Stochastic reaction-diffusion modelling

Introduction

There is a fairly large literature on reaction-diffusion modelling using partial differential equations (PDEs). There is also a fairly large literature on stochastic modelling of coupled chemical reactions, which account for the discreteness of reacting species at low concentrations. There is some literature on combining the two, to form stochastic reaction-diffusion systems, but much less.

In this post we will look at one approach to the stochastic reaction-diffusion problem, based on an underlying stochastic process often described by the reaction diffusion master equation (RDME). We will start by generating exact realisations from this process using the spatial Gillespie algorithm, before switching to a continuous stochastic approximation often known as the spatial chemical Langevin equation (spatial CLE). For fine discretisations, this spatial CLE is just an explicit numerical scheme for an associated reaction-diffusion stochastic partial differential equation (SPDE), and we can easily contrast such SPDE dynamics with their deterministic PDE approximation. We will investigate using simulation, based on my Scala library, scala-smfsb, which accompanies the third edition of my textbook, Stochastic modelling for systems biology, as discussed in previous posts.

All of the code used to generate the plots and movies in this post is available in my blog repo, and is very simple to build and run.

The Lotka-Volterra reaction network

Exact simulation from the RDME

My favourite toy coupled chemical reaction network is the Lotka-Volterra predator-prey system, presented as the three reactions

X \longrightarrow 2X
X + Y \longrightarrow 2Y
Y \longrightarrow \emptyset

with X representing the prey species and Y the predator. I showed how to simulate realisations from this process using the Scala library in the previous post. Here we will consider simulation of this model in 2d, and simulate exact realisation from the appropriate RDME using the spatial Gillespie algorithm. Full runnable code for this simulation is here, but the key lines are:

val r = 100; val c = 120
val model = SpnModels.lv[IntState]()
val step = Spatial.gillespie2d(model, DenseVector(0.6, 0.6), maxH=1e12)
val x00 = DenseVector(0, 0)
val x0 = DenseVector(50, 100)
val xx00 = PMatrix(r, c, Vector.fill(r*c)(x00))
val xx0 = xx00.updated(c/2, r/2, x0)
val s = Stream.iterate(xx0)(step(_,0.0,0.1))

which sets up an infinite lazy Stream of states on a 100×120 grid over time steps of 0.1 units with diffusion rates of 0.6 for both species. We can then map this to a stream of images and visualise it using my scala-view library (described in this post). Running gives the following output:

Movie

The above image is the final frame of a movie which can be viewed by clicking on the image. In the simulation, blue represents the prey species, X, and red represents the predator, Y. The simulation is initialised with a few prey and predators in the central pixel. At each time step of the simulation, either a reaction or a diffusion event may occur. If diffusion occurs, an individual moves from its current location to one of the four adjacent pixels. This algorithm is extremely computationally intensive, however well it is implemented. The implementation used here (using the function Spatial.gillespie2d in the scala-smfsb library) is quite inefficient. A more efficient implementation would use the next subvolume method or similar algorithm. But since every reaction event is simulated sequentially, this algorithm is always going to be intolerably slow for most interesting problems.

The spatial CLE

The spatial CLE effectively approximates the true RDME dynamics with a set of coupled stochastic differential equations (SDEs) on the spatial grid. This can be interpreted as an explicit scheme for numerically integrating an SPDE. But this numerical scheme is much more efficient, allowing sensible time-stepping of the process, and vectorises and parallelises nicely. The details are in my book, but the Scala implementation is here. Diffusion is implemented efficiently and in parallel using the comonadic approach that I’ve described previously. We can quickly and easily generate large simulations using the spatial CLE. Here is a movie generated on a 250×300 grid.

Movie

Again, clicking on the frame should give the movie. We see that although the quantitative details are slightly different to the exact algorithm, the essential qualitative behaviour of the system is captured well by the spatial CLE. Full code for this simulation is here.

Reaction-diffusion PDE

If we remove all of the noise terms from the spatial CLE, we get a set of coupled ODEs, which again, may be interpreted as a numerical scheme for integrating a reaction-diffusion PDE model. Below are the dynamics on the same 250×300 grid.

