New helper function repair_variable_names

[jgabry]

closes #317

Summary

repair_variable_names converts names using periods (theta.1.1) to square brackets (`theta[1,1])

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[jgabry]

For now I went with old_variables as the argument name, but happy to change this based on feedback.

[jgabry]

For simplicity I added an error if all the names don't have a . in it. It would be strange to pass in a vector like c("theta.1", "theta[2]") so I don't think we need to write out the logic to handle mixed cases like that. But let me know if you disagree and I can add that logic.

[WardBrian]

This logic seems very unhelpful if I have some variables which are scalars. I can no longer just pass the entire list to this function

I believe the set of transformations here is idempotent, so if someone passes theta[1], nothing will be changed, so why not allow it

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

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Additional details and impacted files

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##           master     #318   +/-   ##
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  Files          47       47           
  Lines        3686     3694    +8     
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+ Hits         3524     3532    +8     
  Misses        162      162           

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[jgabry]

Maybe repair isn't the best name actually? @avehtari suggested convert in #317 (comment). I'm open to other suggestions too.

[paul-buerkner]

I like "repair". Having the dots instead of [] is kind of a thing we don't really want. So we are repairing them to look reasonable again. But I also don't have strong opinions. So completely fine by me if we call it differently.

[mjskay]

Re: function name: is the intention to create a function that specifically converts from Stan names, or is the intention that this function might (in the future) support other non-posterior-friendly naming conventions? I think that should influence the naming; e.g. is this "convert_from_stan_names" (though perhaps less verbose) or the more generic "repair_variable_names" or "convert_variable_names"? Or is it "repair_dotted_indices" or "repair_dotted_index_names" or something like that?

[jgabry]

Good point @mjskay. If this will only ever be used to convert Stan names we could include that in the function name. What do others think?

[avehtari]

I think it would be best to make the function specific for Stan naming conventions, and then add other functions if we add support for other packages. The name "convert_from_stan_names" would be then very descriptive, and I don't know how to make it shorter

Furthermore, in #317 @WardBrian wrote

Complex variables use .real and .imag as their CSV names in Stan. So something like a complex_vector[2] foo has names foo.1.real,foo.1.imag,foo.2.real,foo.2.imag

Tuples use : to separate "slots" in a tuple. So a tuple(real, int) a is printed as a:1,a:2. This stacks naturally with the . for arrays of tuples/tuples of arrays.

If we want to support these, too, I assume that we would like to have something like
"foo.1.real" -> "foo_real[1]"
and
"a:1" -> "a_1"

And the natural complex type support is a separate issue #319 and PR #321

[paul-buerkner]

I agree with Jonah and Aki.

[WardBrian]

If you did want to support tuple names, this essentially just needs to split on : and loop over the resulting parts. See the code that does something similar in Stan: https://github.com/stan-dev/stan/blob/667d5b2d7c5ea1072011919a1acd76a9d3061d01/src/stan/io/stan_csv_reader.hpp#L16