- New method
$time_type()
to determine of a model uses discrete time (discrete
) or continuous time (continuous
).
- Avoid integer overflow in
binomial()
; previouslyn
of greater than2^31 - 1
(.Machine$integer.max
) would overflow and error (mrc-4046, reported by Jørgen Eriksson Midtbø).
- Support for solving ODE models (based on a prototype implementation in mode; full documentation forthcoming.
- Allow control over the C++ specification using the argument
cpp_std
, and including other packages' headers using the argumentlinking_to
indust::dust()
- The
update_state()
method gains anindex
argument for setting just some variables in an update.
- Breaking change, with
step
(and so on withstep_end
) changing totime
everywhere, in order to smooth the inclusion of continuous time models. This affects quite a few methods:step()
andset_step()
becometime()
andset_time()
update_state()
's argument changes fromstep
totime
- Add
min_log_likelihood
support to$filter()
(#361)
- Allow use of
$filter()
with deterministic models (that support it) - Allow partial running of the filter from the current step up to some step part way through the data (#177)
- Allow model names with underscores (#358, see also odin.dust#98)
- Remove the functionality that allowed a vector of start times to be provided, as we were never using it and it simplifes things to remove it (#310)
- Remove
dust::dust_rng_state_long_jump
now that we have proper distributed RNG state support (#343)
- New support for setting up distributed parallel random seeds (
dust::dust_rng_distributed_state
anddust::dust_rng_distributed_pointer
), and documentation to guide their use (vignette("rng_distributed")
) (#297)
- Removed methods
$set_state
,$reset
and$set_pars
which were deprecated in favour of$update_state
in 0.9.21 (#273)
- The names of different generator internal states has been simplified to lose the trailing state, e.g.
xoshiro256star_state
becomesxoshiro256star
(#332)
- Improved the interface for using dust's random number support from other packages (#329)
- New polar algorithm for normally distributed random numbers; faster than Box-Muller but slower than Ziggurat
- Tweaked algorithm for Ziggurat so now ~10% faster by avoiding drawing a second random number when working with 64 bit integers
- Added a new vignette describing the internals of the normal sampling algorithms (#325)
- Added support for drawing normally distributed random numbers using the ziggurat method. Currently this is only efficient on a CPU, though supported on a GPU (#308)
- Major header reorganisation, the
dust::cuda
namespace is nowdust::gpu
, most user-facing uses ofcuda
anddevice
now replaced withgpu
(#298, #317) - New (static) method
real_size
on every dust class for accessing the size ofreal_type
, in bits (#301)
- Support for the multinomial distribution. This differs from most other random number support because it returns a vector of values not a single number (#307)
- Rationalised the GPU interface, now once created models can only be used on either the GPU or CPU which simplifies the internal bookkeeping (#292, #302)
- Improved and generalised RNG interface, with more algorithms and more control
- Expand set of included generators to 12 with different storage types, period and precision (#281)
- Faster random number generation with single precision, using
xoshiro128plus
(#282) - Slightly faster real number generation for all generators by avoiding division (#280)
- The
dust_rng
object has been refactored with methods changing names, a new behaviour when using multiple generators, and parallelisation (#279)
- Type names have been standardised and we now avoid
_t
in favour of_type
in line with the POSIX standard; this impacts all existing dust-using code (#278) - Density function names have changed from
dust::dbinom
todust::density::binomial
(and so on, #291)
- Deprecate the previous state update methods (
$reset()
,$set_pars()
and$set_state()
) in favour of a single method that can update any or all of parameters, model state and time,$update_state()
(#180) - Model determinism is now fixed at creation, rather than being settable via
run
andsimulate
, withdeterministic
now an argument to the constructor (#270)
- Change to the
dust::densities::dnbinom()
to offer both of the same parameterisations as R'sdnbinom
, explicitly asdust::densities::dnbinom_mu()
anddust::densities::dnbinom_prob()
(#171)
- New function
dust::dust_generate
for creating a mini-package from a dust model for inspection or later loading (#204) - New option to
dust::dust
to skip the model cache, which may be useful when compiling with (say) different GPU options (#248)
- Add two new vignettes covering model/data comparison and use on GPUs; see
vignette("data")
andvignette("cuda")
(#183, #229)
- Finer control over GPU settings, with the block size of
run()
now (optionally) exposed - On the GPU integers are kept in shared memory even where reals will no longer fit (#245)
- Fix infinite loop with rbinom using floats
- Synchronise possible divergences in the density functions (CUDA only) (#243)
- Fix a possible issue with dnbinom in float mode with a small mean (#240)
- Fix a bug when running the systematic resample in the particle filter in float mode (#238)
- Fix a bug when running the CUDA version of the particle filter without history/trajectories.
- Change
real_t
at compilation, and return information about the size ofreal_t
from model objects (#233)
- Add a CUDA version of the
simulate
method.
- Move history and snapshot saving out of VRAM, and make it asynchronous.