Movie

It seems a bit harsh to describe a reaction-diffusion PDE as “boring”, but it certainly isn’t as interesting as the stochastic dynamics. Also, it has qualitatively quite different behaviour to the stochastic models, with wavefronts being less pronounced and less well separated. The code for this one is here.

Other initialisations

Instead of just seeding the simulation with some individuals in the central pixel, we can initialise 3 pixels. We can look first at a spatial CLE simulation.

Movie

Code here.

We can look at the same problem, but now using a PDE.

Movie

Code here.

Alternatively, we can initialise every pixel independently with random numbers of predator and prey. A movie for this is given below, following a short warm-up.

Movie

Code here.

Again, we can look at the corresponding deterministic integration.

Movie

Code here.

The SIR model

Let’s now turn attention to a spatial epidemic process model, the spatial susceptible-infectious-recovered model. Again, we’ll start from the discrete reaction formulation.

S + I \longrightarrow 2I
I \longrightarrow R

I’ll add this model to the next release of scala-smfsb, but in the meantime we can easily define it ourselves with:

def sir[S: State](p: DenseVector[Double] = DenseVector(0.1, 0.5)): Spn[S] =
  UnmarkedSpn[S](
    List("S", "I", "R"),
    DenseMatrix((1, 1, 0), (0, 1, 0)),
    DenseMatrix((0, 2, 0), (0, 0, 1)),
    (x, t) => {
      val xd = x.toDvd
      DenseVector(
        xd(0) * xd(1) * p(0), xd(1) * p(1)
      )}
  )

We can seed a simulation with a few infectious individuals in the centre of a roughly homogeneous population of susceptibles.

Spatial CLE

This time we’ll skip the exact simulation, since it’s very slow, and go straight to the spatial CLE. A simulation on a 250×300 grid is given below.

Movie

Here, green represents S, red I and blue R. In this simulation, I diffuses more slowly than S, and R doesn’t diffuse at all.
Code here.

PDE model

If we ditch the noise to get a reaction-diffusion PDE model, the dynamics are as follows.

Movie

Again, we see that the deterministic model is quite different to the stochastic version, and kind-of boring. Code here.

Further information

All of the code used to generate the plots and movies in this post is available in an easily runnable form in my blog repo. It is very easy to adapt the examples to vary parameters and initial conditions, and to study other reaction systems. Further details relating to stochastic reaction-diffusion modelling based on the RDME can be found in Chapter 9 of my textbook, Stochastic modelling for systems biology, third edition.

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The scala-smfsb library

In the previous post I gave a very quick introduction to the smfsb R package. As mentioned in that post, although good for teaching and learning, R isn’t a great language for serious scientific computing or computational statistics. So for the publication of the third edition of my textbook, Stochastic modelling for systems biology, I have created a library in the Scala programming language replicating the functionality provided by the R package. Here I will give a very quick introduction to the scala-smfsb library. Some familiarity with both Scala and the smfsb R package will be helpful, but is not strictly necessary. Note that the library relies on the Scala Breeze library for linear algebra and probability distributions, so some familiarity with that library can also be helpful.

Setup

To follow the along you need to have Sbt installed, and this in turn requires a recent JDK. If you are new to Scala, you may find the setup page for my Scala course to be useful, but note that on many Linux systems it can be as simple as installing the packages openjdk-8-jdk and sbt.

Once you have Sbt installed, you should be able to run it by entering sbt at your OS command line. You now need to use Sbt to create a Scala REPL with a dependency on the scala-smfsb library. There are many ways to do this, but if you are new to Scala, the simplest way is probably to start up Sbt from an empty or temporary directory (which doesn’t contain any Scala code), and then paste the following into the Sbt prompt:

set libraryDependencies += "com.github.darrenjw" %% "scala-smfsb" % "0.6"
set libraryDependencies += "org.scalanlp" %% "breeze-viz" % "0.13.2"
set scalaVersion := "2.12.6"
set scalacOptions += "-Yrepl-class-based"
console

The first time you run this it will take a little while to download and cache various library dependencies. But everything is cached, so it should be much quicker in future. When it is finished, you should have a Scala REPL ready to enter Scala code.

