Indexing a multible parameters fails

[scheidan]

Indexing to get a more than one parameter fails (MCMCChains v6.0.0) with a not very helpful error message:

chn = Chains(rand(100, 3, 2))

# all this leads to:
# ERROR: ArgumentError: number of draws after splitting must >4 but is 2.
chn[1:5, :, :]
chn[1:5, 1:3, :]
chn[1:5, 1:2, :]
chn[1:5, :, 1]
chn[1:5, :, 1:2]

This is rather surprising as chn[1:5, 1, :] works as nicely.

Of course, we can do instead

chn[1:5] # leads to the same error

which works as expected (but I think is not documented).

[devmotion]

Splitting works fine, only ess with the default splitting strategy can't be computed for the resulting chain and hence the display call in the REPL errors which includes a call to ess:

julia> using MCMCChains

julia> chn = Chains(rand(100, 3, 2));

julia> c1 = chn[1:5, :, :];

julia> c1
Chains MCMC chain (5×3×2 Array{Float64, 3}):

Iterations        = 1:1:5
Number of chains  = 2
Samples per chain = 5
parameters        = param_1, param_2, param_3
Error showing value of type Chains{Float64, AxisArrays.AxisArray{Float64, 3, Array{Float64, 3}, Tuple{AxisArrays.Axis{:iter, StepRange{Int64, Int64}}, AxisArrays.Axis{:var, Vector{Symbol}}, AxisArrays.Axis{:chain, UnitRange{Int64}}}}, Missing, NamedTuple{(:parameters,), Tuple{Vector{Symbol}}}, NamedTuple{(), Tuple{}}}:
ERROR: ArgumentError: number of draws after splitting must >4 but is 2.
...

julia> ess(c1)
ERROR: ArgumentError: number of draws after splitting must >4 but is 2.
...

julia> ess(c1; split_chains=1)
ESS
  parameters       ess   ess_per_sec 
      Symbol   Float64       Missing 

     param_1    4.3214       missing
     param_2   10.0000       missing
     param_3   10.0000       missing

Of course, we can do instead

chn[1:5]

which works as expected (but I think is not documented).

I'm not sure exactly what you mean, for me this leads (as expected) to the same error? Maybe you added a semicolon in the latter case such that printing was skipped?

julia> chn[1:5]
Chains MCMC chain (5×3×2 Array{Float64, 3}):

Iterations        = 1:1:5
Number of chains  = 2
Samples per chain = 5
parameters        = param_1, param_2, param_3
Error showing value of type Chains{Float64, AxisArrays.AxisArray{Float64, 3, Array{Float64, 3}, Tuple{AxisArrays.Axis{:iter, StepRange{Int64, Int64}}, AxisArrays.Axis{:var, Vector{Symbol}}, AxisArrays.Axis{:chain, UnitRange{Int64}}}}, Missing, NamedTuple{(:parameters,), Tuple{Vector{Symbol}}}, NamedTuple{(), Tuple{}}}:
ERROR: ArgumentError: number of draws after splitting must >4 but is 2.
...