- Added CUDA version of the particle filter, run with
model$filter(device = TRUE)
(#224)
- Removed functions
dust::dust_simulate
anddust::dust_iterate
, which were deprecated in 0.7.9 (#215)
- Invalid inputs in
rbinom
are converted into exceptions which are safely thrown even from parallel code (#190)
- The
filter
method can save snapshots at points along a run (#176)
- Reduce host and memcpy usage in device reorder by computing scatter index within the kernel (#198)
- Fix issue with
rnorm()
running on a GPU (device code). - Fix issue with unaligned shared copy in CUDA code.
- Don't rewrite files with identical content during generation; this avoids recompilation of code across sessions when the argument
workdir
is used withdust::dust
(#195)
- Add GPU support (#73)
- Add new design vignette - see
vignette("design")
(#161)
- Improved handling of multi-parameter models, allowing parameter sets to be structured and handling of the special case of one particle per parameter set, outlined in
vignette("multi")
(#169)
- Deprecate
dust::dust_simulate
anddust::dust_iterate
which are replaced with a new method$simulate
on the object which retains state and makes this more powerful (#100, #119, #121)
- Allow
set_pars
method to be used with multiparameter dust objects (#125) - Enforce rule that once created a dust object may not change state size (i.e., the number of particles, state elements and number of parameter sets may not change). This was already assumed by mcstate
- Beginnings of particle filter support, with a new
$filter()
method (only works for models with a compiled "compare" method) (#155)
- More complete handling of
$compare_data()
with multiple parameters, with thedust::dust_data
function now expanded to support this (#152)
- Added new method
$resample()
which implements the resampling algorithm used by the mcstate particle filter (#137) - The
$compare_data()
method is better behaved with multi-parameter dust objects, returning a matrix (#136)
- Added new methods
$n_particles()
and$n_state()
to every dust model which can be used to query the size of the state (#149)
- Dust models must now specify two internal types,
internal_t
andshared_t
. The latter is a pointer to constant data shared across all particles within a parameter set (#143)
- Support for some basic density functions within the header
<dust/densities.hpp>
. Supported distributions includedbinom
,dnbinom
,dbetabinom
anddpois
. These are included for use within comparison functions (#134)
- Compiled "comparison" functions are supported, designed to compute likelihoods for mcstate; this interface will be expanded and documented in a future release (#129)
- The
data
argument (and along with it things likeset_data
) have moved to becomepars
as that is how we're using it, and to make space for a futuredata
element (#130)
- Add support for
rexp
from dust model, just using inversion for now (#127)
- Start of support for running dust objects with multiple data/parameter sets at once (#92)
- New method
set_n_threads()
for changing the number of OpenMP threads after initialisation (#122)
dust::dust_simulate()
can return the entire model end state (#119)
- New
$set_data()
method, similar toreset
but changing only the data/parameters mid-model run, holding state and everything else identical (#114)
- Add support for configuring dust generation using C++ pseudo-attributes.
- Back out the interleaved rng state from 0.5.0, which is causing a performance regression
- Remove prototype GPU interface, in preparation for a new version (#109)
- The rng objects (
dust_rng
) also get a$set_state()
method (primarily of debugging interest)
- New
$set_rng_state()
method, the inverse to$rng_state()
for taking a previously saved state and setting it into a model (#??)
dust::dust_iterate
now copies names from the index as rownames (#101)
- The "low
n * p
" branch of the binomial distribution now uses a slightly faster algorithm (#91)
dust::dust_openmp_support()
,dust::dust_openmp_threads()
and a method$has_openmp()
ondust
objects to make determining OpenMP support easier (#97)
dust::dust_package()
validates that the package contains a suitablesrc/Makevars
for use with openmp, or creates one if missing (#95)
- Some examples are now compiled into the package and available via
dust::dust_example()
, reducing the need for a compiler for exploration and making examples and testing faster (#89)
- Change of behaviour for
seed
, which now seeds from R's random number if given the default value ofNULL
(#85, #87) - The
rng_state
method can optionally advance the random number stream, making it more suitable for use withdust::dust_simulate
- A new utility
dust::dust_rng_long_jump
which can advance the saved state of a dust RNG, suitable for creating independent streams from one saved state.
- Helper function
dust::dust_simulate
is renamed todust::dust_iterate
- New function
dust::dust_simulate
which simulates many parameter sets and starting points at once, possibly in parallel (#84)
- If
$set_index()
uses a named index vector, then those names are copied back as rownames on the returned matrix. Similarly, if$state()
is used with a named index then those names are used as rownames (#81)
- Can now generate dust objects that run on the GPU (#69)
- Overhaul of the RNG interface, where we now pass state and use free functions; this is needed to support future development work (#60)
- New
$rng_state()
method for getting the RNG state as a raw vector
- Use cpp11 as the backend (#22)
- Simpler RNG interface; we now always use as many RNG streams as there are particles (#51)
- New function
dust::dust_simulate
which provides a helper for running a simulation while collecting output (#7)
- Allow
$set_state()
to accept an initial state ofNULL
, in which case only the time is set (#48)
- Allow
$set_state()
to accept an initial step too. This can be a vector if particles start at different initial steps, in which case all particles are run up to the latest step (#45)
- Allow
$set_state()
to accept a matrix in order to start particles with different starting values (#43)