Package: dust 0.15.3

Rich FitzJohn

dust: Iterate Multiple Realisations of Stochastic Models

An Engine for simulation of stochastic models. Includes support for running stochastic models in parallel, either with shared or varying parameters. Simulations are run efficiently in compiled code and can be run with a fraction of simulated states returned to R, allowing control over memory usage. Support is provided for building bootstrap particle filter for performing Sequential Monte Carlo (e.g., Gordon et al. 1993 <doi:10.1049/ip-f-2.1993.0015>). The core of the simulation engine is the 'xoshiro256**' algorithm (Blackman and Vigna <arxiv:1805.01407>), and the package is further described in FitzJohn et al 2021 <doi:10.12688/wellcomeopenres.16466.2>.

Authors:Rich FitzJohn [aut, cre], Alex Hill [aut], John Lees [aut], Imperial College of Science, Technology and Medicine [cph]

dust_0.15.3.tar.gz
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dust_0.15.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
dust/json (API)

# Install 'dust' in R:
install.packages('dust', repos = c('https://mrc-ide.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mrc-ide/dust/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

cppopenmp

7.76 score 20 stars 4 packages 59 scripts 15 exports 16 dependencies

Last updated from:c135a2fa92 (on master). Checks:2 ERROR, 9 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64ERROR283
linux-devel-x86_64NOTE247
source / vignettesOK296
linux-release-arm64ERROR265
linux-release-x86_64NOTE243
macos-release-arm64NOTE151
macos-release-x86_64NOTE409
macos-oldrel-arm64NOTE175
macos-oldrel-x86_64NOTE558
windows-develNOTE271
windows-releaseNOTE320
windows-oldrelNOTE293
wasm-releaseOK137

Exports:dustdust_cuda_configurationdust_cuda_optionsdust_datadust_exampledust_generatedust_ode_controldust_openmp_supportdust_openmp_threadsdust_packagedust_repair_environmentdust_rngdust_rng_distributed_pointerdust_rng_distributed_statedust_rng_pointer

Dependencies:callrclicpp11descfsgluelifecycleotelpkgbuildpkgloadprocessxpsR6rlangrprojrootwithr

Comparing models and data
Coping with missing data

Last update: 2023-06-28
Started: 2021-08-25

Introduction to dust
A simple example - random walk | Model code | Constructing a model | Running a model in parallel | A more interesting example | Other methods | Reordering particles | Set particle state | Reset the model | Use within a package

Last update: 2023-04-27
Started: 2020-07-06

Using RNGs from packages
Background using R's random number generator | Basic implementation using dust | Parallel implementation with dust and OpenMP | More on the pointer object

Last update: 2023-04-27
Started: 2021-11-12

Principles and design of dust
Running multiple realisations | Parallelisation | Efficient running | Efficient state handling | Useful verbs | A compilation target

Last update: 2023-03-17
Started: 2021-02-25

Distributed parallel random numbers
A note on seeding | Distributed seeding | Continuing the streams | Considerations | Use cases | Summary

Last update: 2022-11-08
Started: 2021-11-17

Running models on GPUs with CUDA
Principles | Running a model with GPU support | Writing a GPU-capable model | Data comparison functions | Developing a GPU model

Last update: 2022-11-08
Started: 2021-11-08

Random number generation
Supported distributions | Performance | Underlying random number engine | Reusing the random random number generator in other projects | In a package | Standalone, parallel with OpenMP | Standalone, parallel on a GPU | Other packages with similar functionality

Last update: 2022-11-02
Started: 2020-07-06

Algorithms used to compute random numbers
Box-Muller | Polar | Ziggurat | Sampling | Sampling from the tail | The edges | Optimisations

Last update: 2021-11-16
Started: 2021-11-16

Multiple parameter sets
Considerations

Last update: 2021-10-20
Started: 2021-02-24