Merge pull request #410 from mrc-ide/mrc-4307

Author: richfitz

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: dust
 Title: Iterate Multiple Realisations of Stochastic Models
-Version: 0.14.10
+Version: 0.15.0
 Authors@R: c(person("Rich", "FitzJohn", role = c("aut", "cre"),
                     email = "[email protected]"),
              person("Alex", "Hill", role = "aut"),
@@ -32,7 +32,7 @@ Imports:
     pkgload,
     withr
 LinkingTo:
-    cpp11 (>= 0.4.0)
+    cpp11 (>= 0.4.4)
 Suggests:
     bench,
     brio,

R/compile.R

@@ -137,7 +137,7 @@ glue_whisker <- function(template, data) {
 dust_template_data <- function(model, config, cuda, reload_data, linking_to,
                                cpp_std, compiler_options, optimisation_level) {
   methods <- function(target) {
-    nms <- c("alloc", "run", "simulate", "set_index", "n_state",
+    nms <- c("alloc", "run", "simulate", "run_adjoint", "set_index", "n_state",
              "update_state", "state", "time", "reorder", "resample",
              "rng_state", "set_rng_state", "set_n_threads",
              "set_data", "compare_data", "filter", "set_stochastic_schedule",

R/cpp11.R

@@ -33,6 +33,7 @@ logistic <- R6::R6Class(
            alloc = dust_ode_logistic_alloc,
            run = dust_ode_logistic_run,
            simulate = dust_ode_logistic_simulate,
+           run_adjoint = dust_ode_logistic_run_adjoint,
            set_index = dust_ode_logistic_set_index,
            n_state = dust_ode_logistic_n_state,
            update_state = dust_ode_logistic_update_state,
@@ -91,6 +92,10 @@ logistic <- R6::R6Class(
       m
     },
 
+    run_adjoint = function() {
+      private$methods_$run_adjoint(private$ptr_)
+    },
+
     set_index = function(index) {
       private$methods_$set_index(private$ptr_, index)
       private$index_ <- index
@@ -287,6 +292,7 @@ sir <- R6::R6Class(
            alloc = dust_cpu_sir_alloc,
            run = dust_cpu_sir_run,
            simulate = dust_cpu_sir_simulate,
+           run_adjoint = dust_cpu_sir_run_adjoint,
            set_index = dust_cpu_sir_set_index,
            n_state = dust_cpu_sir_n_state,
            update_state = dust_cpu_sir_update_state,
@@ -345,6 +351,10 @@ sir <- R6::R6Class(
       m
     },
 
+    run_adjoint = function() {
+      private$methods_$run_adjoint(private$ptr_)
+    },
+
     set_index = function(index) {
       private$methods_$set_index(private$ptr_, index)
       private$index_ <- index
@@ -541,6 +551,7 @@ sirs <- R6::R6Class(
            alloc = dust_cpu_sirs_alloc,
            run = dust_cpu_sirs_run,
            simulate = dust_cpu_sirs_simulate,
+           run_adjoint = dust_cpu_sirs_run_adjoint,
            set_index = dust_cpu_sirs_set_index,
            n_state = dust_cpu_sirs_n_state,
            update_state = dust_cpu_sirs_update_state,
@@ -561,6 +572,7 @@ sirs <- R6::R6Class(
            alloc = dust_gpu_sirs_alloc,
            run = dust_gpu_sirs_run,
            simulate = dust_gpu_sirs_simulate,
+           run_adjoint = dust_gpu_sirs_run_adjoint,
            set_index = dust_gpu_sirs_set_index,
            n_state = dust_gpu_sirs_n_state,
            update_state = dust_gpu_sirs_update_state,
@@ -615,6 +627,10 @@ sirs <- R6::R6Class(
       m
     },
 
+    run_adjoint = function() {
+      private$methods_$run_adjoint(private$ptr_)
+    },
+
     set_index = function(index) {
       private$methods_$set_index(private$ptr_, index)
       private$index_ <- index
@@ -808,6 +824,7 @@ variable <- R6::R6Class(
            alloc = dust_cpu_variable_alloc,
            run = dust_cpu_variable_run,
            simulate = dust_cpu_variable_simulate,
+           run_adjoint = dust_cpu_variable_run_adjoint,
            set_index = dust_cpu_variable_set_index,
            n_state = dust_cpu_variable_n_state,
            update_state = dust_cpu_variable_update_state,
@@ -828,6 +845,7 @@ variable <- R6::R6Class(
            alloc = dust_gpu_variable_alloc,
            run = dust_gpu_variable_run,
            simulate = dust_gpu_variable_simulate,
+           run_adjoint = dust_gpu_variable_run_adjoint,
            set_index = dust_gpu_variable_set_index,
            n_state = dust_gpu_variable_n_state,
            update_state = dust_gpu_variable_update_state,
@@ -882,6 +900,10 @@ variable <- R6::R6Class(
       m
     },
 
+    run_adjoint = function() {
+      private$methods_$run_adjoint(private$ptr_)
+    },
+
     set_index = function(index) {
       private$methods_$set_index(private$ptr_, index)
       private$index_ <- index
@@ -1075,6 +1097,7 @@ volatility <- R6::R6Class(
            alloc = dust_cpu_volatility_alloc,
            run = dust_cpu_volatility_run,
            simulate = dust_cpu_volatility_simulate,
+           run_adjoint = dust_cpu_volatility_run_adjoint,
            set_index = dust_cpu_volatility_set_index,
            n_state = dust_cpu_volatility_n_state,
            update_state = dust_cpu_volatility_update_state,
@@ -1133,6 +1156,10 @@ volatility <- R6::R6Class(
       m
     },
 
+    run_adjoint = function() {
+      private$methods_$run_adjoint(private$ptr_)
+    },
+
     set_index = function(index) {
       private$methods_$set_index(private$ptr_, index)
       private$index_ <- index
@@ -1326,6 +1353,7 @@ walk <- R6::R6Class(
            alloc = dust_cpu_walk_alloc,
            run = dust_cpu_walk_run,
            simulate = dust_cpu_walk_simulate,
+           run_adjoint = dust_cpu_walk_run_adjoint,
            set_index = dust_cpu_walk_set_index,
            n_state = dust_cpu_walk_n_state,
            update_state = dust_cpu_walk_update_state,
@@ -1384,6 +1412,10 @@ walk <- R6::R6Class(
       m
     },
 
+    run_adjoint = function() {
+      private$methods_$run_adjoint(private$ptr_)
+    },
+
     set_index = function(index) {
       private$methods_$set_index(private$ptr_, index)
       private$index_ <- index

R/dust.R

@@ -176,6 +176,14 @@ dust_generator <- R6::R6Class(
     simulate = function(time_end) {
     },
 
+    ##' @description
+    ##'
+    ##' Run model with gradient information (if supported). The
+    ##' interface here will change, and documentation written once it
+    ##' stabilises.
+    run_adjoint = function() {
+    },
+
     ##' @description
     ##' Set the "index" vector that is used to return a subset of pars
     ##' after using `run()`. If this is not used then `run()` returns