Syntax errors for a user defined function

Modeling
1

Hi there,

I got some syntax errors for a user defined function in Stan, but couldn’t figure out the reason. Sorry I am not familiar with Stan’s syntax especially for defining the function. Here is what I am trying,

There is a vector parameter vector[N_evt] evt_amp in which each element follows evt_amp ~ gamma(2,2); I’d like to generate a matrix in function generate_evt() to

  1. assign vector[N_evt] evt_amp to a longer vector vector[N_obs] event_temp; (initiated as an all 0s vector) according to a known index int evt_idx[N_evt];.
  2. then toeplitz event_temp and an all zeros vector append_row(event_temp[1], rep_vector(0, N_f-1))'
functions {
  matrix generate_evt(int evt_idx, vector evt_amp, int N_f, int N_obs) {
  // Assign evt_amp to event_temp according to index evt_idx
  matrix[N_obs, N_f] evt;
  vector[N_obs] event_temp = rep_vector(0, N_obs);
  event_temp[evt_idx] = evt_amp;
  // Toeplitz event_temp
  evt[1, ] = append_row(event_temp[1], rep_vector(0, N_f-1))';
  evt[, 1] = event_temp;
  for (i in 2:N_obs) {
      evt[i, 2:N_f] = evt[i - 1, 1:(N_f)];
  }
  return evt;
  }  
}
} 

data{
  ...
  int<lower=1> N_f;
  int<lower=1> N_obs;
  int evt_idx[N_evt];
}

parameters {  ...
  vector[N_evt] evt_amp;
}

transformed parameters {  ...
  evt = generate_evt(evt_idx, evt_amp, N_f, N_obs);  
}

model { ...
 evt_amp ~ gamma(2,2);  
}

I got error for this line event_temp[evt_idx] = evt_amp; , saying left hand type = real, right hand type = vector. So I changed the type of evt_amp to real like this matrix generate_evt(int evt_idx, real evt_amp, int N_f, int N_obs) , then got the following error for this line real event_empt[N_obs] = rep_vector(0, N_obs); saying

SYNTAX ERROR, MESSAGE(S) FROM PARSER:
Variable definition base type mismatch, variable declared as base type real variable definition has base type vector

Could you please help to fix this? I am basically circulating on how to assign values to a vector :) Thanks.

1 Like
2

I guess the reason is the declare in function argument, I should have used int[] instead of int, since it is an int array not a single integer.

3

Hi,
did you manage to resolve this or are you still stuck? Types in Stan can be a bit tricky as it distinguishes between arrays of reals, vectors and row vectors, which are not interchangeable, but have to be converted to each other - see 5 Data Types and Declarations | Stan Reference Manual for more info on data types and 7 Mixed Operations | Stan Functions Reference for conversion operations.

Best of luck with your model!

1 Like
4

Hi @martinmodrak, thanks a lot for asking. It was my mistake. I solved it by replacing int evt_idx with int[] evt_idx , since evt_idx is a vector with integers in it.

May I ask another question regarding how to reverse a vector in a user-defined function? I found a similar post Dot products of vectors to perform 1D convolution - #8 by zcai and tried the solutions but they did not work. There is indeed a reverse() function but not yet available in rstan. Let’s say we have a for loop and inside it we just do a dot_product between two vectors a and b, but we reverse the index of b from i to 1 instead of 1 to i. I tried the suggestion in the above post dot_product(a[1:i], b[sort_desc(1:i)]);, but I got syntax error. Do you think I can only do it with a user-defined reverse funciton? or I just missed something here. Sorry I am not familiar with stan lib for user defined functions.

5

Two things: you can install a recent version of rstan via Repository for distributing (some) stan-dev R packages | r-packages (the version on CRAN is quite old for stupid reasons).

I’ve never used reverse or sort_desc myself, what sort of error do you get? In any case, when I doubt that I have my linear algebra right, I just write it explicitly on a for loop - that always works :-)

1 Like
6

Thanks, It’s a syntax error like this
image

My rstan version is rstan (Version 2.21.2, GitRev: 2e1f913d3ca3), not sure if it is the latest version but I installed it from Github repo.

7

Looks a bit weird, but hard to tell without seeing the whole code, could you share the whole code (note that you can use triple backtics (```) to format code neatly.

The latest rstan is 2.26.

1 Like
8

Thanks. Here it is, it’s just a 1D convolution function. In the for loop I got this PARSER EXPECTED : “(” from Rstudio. Maybe I have some silly mistake somewhere. If you see any weird way of coding could you please feel free to let me know? it will be a good opportunity for me to learn.

  vector stan_convolve_1D(int[] evt_idx, vector evt_amp, int ly, int lx, int rec, vector y) {
  vector[lx] x;
  vector[lx + ly] x_temp;
  vector[lx + ly] y_temp;
  vector[lx + ly] cvxy;
  x = rep_vector(0, lx);
  x[evt_idx] = evt_amp;

  x_temp = append_row(x,rep_vector(0,ly));
  y_temp = append_row(y,rep_vector(0,lx));
  cvxy = rep_vector(0,lx + ly);
  for(i in 2:(lx + ly)){
    cvxy[i] = dot_product(x_temp[sort_desc(1:(i-1))], y_temp[1:(i-1)]);
  }
  return cvxy[2:(lx+1)];
  }

Do you think 2.26 has reverse() function in it? If so I could just update my version, since I’ve tried cmdstan and reverse() function worked :)

9

Cmdstan should also be on 2.26, so it should work.

The code looks good at first glance, so maybe it is just older version of rstan not recognizing sort_desc. However, it looks like you throw away some values for cvxy that you compute in the loop - i.e. cvxy[lx + 2] and above is never used, so if you don’t use it you may as well not compute it all and save some performance.

1 Like
10

Thanks. Those are the boundary of the cvxy since we did padding at the beginning. Then I will go for the latest rstan version.

11

Hi @martinmodrak, just to update, after installing 2.26, the previous function works without syntax error and the reverse() function also works. Thanks again.