LaTeX rendering

[VivaldoMendes]

Description

Hi,

I tested some basic LaTeX in marimo, and it works well. For example, $$y=2x^2 \tag{1}$$ correctly displays the equation and its tag.

However, if I try to use more sophisticated LaTeX code --- which runs in a LaTeX editor, in Pluto, and Jupyter --- marimo fails to render the LaTeX markdown code. For example,

$$
\begin{array}{lllll}
\text {IS : } & \hat{y}_{t}=\mathbb{E}_{t} \hat{y}_{t+1}-\frac{1}{\sigma}\left(i_{t}-\mathbb{E}_{t} \pi_{t+1}-r_{t}^{n}\right)+u_t\\
\text {Taylor rule : } & \ i_{t}  = \pi_t + r^n_t+\phi_{\pi} \pi_{t}+\phi_{y} \hat{y}_{t} \\
\text {AD : } & \hat{y}_{t}= \hat{c}_{t} \\
\text {AS : } & \pi_{t}  =\kappa \hat{y}_{t}+\beta \cdot \mathbb{E}_{t} \pi_{t+1} \\
\text {Real interest : } & r_{t}^{n}  =\rho_r \cdot r_{t-1}^{n}+\varepsilon_{t}^{r} \quad , \quad \varepsilon_{t}^{r} \sim {\cal{N}}(0,1) \\
\text {Demand shock : } & u_{t}  =\rho_u \cdot u_{t-1}+\varepsilon_{t}^{u} \quad , \quad \varepsilon_{t}^{u} \sim {\cal{N}}(0,1) \\
\end{array}
$$

gives the following error:

This cell wasn't run because it has errors
line 5 rf""" $$ \begin{array}{lllll} \text {IS : } & \hat{y}_{t}=\mathbb{E}_{t} \hat{y}_{t+1}-\frac{1}{\sigma}\left(i_{t}-\mathbb{E}_{t} \pi_{t+1}-r_{t}^{n}\right)+u_t\\ ^ SyntaxError: unexpected character after line continuation character

And if I try a little variation on the same LaTeX code:

$$
\begin{align}
      \hat{y}_t & =\mathbb{E}_t \hat{y}_{t+1}-\frac{1}{\sigma}\left(i_t-\mathbb{E}_t \pi_{t+1}-r_t^n\right)+u_t&& \tag{IS}\\
      \ i_t  & = \pi_t + r^n_t + \phi_\pi \pi_t+\phi_y \hat{y}_t  &&\tag{Taylor Rule}\\
      \hat{y}_t &=\hat{c}_t&&\tag{AD}\\
      \pi_t &=\kappa \hat{y}_t+\beta \cdot \mathbb{E}_t \pi_{t+1}&&\tag{AS}\\
      u_{t} &=\rho^u \cdot u_{t-1}+\varepsilon_{t}^{u} \quad , \quad \varepsilon_{t}^{u} \sim {\cal{N}}(0,1)&&\tag{Demand shock}\\
      r_{t}^{n}  &=\rho^r \cdot r_{t-1}^{n}+\varepsilon_{t}^{r} \quad , \quad \varepsilon_{t}^{r} \sim {\cal{N}}(0,1)&&\tag{Real Interest Rate}
\end{align}
$$

marimo spits out the following error:

�egin{align}       \hat{y}_t & =\mathbb{E}_t \hat{y}_{t+1}-rac{1}{\sigma}\left(i_t-\mathbb{E}_t \pi_{t+1}-r_t^n ight)+u_t&& ag{IS}\       \ i_t & = \pi_t + r^n_t + \phi_\pi \pi_t+\phi_y \hat{y}_t && ag{Taylor Rule}\       \hat{y}_t &=\hat{c}_t&& ag{AD}\       \pi_t &=\kappa \hat{y}_t+�eta \cdot \mathbb{E}_t \pi_{t+1}&& ag{AS}\       u_{t} &= ho^u \cdot u_{t-1}+�arepsilon_{t}^{u} \quad , \quad �arepsilon_{t}^{u} \sim {\cal{N}}(0,1)&& ag{Demand shock}\       r_{t}^{n} &= ho^r \cdot r_{t-1}^{n}+�arepsilon_{t}^{r} \quad , \quad �arepsilon_{t}^{r} \sim {\cal{N}}(0,1)&& ag{Real Interest Rate} \end{align}

It looks like marimo does not accept the backslash command in LaTeX. Pluto uses KaTeX as well, but no problems with LaTeX.

The second code is supposed to produce the following output:

Thanks

Suggested solution

There seems to be a little bug with the LaTeX backslash command in marimo.

Alternative

No response

Additional context

No response

[akshayka]

If you use a Python raw string r-string with mo.md as in the example at this link, it will work https://marimo.app/l/is03zm.

