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RELEASE-NOTES.txt
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STAN C++ RELEASE NOTES
======================================================================
Note: these are the release notes for the stan-dev/stan repository.
Further changes may arise at the interface level (stan-dev/{rstan,
pystan, cmdstan}) and math library level (stan-dev/math).
v2.34.1 (23 January 2024)
======================================================================
- Fixed a Windows-specific issue with std::regex in JSON file validation (#3251)
- Added a missing include of `cstdint` (#3255)
v2.34.0 (16 January 2024)
======================================================================
- Resolved an issue in Pathfinder's multithreading which lead to non-reproducible results (#3239)
- Improved the human-readability of the output of the JSON writer class (#3227)
- Resolved various compiler warnings (#3228, #3234)
- Added hooks to adaptive sampler methods to write adapted metric to JSON file. (#3230, #3248)
- Changed bfgs and lbfgs's error messaging behavior so that the message is not split between stderr and stdout but is entirely sent to stderr. (#3238)
- Fixed a bug in the stan opencl assign tests (#3219)
- Updated PSIS to not add back the max and return the unnormalized resample ratios for stability (#3243)
- Fixed an issue where trying to compute the potential scale reduction factor on an empty set of draws would lead to a crash (#3246)
- Added flags to the Pathfinder service functions for turning off resampling and the calculation of the lp for the approximate draws. (#3249)
v2.33.0 (5 September 2023)
======================================================================
- Added Pathfinder and Multi-pathfinder to the service APIs. (#3123, #3205)
- Added the `unconstrain_array` method to the model base class as the inverse of `write_array`. (#3179, #3211)
- Support Tuple indices in Stan CSV Header Reader. (#3190)
- Add callback writer to output JSON data for diagnostics. (#3191, #3202)
- Replace use of `boost::lexical_cast` with `std::strol`, etc, and remove spurious header includes. (#3206)
- Fixed several typos in documentation. (#3210)
- Added multi chain service functions for hmc nuts for adapatation and nonadaption for the unit e, diag, and dense metrics. (#3212)
- Made the service functions consistently catch exceptions and favor return codes. (#3214)
- Added a hard copy of the event vector for OpenCL before making a copy to go from a tbb concurrent vector to a standard vector. (#3217)
- Added missing size checks to vectors of Eigen types. (#3218)
- Remove deprecated syntax from remaining tests. (#3220)
v2.32.2 (15 May 2023)
======================================================================
- Fixed handling of zero-sized parameters in standalone generated quantities.
v2.32.1 (2 May 2023)
======================================================================
- Fix an issue where the output of Laplace sampling was inconsistent with other outputs and could lead to invalid CSV headers (#3184)
v2.32.0 (20 April 2023)
======================================================================
- Extended `get_dims` and `get_param_names` in model_base with flags for whether to include transformed parameters and generated quantities. (#3139)
- Fixed an issue where initialization would still retry many times even if a fixed initialization was provided. (#3139)
- Cleaned up newlines in Laplace service logging. (#3153)
- make: use SUNDIALS_TARGETS instead of LIBSUNDIALS. (#3162)
- Updated JSON var context to handle nested structures (tuples). (#3165)
- Always discard at least 1 entry in new RNGs. (#3168)
- Relaxed requirements for 0-sized data objects in JSON. (#3170)
- Deleted unused io/cmd_line.hpp. (#3172)
- Standalone GQ: Output NaNs when exception is caught. (#3173)
- Cleaned up dimension and name logic in random_var_context. (#3174)
- Removed old/unused IO code. (#3177)
- Made deserializer's map members const. (#3178)
v2.31.0 (21 November 2022)
======================================================================
- RapidJSON library is now a part of Stan (previously part of CmdStan) (#3143)
- Added a #define flag flag to enable nested autodiff in model_base class (#3144)
- Set up the service function so interfaces can offer Laplace approximation. (#3148)
v2.30.0 (1 July 2022)
======================================================================
- Added `const noexcept` modifiers to the three accessors related to step-size (nominal, current, and jitter). (3124)
- Removed unused variable `num_params`. (#3126)
- Code cleanup - consistent set of includes for the set of services in stan/services/sample. (#3111)
v2.29.2 (25 March 2022)
======================================================================
- Fixed bug with selecting matrix rows with `matrix[x:x, ]`.
- Updated Math submodule to 4.3.2
v2.29.1 (2 March 2022)
======================================================================
- Updated Stan Math to 4.3.1.
