odin
is a “Domain
Specific Language”; a mini-language that solves a specific problem;
in this case representing systems of difference or differential
equations. It is syntactically R (i.e., it can be parsed with R’s
parser) but it is not itself R. Only a subset of expressions and syntax
are supported.
Every line in odin
code must be an
assignment or a relationship (there
are some minor exceptions below).
An assignment looks like
while a relationship looks like
where b
will be an entry from data (introduced by
data()
), Distribution
will be a monty
distribution function (see below), and ...
will be
arguments to this function, which might come from data or from model
variables. See vignette("fitting")
for a high-level
introduction to this interface.
odin2
supports many functions that you’d expect to see
for constructing dynamical models. These include most common
mathematical operations and some that are quite obscure. The support for
stochastic models and comparison to data comes from
monty
.
+
– Plus: Both infix
(a + b
) and prefix (+a
) versions supported
(e.g., 1 + 2
→ 3
)-
– Minus: Both infix
(a - b
) and prefix (-a
) versions supported
(e.g., 10 - 1
→ 9
)*
– Multiply: Multiply two numbers
together (e.g., 2 * 6
→ 12
)/
– Divide: Divide two numbers (e.g.,
12 / 6
→ 2
)^
– Power: Raise the first number to
the power of the second. Either number may be a floating point number
(e.g., 2.3 ^ 1.2
→ 2.716898
)(
– Parenthesis: Group expressions
together (e.g., (1 + 5) * 2
→ 12
)You can only use conditionals with if
as an inline
expression, for example
would result in a
being assigned as 2
(this
works in R normally too!).
Because general flow control is not supported, you cannot write:
A number of logical-returning operators exist, primarily to support
the if
statement; all the usual comparison operators exist
(though not vectorised |
or &
).
>
– Greater than (e.g.,
1 > 2
→ FALSE
)<
– Less than (e.g.,
1 < 2
→ TRUE
)>=
– Greater than or equal to
(e.g., 1 >= 2
→ FALSE
)<=
– Less than or equal to (e.g.,
1 <= 2
→ TRUE
)==
– Is exactly equal to (e.g.,
1 == 1
→ TRUE
)!=
– Is not exactly equal to (e.g.,
1 != 2
→ TRUE
)&&
– Boolean AND (e.g.,
(1 == 1) && (2 > 1)
→ TRUE
)||
– Boolean OR (e.g.,
(1 == 1) && (2 > 1)
→ TRUE
)Be wary of strict equality with ==
or !=
as
numbers may be floating point numbers, which have some surprising
properties for the uninitiated, for example
## [1] FALSE
%%
– Modulo: Finds the remainder after
division of one number by another (e.g., 123 %% 100
→
23
)%/%
– Integer divide: Different to
floating point division, effectively the full number of times one number
divides into another (e.g., 20 %/% 7
→ 2
)abs
– Absolute value (e.g.,
abs(-1)
→ 1
)sign
– Sign function: Returns the sign
of its argument as either -1, 0 or 1, which may be useful for
multiplying by another argument (e.g., sign(-100)
→
-1
)round
– Round a number (e.g.,
round(1.23)
→ 1
; round(1.23, 1)
→
1.2
)floor
– Floor of a number: Largest
integer not greater than the provided number (e.g.,
floor(6.5)
→ 6
)ceiling
– Ceiling of a number:
Smallest integer not less than the provided number (e.g.,
ceiling(6.5)
→ 7
)trunc
– Truncate a number: Round a
number towards zeromax
– Maximum: Returns maximum of two
numbers (e.g., max(2, 6)
→ 6
)min
– Minimum (e.g.,
min(2, 6)
→ 2
)exp
– Exponential function (e.g.,
exp(1)
→ 2.718282
)expm1
– Computes exp(x) - 1 accurately for
small |x| (e.g., exp(1)
→
1.718282
)log
– Logarithmic function in base e
(e.g., log(1)
→ 0
)log2
– Logarithmic function in base 2
(e.g., log2(1024)
→ 10
)log10
– Logarithmic function in base
10 (e.g., log10(1000)
→ 3
)log1p
– Computes log(x + 1) accurately for
small |x| (e.g., log1p(1)
→
0.6931472
)sqrt
– Square root function (e.g.,
sqrt(4)
→ 2
)beta
– Beta function (e.g.,
beta(3, 5)
→ 0.00952381
)lbeta
– Log beta function (e.g.,
lbeta(3, 5)
→ -4.65396
)choose
– Binomial coefficients (e.g.,
choose(60, 3)
→ 34220
)lchoose
– Log binomial coefficients
(e.g., choose(60, 3)
→ 10.44057
)gamma
– Gamma function (e.g.,
gamma(10)
→ 362880
)lgamma
– Log gamma function (e.g.,
lgamma(10)
→ 12.80183
)The exact behaviour for %%
and %/%
for
floating point numbers and negative numbers is complicated - please see
?Arithmetic
. The rules for operators in odin
try to follow those in R as closely as possible.
