fix gqs with transformed parameters

[mm--]

Summary:

gqs() has an issue where it doesn't work with transformed parameters. (See #714)
If draws contains the transformed parameters, an error like the following occurs:

Wrong number of parameter values in draws from fitted model.  Expecting 2 columns, found 3 columns.

But if the offending transformed parameters are removed, we instead get the error:

Error in draws[, draws_colnames, drop = FALSE] : subscript out of bounds

Intended Effect:

This small change just strips the transformed parameters from draws (by looking at constrained_param_names(FALSE, FALSE)) before passing it to standalone_gqs.

How to Verify:

Here's some code (modified from #714) to test:

library(rstan)
rstan_options(auto_write = TRUE)
options(mc.cores = parallel::detectCores())

stancode1 <- "
transformed data{
  vector[10] y = [4.65, 6.02, 4.92, 4.77, 8.12, 6.93, 7.39, 7.6, 5.68, 2.14]';
}
parameters{
  real mu;
  real log_sigma;
}
transformed parameters{
  real<lower=0> sigma = exp(log_sigma);
}
model{
  y ~ normal(mu, sigma);
  mu ~ normal(0, 10);
  log_sigma ~ normal(0, 2.5);
}
generated quantities{
  vector[10] y_rep;
  
  for (i in 1:10)
    y_rep[i] = normal_rng(mu, sigma);
}
"

stanmodel1 <- stan_model(model_code = stancode1)
fit1 <- sampling(stanmodel1)
rep <- gqs(stanmodel1, draws = as.matrix(fit1))
rep

Side Effects:

Documentation:

Reviewer Suggestions:

@bgoodri

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Joshua Moller-Mara

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: GPLv3 (http://opensource.org/licenses/GPL-3.0)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)