- Fixed a bug with assigning var matrix types, only surfaces when using stanc3 optimization (`--O1` or up).
v2.29.0 (14 February 2022)
======================================================================
- Fixed assign and lvalue to return empty array with negative indexing and prevent assigning containers not matching in size. (#3095)
- Refactored the integration tests to use the Stan model from the stanc3 repository.
- Upgraded Stan Math to 4.3.0.
v2.28.2 (22 November 2021)
======================================================================
- Fixed a performance regression caused by using the diagnostic writer even when diagnostics were not requested.
v2.28.1 (21 October 2021)
======================================================================
- Updated to Stan Math 4.2.1
v2.28.0 (5 October 2021)
======================================================================
- Now using Eigen nullaryExpression for indexing with multi_index so these indexing functions propagate expressions, potentially reducing the number of times memory needs to be accessed. (#3046)
- Fixes `àssign()` for `var<Matrix>`. (#3049)
- Allowed intake of complex numbers. (#3056)
- Marged rethrow_located as [[noreturn]]. (#3059)
v2.27.0 (2 June 2021)
======================================================================
- Refactored indexing functions (renaming, replaces indexing structure in favor of variadic arguments). (#3011)
- Added the serializer and deserializer classes for reading/writing constraints in the generated C++ easier. (#3013, #3018, #3019, #3024, #3036)
- Removed unuse template keyword to fix for clang 12+. (#3026)
- Added more robust detection of improper posteriors by checking that metric does not overflow during adaptation. (#3030)
v2.26.1 (17 February 2021)
======================================================================
- Updated Math to v4.0.1
v.2.26.0 (26 January 2021)
======================================================================
- Improved performance for assigning to slices of matrices and vectors and vector-style indexing (#2962, #2964, #2965, #2973).
- Improved error messages on range checks. (#2978)
- Allowed Stan CSV files to have first column be any Stan variable name, not just "lp__".
- Removed .eval() in rvalue() where applicable. (#2974)
- Allowed reader to accept Eigen vector and use Eigen Map to access inputs. (#2955)
- Allowed functions in reader to output a `var_value<Eigen::Matrix<T, R, C>>`.
- Added assignment to `var_value<Eigen::Matrix<T, R, C>>`.
- Added rvalue overloads for `var_value<Eigen::Matrix<T, R, C>>`.
v.2.25.0 (26 October 2020)
======================================================================
- added a const accessor to _z in base_hmc.hpp
- bugfixed validate_dims in array_var_context
- cleaned up includes of Eigen
v.2.24.0 (28 July 2020)
======================================================================
- `std::chrono` is now used for all timing purposes
- fixed a bug with generated quantities for vectors of length 1
- added `recover_memory` for normal exit of `log_prob_grad`
- replaced the use of `boost::` functions/metaprograms in favor of `std::` where applicable
v.2.23.0 (22 April 2020)
======================================================================
- updated Stan Math to 3.2
- `rvalue` and `assign` now accept generic Eigen expressions
v.2.22.0 (24 January 2020)
======================================================================
New Features
------------
- validate_dims in stan::io::var_context vas made a virtual function which allows its implementation for JSON data which is needed to accepts arrays where any dimension is size 0
- replaced Eigen vectors of strings with std::vector<std::string>
- replaced stan::math::domain_error with throw_domain_error
- added const noexcept accessors to the stepsize adaptation class which allows developers to query the adaptation parameters in contexts where it's natural to have a const sampler (logging, serialization, ...)
v.2.21.0 (18 October 2019)
======================================================================
New Features
------------
- Add Intel TBB (#2769)
- Add automated maintanence and cleanup via clang-tools to makefile (#2805)
- Use Welford's algorithm for Variance Estimates in src/stan/analyze (#2819)
- Adds additional no-u-turn checks across subtrees to avoid missing u-turns for approximately iid normal models (#2800)
- Add gp kernels to language (#2739)
- Update rhat and ess (#2794)
Bug Fixes
---------
- Fix const logic and size check (#2822)
- Add ifdef for R new_model (#2798)
- Add g_ to name of g vector name in ps_point (#2832)
v.2.20.0 (18 July 2019)
======================================================================
New Features
------------
- Update effective sample size calculations, with a small change to the autocovariance function, to use split chains (#2774)
- Add stan::model::model_base base class and and stan::model::model_crtp static adapter class for constructing models. (#2785)
- Allow ts and t0 to be parameters, complete ode_test, and extend the integrate_ode_* stan models (#2791)
- Add the GP covariance functions to the language (primitives of some popular materns, a dot product, and the periodic) (#2758)
- Update Eigen includes to allow compilation with new plugin methods (#2754)
- Add gp kernels to language (#2739)
Bug Fixes
---------
- Multi-unit compilation of base_xhmc.hpp. (#2775)
- Declaring a size zero simplex in a Stan program will halt the program. (#2773)
Other
-----
- Defer to Eigen's copy constructor now for assignment ( faster matrix assign ) (#2784)
- Rethrow_located also takes in a string to specify the location. (#2770)
- Faster indexing (#2766)
- Fixed generator so that matrix indexing uses most efficient access strategy (#2749)
v.2.19.1 (18 Apr 2019)
======================================================================
This is a release out of cycle to address a performance bug in v.2.19 (stan-dev/stan#2748)
Bug Fixes
--------------------------------------------------
* #2749 - Fixed generator so that matrix indexing uses most efficient access strategy - generated code should call stan::math::get_base1() on matrix using 5-arg function which specifies matrix row, column.