An introduction to scala-smfsb

It should be possible to type or copy-and-paste the commands below one-at-a-time into the Scala REPL. We need to start with a few imports.

import smfsb._
import breeze.linalg.{Vector => BVec, _}
import breeze.numerics._
import breeze.plot._

Note that I’ve renamed Breeze’s Vector type to BVec to avoid clashing with that in the Scala standard library. We are now ready to go.

Simulating models

Let’s begin by instantiating a Lotka-Volterra model, simulating a single realisation of the process, and then plotting it.

// Simulate LV with Gillespie
val model = SpnModels.lv[IntState]()
val step = Step.gillespie(model)
val ts = Sim.ts(DenseVector(50, 100), 0.0, 20.0, 0.05, step)
Sim.plotTs(ts, "Gillespie simulation of LV model with default parameters")

The library comes with a few other models. There’s a Michaelis-Menten enzyme kinetics model:

// Simulate other models with Gillespie
val stepMM = Step.gillespie(SpnModels.mm[IntState]())
val tsMM = Sim.ts(DenseVector(301,120,0,0), 0.0, 100.0, 0.5, stepMM)
Sim.plotTs(tsMM, "Gillespie simulation of the MM model")

and an auto-regulatory genetic network model, for example.

val stepAR = Step.gillespie(SpnModels.ar[IntState]())
val tsAR = Sim.ts(DenseVector(10, 0, 0, 0, 0), 0.0, 500.0, 0.5, stepAR)
Sim.plotTs(tsAR, "Gillespie simulation of the AR model")

If you know the book and/or the R package, these models should all be familiar.
We are not restricted to exact stochastic simulation using the Gillespie algorithm. We can use an approximate Poisson time-stepping algorithm.

// Simulate LV with other algorithms
val stepPts = Step.pts(model)
val tsPts = Sim.ts(DenseVector(50, 100), 0.0, 20.0, 0.05, stepPts)
Sim.plotTs(tsPts, "Poisson time-step simulation of the LV model")

Alternatively, we can instantiate the example models using a continuous state rather than a discrete state, and then simulate using algorithms based on continous approximations, such as Euler-Maruyama simulation of a chemical Langevin equation (CLE) approximation.

val stepCle = Step.cle(SpnModels.lv[DoubleState]())
val tsCle = Sim.ts(DenseVector(50.0, 100.0), 0.0, 20.0, 0.05, stepCle)
Sim.plotTs(tsCle, "Euler-Maruyama/CLE simulation of the LV model")

If we want to ignore noise temporarily, there’s also a simple continuous deterministic Euler integrator built-in.

val stepE = Step.euler(SpnModels.lv[DoubleState]())
val tsE = Sim.ts(DenseVector(50.0, 100.0), 0.0, 20.0, 0.05, stepE)
Sim.plotTs(tsE, "Continuous-deterministic Euler simulation of the LV model")

Spatial stochastic reaction-diffusion simulation

We can do 1d reaction-diffusion simulation with something like:

val N = 50; val T = 40.0
val model = SpnModels.lv[IntState]()
val step = Spatial.gillespie1d(model,DenseVector(0.8, 0.8))
val x00 = DenseVector(0, 0)
val x0 = DenseVector(50, 100)
val xx00 = Vector.fill(N)(x00)
val xx0 = xx00.updated(N/2,x0)
val output = Sim.ts(xx0, 0.0, T, 0.2, step)
Spatial.plotTs1d(output)

For 2d simulation, we use PMatrix, a comonadic matrix/image type defined within the library, with parallelised map and coflatMap (cobind) operations. See my post on comonads for scientific computing for further details on the concepts underpinning this, though note that it isn’t necessary to understand comonads to use the library.

val r = 20; val c = 30
val model = SpnModels.lv[DoubleState]()
val step = Spatial.cle2d(model, DenseVector(0.6, 0.6), 0.05)
val x00 = DenseVector(0.0, 0.0)
val x0 = DenseVector(50.0, 100.0)
val xx00 = PMatrix(r, c, Vector.fill(r*c)(x00))
val xx0 = xx00.updated(c/2, r/2, x0)
val output = step(xx0, 0.0, 8.0)
val f = Figure("2d LV reaction-diffusion simulation")
val p0 = f.subplot(2, 1, 0)
p0 += image(PMatrix.toBDM(output map (_.data(0))))
val p1 = f.subplot(2, 1, 1)
p1 += image(PMatrix.toBDM(output map (_.data(1))))

Bayesian parameter inference

The library also includes functions for carrying out parameter inference for stochastic dynamical systems models, using particle MCMC, ABC and ABC-SMC. See the examples directory for further details.