The constant pi
can be used, along with all the usual
trig functions:
cos
– Cosine functionsin
– Sine functiontan
– Tangent functionacos
– Arc-cosine functionasin
– Arc-sin functionatan
– Arc-tangent functionatan2
– Two-argument arc-tangent
functioncosh
– Hyperbolic cosine functionsinh
– Hyperbolic sine functiontanh
– Hyperbolic tangent
functionacosh
– Hyperbolic arc-cosine
functionasinh
– Hyperbolic arc-sine
functionatanh
– Hyperbolic arc-tangent
functionUse of arrays implies a “for
-loop” in the generated
code. For example, you might write a vectorised version of the logistic map
as:
which will expand to code equivalent to
The loop extent here (over the entire range of y
) is
determined by the left hand side expression (y[]
). This
enables use of i
on the right hand side to index as loop
progresses.
The indices on the right hand side can be i
,
j
, k
, l
, i5
,
i6
, i7
or i8
(odin supports
arrays up to 8 dimensions: do let us know if you need more for some
reason).
Arrays can have more than one dimension, for example the expression:
involves loops over two dimensions because we loop over the whole
extent of ay
which is a matrix. This is roughly equivalent
to:
Note here that y
is accessed using j
, even
though it is only a vector. This is because the loop extents are
generated by the left hand side.
Every array variable requires a dim()
assignment. For example, in the above examples we might
have:
where y
is defined to be a 1-dimensional array of length
10 and ay
is a matrix (2-dimensional array) with
nr
rows and nc
columns. The extents of arrays
must be determined at the first system initialisation,
and this is checked during parse.
We provide several functions for retrieving dimensions from an array
length
– Length: get the full length of an
array. For a single dimensional array this is obvious, for a
multidimensional array it is the product over all dimensions.nrow
– Number of rows: number of rows in a
matrix or number of elements in the first dimension of a
multidimensional arrayncol
– Number of columns: number of columns in
a matrix or number of elements in the second dimension of a
multidimensional arrayWe do not currently offer a function for accessing the size of higher
dimensions, please let us know if this is an issue (see
vignette("migrating")
)
Frequently, you will want to take a sum over an array, or part of an
array, using sum
. To sum over all elements of an array, use
sum()
with the name of the array you would like to sum
over:
If m
is a matrix you can compute the sums over the
second column by writing:
This partial sum approach is frequently used within implicit loops:
m_col_totals[] <- sum(m[, i])
You can use this approach to compute a matrix-vector product (Ax):
ax_tmp[, ] <- a[i, j] * x[j]
ax[] <- sum(a[, i])
We support distribution functions in two places:
First, for discrete-time models we support sampling from a distribution at each time step. For example:
will assign a
to a draw from the standard normal
distribution. You cannot use these functions from continuous time
models. You cannot sample from stochastic functions in a continuous time
(ODE) model.
Second, for comparison to data, for example:
a ~ Normal(0, 1)
will add a log likelihood term looking up the log density of the data
element a
against a standard normal distribution. This form
can be used in both discrete-time and continuous-time models. For more
information, see vignette("fitting")
.
Some distributions have several versions; these are distinguished by the arguments to the functions. For example:
draw from a Gamma distribution with a shape of 2 and a rate of 0.1, while
draw from a Gamma distribution with a shape of 2 and a scale of 10.
