Table of Contents

1. dorset, a rust implementation of Stan Math library.
   1. Example
2. Lisense

dorset, a rust implementation of Stan Math library.

The project is not intended to be an exact port of Math, but as a proof of concept to take advantage of some Rust features in automatic differentiation, hence meant to be experimental.

Example

Below is how to do the problem example in section 2.1 of the Stan Math paper, using dorset.

#[macro_use]
extern crate dorset;
use dorset::*;

fn main() {
    let y: Real = 1.3;
    let s = cstack!();
    let (mu, sigma) = (var!(s, 0.5), var!(s, 1.2));
    let mut lp = var!(s);
    lp = &lp - 0.5 * (2.0 * PI).ln();
    lp = &lp - ln(&sigma);
    lp = &lp - 0.5 * pow((y - &mu) / &sigma, 2.0);
    lp.grad();
    println!("f(mu, sigma) = {0:.6}", lp.val()); // f(mu, sigma) = -1.323482
    println!("d.f/d.mu = {0:.6}", mu.adj());     // d.f/d.mu = 0.555556
    println!("d.f/d.sigma = {0:.6}", sigma.adj()); // d.f/d.sigma = -0.462963
}

Lisense

BSD-3-Clause