FORMULA: Syntax for arithmetic formulas.
Arithmetic formulas are used to specify a distribution (see dist.doc),
and by the calculator program (see calc.doc). These formulas are
written in pretty much the usual way, with the following conventions:
1) A variable name is either a single lower-case letter (a-z) or a
lower-case letter followed by a single digit (0-9). Note,
however, that when a formula is used to specify a distribution,
the allowed state variables are restricted (see dist.doc).
2) Function names start with an upper-case letter (eg, Sin or Sqrt).
3) As usual, addition and subtraction (+ and -) have lowest
precedence, with multiplication and division (* and /) having
higher precedence, and exponentiation (^) having highest
precedence. Evaluation is otherwise left to right.
4) The multiplication operator can be omitted. Note, however, that
x6 is a variable name, not x*6 (but x 6 and 6x are products).
5) Only positive integer constants are allowed as exponents (eg,
x^2 is allowed, but not x^y or x^0.5).
6) Three kinds of brackets can be used: (), [], and {}. There's no
difference in their effects, but they must be properly matched.
7) Scientific notation uses "E", not "e" - eg, 2.1E-10, not 2.1e-10.
The constant Pi=3.14159... is defined. Use Exp(1), defined below, to
get the value of e=2.71828...
A number of functions are built in; others can be defined by external
programs, as described below. The following univariate functions are
built in:
Sin Cos Tan Log Exp Abs Theta Delta
Sinh Cosh Tanh Sqrt LGamma Frac Sign
These compute the obvious things, except as follows:
LGamma Computes the log of the Gamma function.
Frac Computes the fractional part of a number (eg, Frac(2.7) is
0.7, Frac(3.0) is 0, and Frac(-0.1) is 0.9).
Sign Finds the sign of its argument, -1 or +1, or 0.
Theta Has the value 1 for non-negative arguments, 0 for negative
arguments.
Delta Has the value 1 for an argument of zero, 0 for non-zero
arguments.
A special function LogSumExp, which takes an indefinite number of
arguments, is also provided. It computes the log of the sum of the
exponentials of its arguments. This is done in such a way as to avoid
overflow whenever the final result is within range. For example
LogSumExp(1000,2000,1500) evaluates to 2000 (or very close to it),
without overflow occurring.
The following functions return minus the log of the probability
density for a quantity with respect to some distribution:
Normal Gaussian ExpGamma ExpGamma2
The Normal (equivalently, Gaussian) function computes minus the log of
the probability density for the normal distribution with the given
mean and variance. That is, Normal(x,m,v) is equivalent to
Log(2*Pi*v)/2 + (x-m)^2/(2*v)
The ExpGamma function computes minus the log of the probability
density for a quantity whose exponential has the Gamma distribution
with the given shape and mean. ExpGamma(x,s,b) is equivalent to
- s*Log(b) + LGamma(s) + Exp(x)*b - s*x
ExpGamma2(x,a,m) is an alternative parameterization, defined by
ExpGamma2 (x, a, m) = ExpGamma (x, a/2, (a/2)/m)
This is closer to the way priors are specified for neural network and
other models. For example, the log of a hyperparameter whose prior is
specified by "5:3" has the ExpGamma2(3,1/5^2) distribution.
If the first parameter of one of these density functions is a
variable, it can be written as follows instead:
x ~ Normal(m,v) is equivalent to Normal(x,m,v)
x ~ Gaussian(m,v) is equivalent to Gaussian(x,m,v)
x ~ ExpGamma(s,b) is equivalent to ExpGamma(x,s,b)
x ~ ExpGamma2(a,m) is equivalent to ExpGamma2(x,a,m)
Use of this form can allow random number generation by some programs.
Errors in computations (eg, division by zero) are handled in whatever
way C handles them. Multiplications and divisions in which the first
operand evaluates to zero evaluate to zero without evaluating the
second operand being evaluated. For example, 0*Log(0) will evaluate
to zero, whereas Log(0)*0 might generate an error. (However, this
shortcut does not apply when derivatives are also being computed.)
When formulas are given as arguments to commands, they must often be
quoted, to prevent the shell from interpreting the special characters
they contain.
The detailed syntax of formulas is as follows, with | indicating
alternatives, [] indicating optional parts, and {} indicating parts
that can occur zero or more times).
<formula> ::= [ <term> ] { <plusminus> <term> }
<plusminus> ::= "+" | "-"
<term> ::= <factor> { <timesdiv> <factor> }
<timesdiv> ::= [ "*" ] | "/"
<factor> ::= <prefactor> [ "^" <integer> ]
<prefactor> ::= "(" <formula> ")" | "[" <formula> "]" | "{" <formula> "}"
| <variable> | <constant> | <number>
| <ufunction> <prefactor> | <dfunction> <arglist>
| <variable> ~ <dfunction> <arglist>
| "LogSumExp" <arglist>
<arglist> ::= "(" <formula> { "," <formula> } ")"
| "[" <formula> { "," <formula> } "]"
| "{" <formula> { "," <formula> } "}"
<ufunction> ::= <one of the univariate functions built in or defined externally>
<dfunction> ::= <one of the log density functions built in or defined externally>
<variable> ::= <lower-case-letter> [ <digit> ]
<constant> ::= Pi
<number> ::= <integer> [ "." { <digit> } ] [ <exponent> ]
| "." <digit> { <digit> } [ <exponent> ]
<exponent> ::= "E" [ <plusminus> ] <integer>
<integer> ::= <digit> { <digit> }
Spaces may be inserted anywhere except inside variable names, function
names, or numbers.
See calc.doc for some examples of formulas.
Defining new functions.
A new function can be defined by writing a program for computing its
value, typically in C. New distributions can also be defined in this
way. However, at present, gradients for these functions are not
handled, and random generation from distributions is also not
implemented.
Such an externally-defined function or distribution must have a name
consisting of an upper-case letter followed by zero or more upper-case
or lower-case letters or digits. A program with this same name must
exist in the current directory. When the value of the function is
first needed, this program will be started as a subprocess connected
via pipes replacing standard input and output. The program should
consist of a loop that reads a request to evaluate the function for
specific values of its arguments from standard input, and then writes
the corresponding function value to standard output. The program
should exit when it encounters EOF on standard input.
Each function evaluation request will start with the following header,
defined in extfunc.h in the util directory:
typedef struct
{ enum { Value, Value_and_gradient, Random_variate} want;
int n_args;
} ext_header;
This should be read from standard input using fread. The 'want' field
says what type of operation has been requested. Currently, only
'Value' is used. The 'n_args' field says how many arguments were
passed to the function. After the header has been read, this many
double-precision floating-point arguments should be read from standard
input using fread. The value of the function with these arguments
should then be written to standard output as a double-precision
floating-point number using fwrite, and the output forced out using
fflush.
Note that this procedure makes use of Unix-specific facilities.
Copyright (c) 1995-2003 by Radford M. Neal