Next steps

Having worked through this post, the next step is to work through the tutorial. There is some overlap of content with this blog post, but the tutorial goes into more detail regarding the basics. It also finishes with suggestions for how to proceed further.

Source

This post started out as a tut document (the Scala equivalent of an RMarkdown document). The source can be found here.

Calling Java code from R

Introduction

In the previous post I looked at some simple methods for calling C code from R using a simple Gibbs sampler as the motivating example. In this post we will look again at the same Gibbs sampler, but now implemented in Java, and look at a couple of options for calling that code from an R session.

Stand-alone Java code

Below is some Java code for implementing the bivariate Gibbs sampler discussed previously. It relies on Parallel COLT, which must be installed and in the Java CLASSPATH in order to follow the examples.

import java.util.*;
import cern.jet.random.tdouble.*;
import cern.jet.random.tdouble.engine.*;

class Gibbs
{

    public static void main(String[] arg)
    {
	if (arg.length != 3) {
            System.err.println("Usage: java Gibbs <Iters> <Thin> <Seed>");
            System.exit(1);  
        }
	int N=Integer.parseInt(arg[0]);
	int thin=Integer.parseInt(arg[1]);
	int seed=Integer.parseInt(arg[2]);
	DoubleRandomEngine rngEngine=new DoubleMersenneTwister(seed);
	Normal rngN=new Normal(0.0,1.0,rngEngine);
	Gamma rngG=new Gamma(1.0,1.0,rngEngine);
	double x=0,y=0;
	System.out.println("Iter x y");
	for (int i=0;i<N;i++) {
	    for (int j=0;j<thin;j++) {
		x=rngG.nextDouble(3.0,y*y+4);
		y=rngN.nextDouble(1.0/(x+1),1.0/Math.sqrt(x+1));
	    }
	    System.out.println(i+" "+x+" "+y);
	}
    }

}

It can be compiled and run stand-alone from an OS shell with the following commands:

javac Gibbs.java
java Gibbs 10 1000 1

As discussed in the previous post, it is possible to call any command-line program from inside an R session using the system() command. A small wrapper function for conveniently running this code from within R can be written as follows.

gibbs<-function(N=10000,thin=500,
             seed=trunc(runif(1)*1e6),
             exec="Gibbs",
             tmpfile=tempfile())
{
  command=paste("java",exec,N,thin,seed,">",tmpfile)
  system(command)
  read.table(tmpfile,header=TRUE)
}

This can then be run from within an R session with a simple call to gibbs(). Note that a random seed is being generated within R to be passed to the Java code to be used to seed the COLT random number generator used within the Java code. As previously discussed, for many long running codes, this approach can be quite effective, and is clearly very simple. However, there is an overhead associated with the system() call, and also with writing output to disk and then reading it back again.

Using rJava

It is possible to avoid the overheads associated with the above approach by directly calling the Java code from R and having the return values returned directly into the R session from memory. There isn’t really direct support for this within the core R language, but there are couple of different solutions provided by R packages. The simplest and most popular approach seems to be the rJava package. This package can be installed with a simple

install.packages("rJava")

This should “just work” on some OSs (eg. Windows), but may fail on other OSs if R is not aware of the local Java environment. If the installation fails, check the error message carefully for advice/instructions. On most Linux systems, the problem can be fixed by quitting R, then running the following command from the shell

sudo R CMD javareconf

before re-starting R and re-attempting the installation. rJava provides a mechanism for starting a JVM within the running R session, creating objects, calling methods and having method return values returned to R. It is actually much more flexible than the .C() function for C code discussed in the previous post.