Unfortunately, our "view as markdown" option is automatically making the string an f-string, which breaks LaTeX. We need to fix this, thanks for bringing it to our attention. (cc @mscolnick)

marimo code:

import marimo

__generated_with = "0.6.24-dev2"
app = marimo.App()


@app.cell
def __():
    import marimo as mo

    mo.md(
        r"""
        $$
        \begin{array}{lllll}
        \text {IS : } & \hat{y}_{t}=\mathbb{E}_{t} \hat{y}_{t+1}-\frac{1}{\sigma}\left(i_{t}-\mathbb{E}_{t} \pi_{t+1}-r_{t}^{n}\right)+u_t\\
        \text {Taylor rule : } & \ i_{t}  = \pi_t + r^n_t+\phi_{\pi} \pi_{t}+\phi_{y} \hat{y}_{t} \\
        \text {AD : } & \hat{y}_{t}= \hat{c}_{t} \\
        \text {AS : } & \pi_{t}  =\kappa \hat{y}_{t}+\beta \cdot \mathbb{E}_{t} \pi_{t+1} \\
        \text {Real interest : } & r_{t}^{n}  =\rho_r \cdot r_{t-1}^{n}+\varepsilon_{t}^{r} \quad , \quad \varepsilon_{t}^{r} \sim {\cal{N}}(0,1) \\
        \text {Demand shock : } & u_{t}  =\rho_u \cdot u_{t-1}+\varepsilon_{t}^{u} \quad , \quad \varepsilon_{t}^{u} \sim {\cal{N}}(0,1) \\
        \end{array}
        $$
        """
    )
    return mo,


@app.cell
def __(mo):
    mo.md(
        r"""
        $$
        \begin{align}
          \hat{y}_t & =\mathbb{E}_t \hat{y}_{t+1}-\frac{1}{\sigma}\left(i_t-\mathbb{E}_t \pi_{t+1}-r_t^n\right)+u_t&& \tag{IS}\\
          \ i_t  & = \pi_t + r^n_t + \phi_\pi \pi_t+\phi_y \hat{y}_t  &&\tag{Taylor Rule}\\
          \hat{y}_t &=\hat{c}_t&&\tag{AD}\\
          \pi_t &=\kappa \hat{y}_t+\beta \cdot \mathbb{E}_t \pi_{t+1}&&\tag{AS}\\
          u_{t} &=\rho^u \cdot u_{t-1}+\varepsilon_{t}^{u} \quad , \quad \varepsilon_{t}^{u} \sim {\cal{N}}(0,1)&&\tag{Demand shock}\\
          r_{t}^{n}  &=\rho^r \cdot r_{t-1}^{n}+\varepsilon_{t}^{r} \quad , \quad \varepsilon_{t}^{r} \sim {\cal{N}}(0,1)&&\tag{Real Interest Rate}
        \end{align}
        $$
        """
    )
    return


@app.cell
def __(mo):
    mo.md(rf"")
    return


if __name__ == "__main__":
    app.run()

[akshayka]

@VivaldoMendes this will be fixed in the next release (0.7.0), which should be available in a day or two.

[VivaldoMendes]

@akshayka, excellent news.

[VivaldoMendes]

I have tested it in Marimo v0.7.0, and the LaTeX is already correctly rendered. There is still a minor issue that I am unsure whether it deserves further attention. In notebooks for teaching or exams, we regularly use equations and tags. Tags are usually justified on the right-hand side of the cell. As it stands now, the tags are centered on the right-hand side, see image below (in marimo):

The more commonly used way to justify tags is as follows (in Pluto or in a normal LaTeX editor):

The LaTeX code to produce the image above:

$$\begin{align}
	\hat{y}_t & =\mathbb{E}_t \hat{y}_{t+1}-\frac{1}{\sigma}\left(i_t-\mathbb{E}_t \pi_{t+1}-r_t^n\right)&& \tag{IS}\\
	\ i_t  & =  \pi_t + r^n_t+\phi_\pi \pi_t+\phi_y \hat{y}_t + x_t &&\tag{Taylor Rule}\\
	\hat{y}_t &=\hat{c}_t&&\tag{AD}\\
	\pi_t &=\kappa \hat{y}_t+\beta \cdot \mathbb{E}_t \pi_{t+1}&&\tag{AS}\\
	r^n_t  &=\rho_r \cdot r^n_{t-1}+\varepsilon_{t}^{r} \quad , \quad \varepsilon_{t}^{r} \sim {\cal{N}}(0,1)&&\tag{Natural real interest rate} \\
	x_{t}  &=\rho_x \cdot x_{t-1}+\varepsilon_{t}^{x} \quad , \quad \varepsilon_{t}^{z} \sim {\cal{N}}(0,1)&&\tag{Decision making shocks}
\end{align}$$

Thanks.