stan-ode-workshop

Stan ODE workshop for StanCon 2018 Helsinki

Example

We are using the simple harmonic oscillator as our example. There are two states, y1 and y2.

The derivatives of the states with respect to time are:

• dy1/dt = y2
• dy2/dt = -y1 - theta * y2

where theta is some parameter. In the manual, the example is set up so at time 0, the initial condition is (1, 0) and the value of theta is 0.15.

Contents

1. sho_sim.stan
   • Simple program to simulate from a simple harmonic oscillator without noise.
   • exercise: adjust so it reads in data
   • exercise: simulate with noise
2. sho.data.R
   • Simulated data set for a single observation with noise.
3. sho_fit.stan
   • Fits a single observation.
   • Exercise: fit the initial conditions
4. sho_multiple.data.R
   • Simulated data set for multiple observations with noise.
5. sho_fit_multiple.stan
   • Fits multiple observations.
6. sho_fit_multiple_parallel_start.stan
   • Fits multiple observations, but set up to work with map_rect
7. sho_fit_multiple_parallel.stan
   • Fits multiple observations with map_rect