In order to use this package for our example, we must first re-factor the code slightly in the following way.

import java.util.*;
import cern.jet.random.tdouble.*;
import cern.jet.random.tdouble.engine.*;

class GibbsR
{

    public static void main(String[] arg)
    {
	if (arg.length != 3) {
            System.err.println("Usage: java GibbsR <Iters> <Thin> <Seed>");
            System.exit(1);  
        }
	int N=Integer.parseInt(arg[0]);
	int thin=Integer.parseInt(arg[1]);
	int seed=Integer.parseInt(arg[2]);
	double[][] mat=gibbs(N,thin,seed);
	System.out.println("Iter x y");
	for (int i=0;i<N;i++) {
	    System.out.println(""+i+" "+mat[0][i]+" "+mat[1][i]);
	}	
    }

    public static double[][] gibbs(int N,int thin,int seed)
    {
	DoubleRandomEngine rngEngine=new DoubleMersenneTwister(seed);
	Normal rngN=new Normal(0.0,1.0,rngEngine);
	Gamma rngG=new Gamma(1.0,1.0,rngEngine);
	double x=0,y=0;
	double[][] mat=new double[2][N];
	for (int i=0;i<N;i++) {
	    for (int j=0;j<thin;j++) {
		x=rngG.nextDouble(3.0,y*y+4);
		y=rngN.nextDouble(1.0/(x+1),1.0/Math.sqrt(x+1));
	    }
	    mat[0][i]=x; mat[1][i]=y;
	}
	return mat;
    }

}

This code can be compiled and run from the command-line just as the previous code could.

javac GibbsR.java
java GibbsR 10 1000 1

However, we have now separated out the code we want to be able to call from R into a static method called gibbs, which runs the Gibbs sampler and stores the result in a 2-dimensional array which is its return value. We can now see how to call this code from within a running R session. We first need to set up the R environment ready to call the code.

library(rJava)
.jinit()
obj=.jnew("GibbsR")

Line 1 loads the package, line 2 starts up the JVM, and line 3 creates a link to the the GibbsR class (in general this is used to create a new Java object of the given type, but here we are using static methods). Java methods are called on Java objects using .jcall(). We can write a simple R function to conveniently call the method as follows.

jgibbs<-function(N=10000,thin=500,seed=trunc(runif(1)*1e6))
{
    result=.jcall(obj,"[[D","gibbs",as.integer(N),as.integer(thin),as.integer(seed))
    mat=sapply(result,.jevalArray)
    mat=cbind(1:N,mat)
    colnames(mat)=c("Iter","x","y")
    mat
}

This can now be called with a simple jgibbs(). The first line of the function body carries out the actual method call. The return type of the method must be explicitly declared – “[[D” means a 2-dimensional array of doubles, using JNI notation. Care must also be taken to coerce the method parameters into the correct type that the Java method expects to receive. .jcall() is generally quite good at unpacking basic Java types into corresponding R types. However, the two dimensional array is here returned as an R list consisting of one-dimensional Java array objects. The unpacking is completed using the subsequent call to jevalArray() using sapply(), before the resulting matrix is tidied up and returned to the R session.

Summary and further reading

We have looked at a couple of very simple methods for calling Java code from an R session. The rJava package is a very flexible mechanism for integrating Java code into R.

I haven’t found a lot of tutorial-level material on the web for the rJava package. However, the package itself has very good documentation associated with it. Start with the information on the rJava home page. From an R session with the rJava package loaded, help(package="rJava") lists the available functions, all of which have associated documentation. ?.jinit, ?.jnew, ?.jcall and ?.jevalArray provide further background and information on the example covered here.

After that, the source code of R packages which use rJava are a useful source of further inspiration – look at the reverse-depends list for rJava in CRAN. In particular, the helloJavaWorld package is a tutorial for how to include Java code in an R package (read the associated vignette).

Calling C code from R

Introduction

In this post I’ll look at how to call compiled C code from an R session. The focus here is on calling C code from R, rather than on extending R using C. Although the two are technically very similar problems, the emphasis is somewhat different. A lot of existing documentation focuses on the latter problem, and this is one of the motivations for writing this post. Fortunately, the problem of calling existing C code from R is a bit simpler than the more general problem of extending R in C.

