NEWS.md

In mrc-ide/dust: Iterate Multiple Realisations of Stochastic Models

dust 0.13.12

• New method $time_type() to determine of a model uses discrete time (discrete) or continuous time (continuous).

dust 0.13.10

• Avoid integer overflow in binomial(); previously n of greater than 2^31 - 1 (.Machine$integer.max) would overflow and error (mrc-4046, reported by Jørgen Eriksson Midtbø).

dust 0.13.8

• Support for solving ODE models (based on a prototype implementation in mode; full documentation forthcoming.

dust 0.12.5

• Allow control over the C++ specification using the argument cpp_std, and including other packages' headers using the argument linking_to in dust::dust()

dust 0.12.1

• The update_state() method gains an index argument for setting just some variables in an update.

dust 0.12.0

• Breaking change, with step (and so on with step_end) changing to time everywhere, in order to smooth the inclusion of continuous time models. This affects quite a few methods:
• step() and set_step() become time() and set_time()
• update_state()'s argument changes from step to time

dust 0.11.24

• Add min_log_likelihood support to $filter() (#361)

dust 0.11.23

• 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)

dust 0.11.22

• Allow model names with underscores (#358, see also odin.dust#98)

dust 0.11.21

• 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)

dust 0.11.17

• Remove dust::dust_rng_state_long_jump now that we have proper distributed RNG state support (#343)

dust 0.11.15

• New support for setting up distributed parallel random seeds (dust::dust_rng_distributed_state and dust::dust_rng_distributed_pointer), and documentation to guide their use (vignette("rng_distributed")) (#297)

dust 0.11.11

• Removed methods $set_state, $reset and $set_pars which were deprecated in favour of $update_state in 0.9.21 (#273)

dust 0.11.10

• The names of different generator internal states has been simplified to lose the trailing state, e.g. xoshiro256star_state becomes xoshiro256star (#332)

dust 0.11.8

• Improved the interface for using dust's random number support from other packages (#329)

dust 0.11.7

• 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)

dust 0.11.6

• 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)

dust 0.11.5

• Major header reorganisation, the dust::cuda namespace is now dust::gpu, most user-facing uses of cuda and device now replaced with gpu (#298, #317)
• New (static) method real_size on every dust class for accessing the size of real_type, in bits (#301)

dust 0.11.1

• 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)

dust 0.11.0

• 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)

dust 0.10.0

• 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 to dust::density::binomial (and so on, #291)

dust 0.9.21

• 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 and simulate, with deterministic now an argument to the constructor (#270)

dust 0.9.20

• Change to the dust::densities::dnbinom() to offer both of the same parameterisations as R's dnbinom, explicitly as dust::densities::dnbinom_mu() and dust::densities::dnbinom_prob() (#171)

dust 0.9.18

• 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)

dust 0.9.14

• Add two new vignettes covering model/data comparison and use on GPUs; see vignette("data") and vignette("cuda") (#183, #229)

dust 0.9.10

• 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)

dust 0.9.8

• Fix infinite loop with rbinom using floats

dust 0.9.7

• Synchronise possible divergences in the density functions (CUDA only) (#243)

dust 0.9.6

• Fix a possible issue with dnbinom in float mode with a small mean (#240)

dust 0.9.5

• Fix a bug when running the systematic resample in the particle filter in float mode (#238)

dust 0.9.4

• Fix a bug when running the CUDA version of the particle filter without history/trajectories.

dust 0.9.3

• Change real_t at compilation, and return information about the size of real_t from model objects (#233)

dust 0.9.2

• Add a CUDA version of the simulate method.

dust 0.9.1

• Move history and snapshot saving out of VRAM, and make it asynchronous.

dust 0.9.0

• Added CUDA version of the particle filter, run with model$filter(device = TRUE) (#224)

dust 0.8.15

• Removed functions dust::dust_simulate and dust::dust_iterate, which were deprecated in 0.7.9 (#215)

dust 0.8.7

• Invalid inputs in rbinom are converted into exceptions which are safely thrown even from parallel code (#190)

dust 0.8.5

• The filter method can save snapshots at points along a run (#176)

dust 0.8.4

• Reduce host and memcpy usage in device reorder by computing scatter index within the kernel (#198)

dust 0.8.3

• Fix issue with rnorm() running on a GPU (device code).
• Fix issue with unaligned shared copy in CUDA code.

