpp
+include/stan/io/random_var_context.hpp
+include/stan/io/read_line.hpp
+include/stan/io/reader.hpp
+include/stan/io/serializer.hpp
+include/stan/io/stan_csv_reader.hpp
+include/stan/io/starts_with.hpp
+include/stan/io/trim_spaces.hpp
+include/stan/io/util.hpp
+include/stan/io/validate_dims.hpp
+include/stan/io/validate_zero_buf.hpp
+include/stan/io/var_context.hpp
+include/stan/io/writer.hpp
+include/stan/lang/rethrow_located.hpp
+include/stan/mcmc/base_adaptation.hpp
+include/stan/mcmc/base_adapter.hpp
+include/stan/mcmc/base_mcmc.hpp
+include/stan/mcmc/chains.hpp
+include/stan/mcmc/covar_adaptation.hpp
+include/stan/mcmc/fixed_param_sampler.hpp
+include/stan/mcmc/hmc/base_hmc.hpp
+include/stan/mcmc/hmc/hamiltonians/base_hamiltonian.hpp
+include/stan/mcmc/hmc/hamiltonians/dense_e_metric.hpp
+include/stan/mcmc/hmc/hamiltonians/dense_e_point.hpp
+include/stan/mcmc/hmc/hamiltonians/diag_e_metric.hpp
+include/stan/mcmc/hmc/hamiltonians/diag_e_point.hpp
+include/stan/mcmc/hmc/hamiltonians/ps_point.hpp
+include/stan/mcmc/hmc/hamiltonians/softabs_metric.hpp
+include/stan/mcmc/hmc/hamiltonians/softabs_point.hpp
+include/stan/mcmc/hmc/hamiltonians/unit_e_metric.hpp
+include/stan/mcmc/hmc/hamiltonians/unit_e_point.hpp
+include/stan/mcmc/hmc/integrators/base_integrator.hpp
+include/stan/mcmc/hmc/integrators/base_leapfrog.hpp
+include/stan/mcmc/hmc/integrators/expl_leapfrog.hpp
+include/stan/mcmc/hmc/integrators/impl_leapfrog.hpp
+include/stan/mcmc/hmc/nuts/adapt_dense_e_nuts.hpp
+include/stan/mcmc/hmc/nuts/adapt_diag_e_nuts.hpp
+include/stan/mcmc/hmc/nuts/adapt_softabs_nuts.hpp
+include/stan/mcmc/hmc/nuts/adapt_unit_e_nuts.hpp
+include/stan/mcmc/hmc/nuts/base_nuts.hpp
+include/stan/mcmc/hmc/nuts/dense_e_nuts.hpp
+include/stan/mcmc/hmc/nuts/diag_e_nuts.hpp
+include/stan/mcmc/hmc/nuts/softabs_nuts.hpp
+include/stan/mcmc/hmc/nuts/unit_e_nuts.hpp
+include/stan/mcmc/hmc/nuts_classic/adapt_dense_e_nuts_classic.hpp
+include/stan/mcmc/hmc/nuts_classic/adapt_diag_e_nuts_classic.hpp
+include/stan/mcmc/hmc/nuts_classic/adapt_unit_e_nuts_classic.hpp
+include/stan/mcmc/hmc/nuts_classic/base_nuts_classic.hpp
+include/stan/mcmc/hmc/nuts_classic/dense_e_nuts_classic.hpp
+include/stan/mcmc/hmc/nuts_classic/diag_e_nuts_classic.hpp
+include/stan/mcmc/hmc/nuts_classic/unit_e_nuts_classic.hpp
+include/stan/mcmc/hmc/static/adapt_dense_e_static_hmc.hpp
+include/stan/mcmc/hmc/static/adapt_diag_e_static_hmc.hpp
+include/stan/mcmc/hmc/static/adapt_softabs_static_hmc.hpp
+include/stan/mcmc/hmc/static/adapt_unit_e_static_hmc.hpp
+include/stan/mcmc/hmc/static/base_static_hmc.hpp
+include/stan/mcmc/hmc/static/dense_e_static_hmc.hpp
+include/stan/mcmc/hmc/static/diag_e_static_hmc.hpp
+include/stan/mcmc/hmc/static/softabs_static_hmc.hpp
+include/stan/mcmc/hmc/static/unit_e_static_hmc.hpp
+include/stan/mcmc/hmc/static_uniform/adapt_dense_e_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/adapt_diag_e_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/adapt_softabs_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/adapt_unit_e_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/base_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/dense_e_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/diag_e_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/softabs_static_uniform.hpp
+include/stan/mcmc/hmc/static_uniform/unit_e_static_uniform.hpp
+include/stan/mcmc/hmc/xhmc/adapt_dense_e_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/adapt_diag_e_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/adapt_softabs_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/adapt_unit_e_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/base_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/dense_e_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/diag_e_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/softabs_xhmc.hpp