In a previous post I looked at how to implement a trivial bivariate Gibbs sampler in various languages. It was seen there that the C version ran approximately 60 times faster than the R version. It is therefore often desirable to code up MCMC algorithms in C. However, it is usually very convenient to be able to call such algorithms from inside an R session. There are various ways to do this, ranging from the trivial to very complex. In this post I will look at some of the simpler methods and discuss the pros and cons.

Standalone C code

We will restrict attention to the Gibbs sampler discussed in a previous post. We will focus on the C version of the code. Below is a slightly modified version of the code which includes some command-line arguments that enable some flexibility in how the code is run post-compilation.

#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>

int main(int argc, char *argv[])
{
  if (argc!=4) {
    fprintf(stderr,"Usage: %s <Iters> <Thin> <Seed>\n",argv[0]);
    exit(EXIT_FAILURE);
  }
  long N=(long) atoi(argv[1]);
  long thin=(long) atoi(argv[2]);
  long seed=(long) atoi(argv[3]);
  long i,j;
  gsl_rng *r = gsl_rng_alloc(gsl_rng_mt19937);
  gsl_rng_set(r,seed);
  double x=0;
  double y=0;
  printf("Iter x y\n");
  for (i=0;i<N;i++) {
    for (j=0;j<thin;j++) {
      x=gsl_ran_gamma(r,3.0,1.0/(y*y+4));
      y=1.0/(x+1)+gsl_ran_gaussian(r,1.0/sqrt(x+1));
    }
    printf("%ld %f %f\n",i,x,y);
  }
  exit(EXIT_SUCCESS);
}

Assuming a Unix/Linux environment (including a GSL implementation), the above code can be compiled from the Unix shell with a command like:

gcc -O2 -lgsl -lgslcblas standalone.c -o standalone

and run with a command like:

./standalone 10000 500 1 > data.tab

The first command-line argument is the number of iterations required, and the second is the “thin” to be applied to the output. The third argument is the “seed” to be applied to the GSL random number generator (RNG). This allows different (not quite independent – see my post on parallel MCMC for details) runs to be obtained by selecting different seed values. The simplest way to call this code from within an R session is to call this unmodified executable using the R system() command. A small “wrapper” function to do this is given below.

standalone<-function(N=10000,thin=500,
             seed=trunc(runif(1)*1e6),
             exec=file.path(".","standalone"),
             tmpfile=tempfile())
{
  command=paste(exec,N,thin,seed,">",tmpfile)
  system(command)
  read.table(tmpfile,header=TRUE)
}

Note the use of the file.path() and tempfile() R functions in a (probably vain!) attempt to make the code somewhat portable. Just running standalone() from an R session should then return a data frame containing the MCMC output. I gave some commands for analysing this output in a previous post. This approach to calling external code is very simple and crude, and quite generic (it is not specific to C code at all). However, it is very quick and easy to implement, and in many cases quite efficient. There is a considerable computational overhead in executing the system command and parsing output files from disk. However, if the code being called is very computationally intensive and relatively slow (as is typically the case), then this overhead can often be negligible, rendering this approach quite practical.

Building and linking to a shared library

If one is really keen to avoid the overhead of executing an R system command, then it is necessary to compile the required C code into a shared library (or DLL), and link this code into R where it can be called directly via R’s foreign language interface. Below is a version of the previous C code modified to make it appropriate for calling from R.

#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <R.h>

void gibbs(int *Np,int *thinp,int *seedp,double *xvec,double *yvec)
{
  int i,j;
  int N=*Np,thin=*thinp,seed=*seedp;
  gsl_rng *r = gsl_rng_alloc(gsl_rng_mt19937);
  gsl_rng_set(r,seed);
  double x=0;
  double y=0;
  for (i=0;i<N;i++) {
    for (j=0;j<thin;j++) {
      x=gsl_ran_gamma(r,3.0,1.0/(y*y+4));
      y=1.0/(x+1)+gsl_ran_gaussian(r,1.0/sqrt(x+1));
    }
    xvec[i]=x; yvec[i]=y;
  }
}