The currently supported distributions are (alphabetically):
Beta
– the beta
distribution with parameters a
and b
(vs
rbeta
’s shape1
and shape2
)BetaBinomial
– the beta-binomial
distribution with two forms:
size
, prob
(the mean probability of
success), rho
(dispersion parameter)
(default)size
, a
, b
Binomial
– the binomial
distribution with parameters size
and
prob
Exponential
– the exponential
distribution with two forms:
rate
(default); this is the same
parameterisation as rexp
mean
which is the inverse of rate.
NOTE: we may change this to scale
soonGamma
– the gamma
distribution with two forms:
shape
, rate
(default)shape
, scale
Hypergeometric
– the hypergeometric
distribution with parameters m
(number of white balls),
n
(number of black balls), and k
(number of
samples), and we return the number of white balls. We may
support alternative parametrisations of this distribution in future
(this version is the same parametrisation as rhyper
)NegativeBinomial
– the negative
binomial distribution with two forms:
size
, prob
(default)size
, mu
(the mean)`Normal
– the normal
distribution with parameters mean
, sd
Poisson
– the Poisson
distribution with parameter lambda
(the mean)Uniform
– the uniform
distribution with parameters min
and
max
In the future, we plan support for additional distributions, please
let us know if we are missing any that you need. The support for these
functions comes from monty
and we will link here to the
docs in that package once they exist for additional details.
Stochastic functions are called for each element in an array they are assigned to, at each time. So here:
x[] <- Normal(0, 1)
x
will be filled with each element having a different
draw from a standard normal. In contrast, in:
a <- Normal(0, 1)
x[] <- a
x
will be a vector where every element is the same, the
result of a single draw from a standard normal.
There are some special odin functions that may appear on the right hand side and which must be the only function used in the expression.
The function parameter()
introduces a “parameter”;
something that you will initialise your system with, or update after
initialisation. This is the primary mechanism for controlling how
systems behave. The parameter
function accepts
arguments:
default
: The first argument, typically unnamed, holds
the default value if none is provided at initialisationconstant
: Logical, indicating if the parameter cannot
be changed after being initially set. This must be TRUE
for
things leading into array extentsdifferentiate
: Logical, indicating if the likelihood
(from comparison to data) should be differentiated with respect to this
parameter.type
: The data type for the variable, as a string. Must
be one of real
(the default), integer
or
logical
.rank
: The number of dimensions of the parameter. This
is only used when assigning to dim()
(see below)For example:
Or:
n <- parameter(12, constant = TRUE, type = "integer")
There are some interactions among the differentiate
argument combined with constant
or type
:
differentiate = TRUE
)
it may not be constant!constant
is TRUE
, and all
non-constant parameters must be differentiable. Otherwise the default
value for constant
is FALSE
type = "real"
can be used with
differentiate = TRUE
If your parameter has its dimensions determined by the size data you give it, you need to write it slightly specially:
a <- parameter()
dim(a) <- parameter(rank = 2)
The rank
argument here is required because otherwise we
have no information on the number of dimensions that a
has;
here by saying rank = 2
we specify that a
is a
matrix. We might change this interface in future, the implementation
here fairly closely matches that in odin1.
If your model compares to data (i.e., it uses ~
) then it
needs data. These are specified similarly to parameter()
,
though at present no arguments are supported.
Unlike parameter()
, you will have a series of data
elements, each corresponding to an observation at a different point in
time in a time series. See vignettes("fitting")
for more
details.
You can create variables that interpolate against time. This is useful in a few contexts, for example:
Currently all interpolation functions are scalar valued meaning that at each time a single output is produced.
The usage is:
time
is a vector representing time valuesvalue
is a vector representing the series you would
like to interpolate, the same length as time
mode
is a string, one of constant
,
linear
or spline
Once complete we will show usage of interpolating functions in their own vignette.
You cannot assign to a name that is reserved in:
new
and
switch
restrict
default
and
export
time
,
dt
, parameter
, data
,
interpolate
, delay
, initial
,
deriv
, update
, output
,
dim
, config
, state
,
state_next
, state_deriv
, shared
,
internal
, pi
. We may reduce this list in
future.In addition, odin restricts a few prefixes; a name cannot start with
odin_
, interpolate_
, delay_
or
adjoint_
.