+include/stan/mcmc/hmc/xhmc/unit_e_xhmc.hpp
+include/stan/mcmc/sample.hpp
+include/stan/mcmc/stepsize_adaptation.hpp
+include/stan/mcmc/stepsize_adapter.hpp
+include/stan/mcmc/stepsize_covar_adapter.hpp
+include/stan/mcmc/stepsize_var_adapter.hpp
+include/stan/mcmc/var_adaptation.hpp
+include/stan/mcmc/windowed_adaptation.hpp
+include/stan/model/finite_diff_grad.hpp
+include/stan/model/grad_hess_log_prob.hpp
+include/stan/model/grad_tr_mat_times_hessian.hpp
+include/stan/model/gradient.hpp
+include/stan/model/gradient_dot_vector.hpp
+include/stan/model/hessian.hpp
+include/stan/model/hessian_times_vector.hpp
+include/stan/model/indexing.hpp
+include/stan/model/indexing/access_helpers.hpp
+include/stan/model/indexing/assign.hpp
+include/stan/model/indexing/assign_varmat.hpp
+include/stan/model/indexing/deep_copy.hpp
+include/stan/model/indexing/index.hpp
+include/stan/model/indexing/rvalue.hpp
+include/stan/model/indexing/rvalue_at.hpp
+include/stan/model/indexing/rvalue_index_size.hpp
+include/stan/model/indexing/rvalue_varmat.hpp
+include/stan/model/log_prob_grad.hpp
+include/stan/model/log_prob_propto.hpp
+include/stan/model/model_base.hpp
+include/stan/model/model_base_crtp.hpp
+include/stan/model/model_functional.hpp
+include/stan/model/model_header.hpp
+include/stan/model/prob_grad.hpp
+include/stan/model/rethrow_located.hpp
+include/stan/model/test_gradients.hpp
+include/stan/optimization/bfgs.hpp
+include/stan/optimization/bfgs_linesearch.hpp
+include/stan/optimization/bfgs_update.hpp
+include/stan/optimization/lbfgs_update.hpp
+include/stan/optimization/newton.hpp
+include/stan/services/diagnose/defaults.hpp
+include/stan/services/diagnose/diagnose.hpp
+include/stan/services/error_codes.hpp
+include/stan/services/experimental/advi/defaults.hpp
+include/stan/services/experimental/advi/fullrank.hpp
+include/stan/services/experimental/advi/meanfield.hpp
+include/stan/services/optimize/bfgs.hpp
+include/stan/services/optimize/defaults.hpp
+include/stan/services/optimize/lbfgs.hpp
+include/stan/services/optimize/newton.hpp
+include/stan/services/sample/defaults.hpp
+include/stan/services/sample/fixed_param.hpp
+include/stan/services/sample/hmc_nuts_dense_e.hpp
+include/stan/services/sample/hmc_nuts_dense_e_adapt.hpp
+include/stan/services/sample/hmc_nuts_diag_e.hpp
+include/stan/services/sample/hmc_nuts_diag_e_adapt.hpp
+include/stan/services/sample/hmc_nuts_unit_e.hpp
+include/stan/services/sample/hmc_nuts_unit_e_adapt.hpp
+include/stan/services/sample/hmc_static_dense_e.hpp
+include/stan/services/sample/hmc_static_dense_e_adapt.hpp
+include/stan/services/sample/hmc_static_diag_e.hpp
+include/stan/services/sample/hmc_static_diag_e_adapt.hpp
+include/stan/services/sample/hmc_static_unit_e.hpp
+include/stan/services/sample/hmc_static_unit_e_adapt.hpp
+include/stan/services/sample/standalone_gqs.hpp
+include/stan/services/util/create_rng.hpp
+include/stan/services/util/create_unit_e_dense_inv_metric.hpp
+include/stan/services/util/create_unit_e_diag_inv_metric.hpp
+include/stan/services/util/experimental_message.hpp
+include/stan/services/util/generate_transitions.hpp
+include/stan/services/util/gq_writer.hpp
+include/stan/services/util/initialize.hpp
+include/stan/services/util/inv_metric.hpp
+include/stan/services/util/mcmc_writer.hpp
+include/stan/services/util/read_dense_inv_metric.hpp
+include/stan/services/util/read_diag_inv_metric.hpp
+include/stan/services/util/run_adaptive_sampler.hpp
+include/stan/services/util/run_sampler.hpp
+include/stan/services/util/validate_dense_inv_metric.hpp
+include/stan/services/util/validate_diag_inv_metric.hpp
+include/stan/variational/advi.hpp
+include/stan/variational/base_family.hpp
+include/stan/variational/families/normal_fullrank.hpp
+include/stan/variational/families/normal_meanfield.hpp
+include/stan/variational/print_progress.hpp
+include/stan/version.hpp