Note that it is only possible to pass pointers from simple R/C data types, and so all function arguments must be pointers. Also note that there is no return value to the function, and that values are retrieved in R by modifying some of the values pointed to by the pointer arguments. This is the mode of operation imposed by the basic method that R provides for calling C code from R (the .C() function). Note that there are other methods for extending R in C, using the .Call() and .External() functions, but these are beyond the scope of this post. Again assuming a Unix/Linux environment, this code can be compiled into a shared library with a command like:

R CMD SHLIB -lgsl -lgslcblas dynamic.c

It can then be loaded into a running R session with a command like dyn.load("dynamic.so"). Again, if we are attempting to write portable code, we might use a command like:

dyn.load(file.path(".",paste("dynamic",.Platform$dynlib.ext,sep="")))

You can check what dynamic libraries are loaded into the current R session with getLoadedDLLs(). Once the DLL (Dynamic Link Library) is loaded, it can be called using the .C() function. A small wrapper function appropriate in this instance is given below:

dynamic<-function(n=10000,thin=500,seed=trunc(runif(1)*1e6))
{
  tmp=.C("gibbs",as.integer(n),as.integer(thin),
               as.integer(seed),x=as.double(1:n),
                  y=as.double(1:n))
  mat=cbind(1:n,tmp$x,tmp$y) 
  colnames(mat)=c("Iter","x","y")
  mat
}

Note how a random seed is generated in R to be passed to the C code to be used to seed the GSL random generator used within the C code. The code can then be run with a simple call to dynamic() and everything should work OK provided that all of the required libraries are found. This is the simplest way to link C code into R in a way that avoids the overhead associated with a system() call. However, this approach is also not without issues. In particular, the C code relies on the GSL, and more specifically on the random number streams provided by the GSL. These are completely separate from the random number streams used within the R system. In some situations it would make sense to use the same random number streams used within the R session, and to remove the dependence of the C code on the GSL.

Using the R API

The C code discussed in the previous section relies on the GSL only for the generation of (non-uniform) random numbers. Obviously R has its own very sophisticated system for handling random numbers and it is possible to use this system from within externally called C code using the R API. In particular, C versions of functions such as rnorm() and rgamma() can be called in C by including Rmath.h. Below is a version of the C code previously given modified to use the R random number generation routines and to remove all dependence on the GSL.

#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <R.h>
#include <Rmath.h>

void gibbsR(int *Np,int *thinp,double *xvec,double *yvec)
{
  int i,j;
  int N=*Np,thin=*thinp;
  GetRNGstate();
  double x=0;
  double y=0;
  for (i=0;i<N;i++) {
    for (j=0;j<thin;j++) {
      x=rgamma(3.0,1.0/(y*y+4));
      y=rnorm(1.0/(x+1),1.0/sqrt(x+1));
    }
    xvec[i]=x; yvec[i]=y;
  }
  PutRNGstate();
}

Note that a call to GetRNGstate() must be made before calling any random number functions and that a call to PutRNGstate() must be called before the function returns control back to R. This code can be compiled with a command like

R CMD SHLIB dynamicR.c

and linked into R with a command like

dyn.load(file.path(".",paste("dynamicR",.Platform$dynlib.ext,sep="")))

An appropriate wrapper for this code is given below:

dynamicR<-function(n=10000,thin=500)
{
  tmp=.C("gibbsR",as.integer(n),as.integer(thin),
                x=as.double(1:n),y=as.double(1:n))
  mat=cbind(1:n,tmp$x,tmp$y) 
  colnames(mat)=c("Iter","x","y")
  mat
}

This code is now slightly simpler, and the lack of dependence on external libraries such as the GSL makes it much easier to integrate into R packages, should this be desired.

Summary and further reading

Foreign language interfaces are a notoriously complex subject and this post has obviously just scratched the surface of the problem. For a few more examples, first see my old computer practicals on Stochastic simulation in R and C. The examples are a bit out of date, but easy to fix. Also see a howto by the Flemish Supercomputing Centre on a similar topic to this one. For more detailed information, see the manual on Writing R extensions, especially the sections on Foreign language interfaces and the R API. I also find Chapter 6 of R Programming for Bioinformatics to be a useful introduction to more complex aspects.

I have also somewhat belatedly re-discovered Charlie Geyer‘s notes on Calling C and Fortran from R, which covers very similar ground to this post. They were probably the unconscious inspiration for this post…