Simple harmonic oscillator ODE stan model from the Stan docs says function is not defined

Modeling
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1

Hi all,

I’m trying to reproduce the Stan model from here:
https://mc-stan.org/docs/2_24/stan-users-guide/measurement-error-models.html

I’ve saved the model as model.stan:

functions {
  vector sho(real t,
             vector y,
             real theta) {
    vector[2] dydt;
    dydt[1] = y[2];
    dydt[2] = -y[1] - theta * y[2];
    return dydt;
  }
}
data {
  int<lower=1> T;
  vector[2] y[T];
  real t0;
  real ts[T];
}
parameters {
  vector[2] y0;
  vector<lower=0>[2] sigma;
  real theta;
}
model {
  vector[2] mu[T] = ode_rk45(sho, y0, t0, ts, theta);
  sigma ~ normal(0, 2.5);
  theta ~ std_normal();
  y0 ~ std_normal();
  for (t in 1:T)
    y[t] ~ normal(mu[t], sigma);
}

In R, the code I’m running to run the model is:

library(rstan)

fit <- stan(
  file='model.stan',
  data = list(
    T = 10,
    y0 = c(0,0),
    t0 = 0,
    ts = 1:10,
    theta = .1
    ),
  chains = 1,
  iter = 500)

And the error I’m getting is this:

SYNTAX ERROR, MESSAGE(S) FROM PARSER:
Variable "sho" does not exist.
 error in 'model10f3714c306f_model' at line 23, column 32
  -------------------------------------------------
    21: }
    22: model {
    23:   vector[2] mu[T] = ode_rk45(sho, y0, t0, ts, theta);
                                       ^
    24:   sigma ~ normal(0, 2.5);
  -------------------------------------------------

Error in stanc(file = file, model_code = model_code, model_name = model_name,  :
  failed to parse Stan model 'model' due to the above error.

It’s been driving me a little crazy since it seems like I’m defining sho all of 20 lines up from where it’s being passed to ode_rk45, but maybe I’m doing something wrong?

Any advice would be appreciated. Thanks in advance.

2

This ODE uses a new feature(variadic ODE solver) from 2.24 release, and latest rstan is at 2.21 IIRC.

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3

For this model you’ll need to use cmdstanR, which has the latest Stan version (and this feature) available. Instructions on installing and using cmdstanR are up here: https://mc-stan.org/cmdstanr/

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