dust 0.8.2

• Don't rewrite files with identical content during generation; this avoids recompilation of code across sessions when the argument workdir is used with dust::dust (#195)

dust 0.8.0

• Add GPU support (#73)

dust 0.7.15

• Add new design vignette - see vignette("design") (#161)

dust 0.7.13

• 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)

dust 0.7.9

• Deprecate dust::dust_simulate and dust::dust_iterate which are replaced with a new method $simulate on the object which retains state and makes this more powerful (#100, #119, #121)

dust 0.7.8

• 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

dust 0.7.5

• Beginnings of particle filter support, with a new $filter() method (only works for models with a compiled "compare" method) (#155)

dust 0.7.4

• More complete handling of $compare_data() with multiple parameters, with the dust::dust_data function now expanded to support this (#152)

dust 0.7.3

• 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)

dust 0.7.2

• 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 0.7.0

• Dust models must now specify two internal types, internal_t and shared_t. The latter is a pointer to constant data shared across all particles within a parameter set (#143)

dust 0.6.2

• Support for some basic density functions within the header <dust/densities.hpp>. Supported distributions include dbinom, dnbinom, dbetabinom and dpois. These are included for use within comparison functions (#134)

dust 0.6.1

• Compiled "comparison" functions are supported, designed to compute likelihoods for mcstate; this interface will be expanded and documented in a future release (#129)

dust 0.6.0

• The data argument (and along with it things like set_data) have moved to become pars as that is how we're using it, and to make space for a future data element (#130)

dust 0.5.10

• Add support for rexp from dust model, just using inversion for now (#127)

dust 0.5.9

• Start of support for running dust objects with multiple data/parameter sets at once (#92)

dust 0.5.7

• New method set_n_threads() for changing the number of OpenMP threads after initialisation (#122)

dust 0.5.6

• dust::dust_simulate() can return the entire model end state (#119)

dust 0.5.4

• New $set_data() method, similar to reset but changing only the data/parameters mid-model run, holding state and everything else identical (#114)

dust 0.5.3

• Add support for configuring dust generation using C++ pseudo-attributes.

dust 0.5.2

• Back out the interleaved rng state from 0.5.0, which is causing a performance regression

dust 0.5.1

• Remove prototype GPU interface, in preparation for a new version (#109)

dust 0.5.0

• The rng objects (dust_rng) also get a $set_state() method (primarily of debugging interest)

dust 0.4.12

• New $set_rng_state() method, the inverse to $rng_state() for taking a previously saved state and setting it into a model (#??)

dust 0.4.11

• dust::dust_iterate now copies names from the index as rownames (#101)

dust 0.4.9

• The "low n * p" branch of the binomial distribution now uses a slightly faster algorithm (#91)

dust 0.4.8

• dust::dust_openmp_support(), dust::dust_openmp_threads() and a method $has_openmp() on dust objects to make determining OpenMP support easier (#97)

dust 0.4.7

• dust::dust_package() validates that the package contains a suitable src/Makevars for use with openmp, or creates one if missing (#95)

dust 0.4.6

• 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)

dust 0.4.5

• Change of behaviour for seed, which now seeds from R's random number if given the default value of NULL (#85, #87)
• The rng_state method can optionally advance the random number stream, making it more suitable for use with dust::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.

dust 0.4.4

• Helper function dust::dust_simulate is renamed to dust::dust_iterate
• New function dust::dust_simulate which simulates many parameter sets and starting points at once, possibly in parallel (#84)

dust 0.4.3

• 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)

dust 0.4.0

• Can now generate dust objects that run on the GPU (#69)

dust 0.3.0

• Overhaul of the RNG interface, where we now pass state and use free functions; this is needed to support future development work (#60)

dust 0.2.2

• New $rng_state() method for getting the RNG state as a raw vector

dust 0.2.0

• Use cpp11 as the backend (#22)

dust 0.1.5

• Simpler RNG interface; we now always use as many RNG streams as there are particles (#51)

dust 0.1.4

• New function dust::dust_simulate which provides a helper for running a simulation while collecting output (#7)

dust 0.1.3

• Allow $set_state() to accept an initial state of NULL, in which case only the time is set (#48)

dust 0.1.2

• 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)

dust 0.1.1

• Allow $set_state() to accept a matrix in order to start particles with different starting values (#43)

mrc-ide/dust documentation built on May 11, 2024, 1:08 p.m.