R: Compile and Call a Stan Math Function

stanFunction {StanHeaders} | R Documentation

## Compile and Call a Stan Math Function

### Description

Call a function defined in the Stan Math Library from R using this wrapper around `cppFunction`.

### Usage

      stanFunction(function_name, ..., env = parent.frame(), rebuild = FALSE,
                   cacheDir = getOption("rcpp.cache.dir", tempdir()),
                   showOutput = verbose, verbose = getOption("verbose"))

### Arguments

`function_name` | A `character` vector of length one that is the unscoped basename of a C++ function under the `prim/` directory of the Stan Math Library that you would like to evaluate. Functions (such as `integrate_1d`) of other functions are not permitted and neither are functions (such as `reject`) of characters.
`...` | Further arguments that are passed to `function_name` in `tag = value` form, which are passed to `function_name` by position. See the Details and Examples sections.
`env,rebuild,cacheDir,showOutput,verbose` | The same as in `cppFunction`

### Details

The `stanFunction` function essentially compiles and evaluates a C++ function of the form

    auto function_name(...) { return stan::math::function_name(...); }

It is essential to pass all arguments to `function_name` through the ... in order for the C++ wrapper to know what the argument types are. The mapping between R types and Stan types is

R type | Stan type
`double` | `real`
`integer` | `int`
`vector` | `vector`
`matrix(*, nrow = 1)` | `row_vector`
`matrix` | `matrix`

and, in addition, lists of the aforementioned R types map to arrays of Stan types and thus must not be ragged if they are nested. The Stan version of the function is called with arguments specified by position, i.e. in the order that they appear in the .... However, the R wrapper function has arguments whose names are the same as the names passed through the ....

### Value

The result of `function_name` evaluated at the arguments that are passed through the ..., which could be of various R types. It also has the side effect of defining a function named `function_name` in the environment given by the `env` argument that can subsequently be called with inputs of the same type (but not necessarily the same value) that were passed through the ....

### Examples

      files <- dir(system.file("include", "stan", "math", "prim",
                               package = "StanHeaders"),
                   pattern = "hpp$", recursive = TRUE)
      functions <- sub("\\.hpp$", "",
                       sort(unique(basename(files[dirname(files) != "."]))))
      length(functions) # you could call most of these Stan functions

      ## Not run:
        log(sum(exp(exp(1)), exp(pi))) # true value

        stanFunction("log_sum_exp", x = exp(1), y = pi)
        args(log_sum_exp) # now exists in .GlobalEnv
        log_sum_exp(x = pi, y = exp(1))

        # but log_sum_exp() was not defined for a vector or matrix
        x <- c(exp(1), pi)
        try(log_sum_exp(x))
        stanFunction("log_sum_exp", x = x) # now it is

        # log_sum_exp() is now also defined for a matrix
        log_sum_exp(as.matrix(x))
        log_sum_exp(t(as.matrix(x)))
        log_sum_exp(rbind(x, x))

        # but log_sum_exp() was not defined for a list
        try(log_sum_exp(as.list(x)))
        stanFunction("log_sum_exp", x = as.list(x)) # now it is

        # in rare cases, passing a nested list is needed
        stanFunction("dims", x = list(list(1:3)))

        # nullary functions work but are not that interesting
        stanFunction("negative_infinity")

    ## End(Not run)

[Package StanHeaders version 2.21.0-6 Index]