Don't error on size-zero inputs to LKJ lpdf

[andrjohns]

Summary

The validation check order for inputs to lkj_corr_cholesky_lpdf changed since Stan 2.32, so that cholesky factors of size zero now error and reject instead of just returning 0. This breaks downstream applications which conditionally set the size to zero to remove it from the likelihood ( the rmdcev R package relies on this).

This PR updates the check_cholesky_factor to allow size-zero inputs

Tests

Additional test added for size-zero handling

Side Effects

N/A

Release notes

lkj_corr_cholesky_lpdf returns 0 instead of error with size-zero inputs

Checklist

• Copyright holder: Andrew Johnson

  The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
  - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
  - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

• the basic tests are passing

  • unit tests pass (to run, use: ./runTests.py test/unit)
  • header checks pass, (make test-headers)
  • dependencies checks pass, (make test-math-dependencies)
  • docs build, (make doxygen)
  • code passes the built in C++ standards checks (make cpplint)

• the code is written in idiomatic C++ and changes are documented in the doxygen

• the new changes are tested

[andrjohns]

Hmm looks like there's a bit of inconsistency between the tests and the code for some of the distributions

For example, the multi_student_t_cholesky_lpdf function has codepaths for size-zero location/df and size-zero cholesky factor, but the check_* functions error before those paths are reached and the tests expect errors for size-zero inputs

[SteveBronder]

I'll approve once the tests pass. imo I think we need a claude or a bot to sweep through our code and check everywhere we should allow zero sized vectors and matrices.

[SteveBronder]

@andrjohns

I think this PR is good and we just need to update the tests to reflect what should be happening

[       OK ] ProbDistributionsInvWishartCholesky.inv_wishart_cholesky_pos_def (0 ms)
[ RUN      ] ProbDistributionsInvWishartCholesky.0x0
test/unit/math/prim/prob/inv_wishart_cholesky_test.cpp:63: Failure
Expected: stan::math::inv_wishart_cholesky_lpdf(Y, dof, Sigma) throws an exception of type std::domain_error.
  Actual: it throws nothing.
test/unit/math/prim/prob/inv_wishart_cholesky_test.cpp:67: Failure
Expected: stan::math::inv_wishart_cholesky_lpdf(Y, dof0, Sigma) throws an exception of type std::domain_error.
  Actual: it throws nothing.

[stan-buildbot]

Name	Old Result	New Result	Ratio	Performance change( 1 - new / old )
stat_comp_benchmarks/benchmarks/gp_regr/gen_gp_data.stan	0.04	0.04	0.99	-0.7% slower
stat_comp_benchmarks/benchmarks/gp_regr/gp_regr.stan	0.16	0.17	0.99	-1.02% slower
stat_comp_benchmarks/benchmarks/garch/garch.stan	0.86	0.87	1.0	-0.46% slower
stat_comp_benchmarks/benchmarks/low_dim_corr_gauss/low_dim_corr_gauss.stan	0.02	0.02	0.98	-1.92% slower
stat_comp_benchmarks/benchmarks/eight_schools/eight_schools.stan	0.11	0.11	0.99	-0.51% slower
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix/low_dim_gauss_mix.stan	8.32	8.41	0.99	-1.11% slower
stat_comp_benchmarks/benchmarks/gp_pois_regr/gp_pois_regr.stan	3.72	3.68	1.01	0.98% faster
stat_comp_benchmarks/benchmarks/pkpd/one_comp_mm_elim_abs.stan	32.7	34.06	0.96	-4.17% slower
stat_comp_benchmarks/benchmarks/pkpd/sim_one_comp_mm_elim_abs.stan	0.38	0.38	1.0	0.08% faster
stat_comp_benchmarks/benchmarks/irt_2pl/irt_2pl.stan	6.63	6.72	0.99	-1.29% slower
stat_comp_benchmarks/benchmarks/sir/sir.stan	135.9	138.5	0.98	-1.92% slower
stat_comp_benchmarks/benchmarks/arK/arK.stan	3.23	3.22	1.0	0.03% faster
stat_comp_benchmarks/benchmarks/arma/arma.stan	0.59	0.59	1.0	-0.18% slower
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan	24.98	25.09	1.0	-0.44% slower
performance.compilation	389.89	405.6	0.96	-4.03% slower
Mean result: 0.9892131624851447

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Commit hash: 7e5ee47a0634cc5f5f59c91e7e28b9f4519385fb

Machine information

Distributor ID:	Ubuntu
Description:	Ubuntu 20.04.3 LTS
Release:	20.04
Codename:	focal

CPU:

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Thread(s) per core:                      2
Core(s) per socket:                      48
Socket(s):                               2
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CPU family:                              25
Model:                                   17
Model name:                              AMD EPYC 9474F 48-Core Processor
Stepping:                                1
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CPU MHz:                                 1498.243
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NUMA node0 CPU(s):                       0-47,96-143
NUMA node1 CPU(s):                       48-95,144-191
Vulnerability Gather data sampling:      Not affected
Vulnerability Indirect target selection: Not affected
Vulnerability Itlb multihit:             Not affected
Vulnerability L1tf:                      Not affected
Vulnerability Mds:                       Not affected
Vulnerability Meltdown:                  Not affected
Vulnerability Mmio stale data:           Not affected
Vulnerability Reg file data sampling:    Not affected
Vulnerability Retbleed:                  Not affected
Vulnerability Spec rstack overflow:      Mitigation; Safe RET
Vulnerability Spec store bypass:         Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1:                Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2:                Mitigation; Enhanced / Automatic IBRS; IBPB conditional; STIBP always-on; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds:                     Not affected
Vulnerability Tsa:                       Mitigation; Clear CPU buffers
Vulnerability Tsx async abort:           Not affected
Vulnerability Vmscape:                   Mitigation; IBPB before exit to userspace
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G++:

g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
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Clang:

clang version 10.0.0-4ubuntu1 
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin