[Rcpp-devel] Using Rcpp to solve ODEs: LSODE (deSolve) says "Confusion over the length of parms"

[Gibbons, Frank]

Kyle,

D’oh! You’re absolutely right. Embarrassing. :-}
(I’m told that’s the emoticon for ‘sheepish grin’.)

I did try going the way suggested by deSolve, but find that (for reasons unknown to me), “R CMD SHLIB” compiles the object file but not the DLL (error about not having permission).

I wasn’t aware of RxODE at all (and only vaguely familiar with mrgsolve), but installed it, read through the tutorial (from the journal CPT-PSP), and within a few hours was in business. It won’t be for everyone of course, since it’s specialized for PK/PD modeling, but it enabled me to get a 15x performance improvement in my application (which requires repeated model evaluation to optimize a study design). This is huge: over-lunchbreak vs over-night. If the speedup reported by the authors in their tutorial applies to my situation, this improvement factor will improve as the model grows (currently just 2 ODEs).

For those with similar goals as mine (PK/PD models), highly recommend it. Much like Rcpp, it enables specification of both the compiled and non-compiled parts of the code in a single file. But like SHLIB, it compiles behind the scenes (few seconds), and while I don’t fully understand what’s going on under the hood, it performs as if there’s a minimum of back-and-forth between R and C.

Many thanks to you both

-Frank

From: Kyle Baron [mailto:kyleb at metrumrg.com]
Sent: Monday, January 23, 2017 1:35 PM
To: Dirk Eddelbuettel <edd at debian.org>
Cc: Gibbons, Frank <Frank.Gibbons at astrazeneca.com>; rcpp-devel at lists.r-forge.r-project.org
Subject: Re: [Rcpp-devel] Using Rcpp to solve ODEs: LSODE (deSolve) says "Confusion over the length of parms"

Frank -

In the code you provided, it looks like it is "poped.db.compiled.rcpp", not "poped.db.compiled".

I found that, after making the change to fix the error that Dirk pointed out, the code appears to work with no error (attached).  I don't know if the results are what you were intending, however.

Also: I would not set up the optimization like this.  When you create the one_comp_oral_ode function with cppFunction and hand that off to deSolve, you are still passing along an R function to get called.  Even if the calculations are accomplished with Rcpp, it still an R function.  So every step the solver takes, it will have to call an R function.  I don't think this is what you want. When you write the ode function as suggested by the deSolve package vignette, you pass off the name of a C function and the solver calls that C function directly as the system advances.  It will be faster than what you are doing with cppFunction.

Finally, I'll ask if you have looked at one of the more-modern simulation packages for R that are designed for PK/PD work?
I maintain mrgsolve: https://github.com/metrumresearchgroup/mrgsolve
You could also look at RxODE: https://cran.r-project.org/web/packages/RxODE/index.html

Hope that helps ...
Kyle



On Sun, Jan 22, 2017 at 7:50 PM, Dirk Eddelbuettel <edd at debian.org<mailto:edd at debian.org>> wrote:

Frank,

That's a pretty long message and a lot of code.  Can you try to distill it
down to a particular (smaller?) issue?

And FWIW I cannot run. After saving your attachment, and installing PopED, I
get

R> source("/tmp/myExampleODE.compiled.R")

Attaching package: ‘deSolve’

The following object is masked from ‘package:graphics’:

    matplot

Elapsed time: 10.425 seconds.
Error in poped.db$settings$optsw[2] <- opt_xt :
  object 'poped.db.compiled' not found
R>

I also recommend the rbenchmark and microbenchmark packages over tic() and toc().

Sorry that I have no quick fix.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org<mailto:edd at debian.org>
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--
Kyle Baron
Metrum Research Group
860-735-7043, Ext. 202
kyleb at metrumrg.com<mailto:kyleb at metrumrg.com>

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