v.2.19.0 (20 March 2019)
======================================================================
Stan now comes with GPU support for certain functions; see the Math library
release notes for more details: https://github.com/stan-dev/math/releases/tag/v2.19.0
The manual is now online in HTML format!
New Features
--------------------------------------------------
* #2618 - Add a new Variational Inference diagnostic
* #2627 - 1d integrator
* #2725 - standalone generated quantities
* #2717, #2669 - offset/multiplier transformations for easier non-centering, etc
* #2652 - Allow CSV reader to read max_depth from CmdStan CSV file
* #2620 - expose beta_proportion distribution, cdf, rng functions
* #2635 - allow paths to be passed to stanc
* #2441 - Add specialized functions for GLMs
* #2358 - enchanced include syntax
* #2575 - Analysis API for computing effective sample size
* #2467 - expose bernoulli logit rng
Bug Fixes
--------------------------------------------------
* #2730 - make read_stan_csv more robust; affects CmdStan.
* #2714 - fix bug in generated code for strange constraint expressions
* #2704 - fix json nan and inf handling
* #2677 - fix copying for compound assignments
* #2672 - fix sampling from multivariate normal specified by precision matrix
* #2643 - fix segfault in optimizing an exponential model
* #2636 - fix return of generated quantities when client only asked for params
* #2614 - fix "unknown variable" messages for function calls on LHS
* #2609 - use the word "info" instead of "warning" for many messages
v.2.18.1 (24 December 2018)
======================================================================
Bugfix release - major bug in threading where certain thread count and
job size combinations could result in incorrect output. See
https://discourse.mc-stan.org/t/bug-in-map-rect-with-threading-in-stan-2-18-0/7056
for more details.
Bug Fixes
--------------------------------------------------
* Fix threading batch size bug (stan-dev/math#1075)
v2.18.0 (13 July 2018)
======================================================================
This is our first release with parallelism (threading and MPI)!
New Features
--------------------------------------------------
* New functions from Math library:
- map_rect
- multi_normal_rng
- multi_normal_cholesky_rng
- multi_student_t_rng
- many vectorized RNGs
- multi_normal_rng
- multi_normal_cholesky_rng
- multi_student_t_rng
- bernoulli_rng
- beta_binomial_rng
- binomial_rng
- neg_binomial_2_rng
- neg_binomial_2_log_rng
- neg_binomial_rng
- poisson_rng
- poisson_log_rng
- uniform_rng
- von_mises_rng
- qr_thin_Q
- qr_thin_R
- matrix_exp_multiply
- scale_matrix_exp_multiply
- integrate_ode_adams
- log_mix
- std_normal
- ordered_logistic_log
- ordered_probit_log
* Manual now available in HTML (#2558)
* other vectorized RNGs (#2467)
* Easier-to-use algebra_solver
* Changes to effective sample size calculation (#2451)
* Foreach loops (#2438)
* Standalone generated quantities (#2434)
* Allow users to qualify function parameters as data (#2430)
Bug Fixes
--------------------------------------------------
* Better error messages (#2508, #2554)
* Fixes the behavior in mcmc_writer so that when there's an exception thrown in the model's generated quantities block, it writes out the parameter values and NaN for any generated quantity (#2571)
* Allow initialization of a Stan program to continue when there's a violation of constraints in transformed parameters (#2570)
* Fixed `+=` #(2482)
* rising_factorial and falling_factorial type checking (#2413)
* have parser check return type of integrate_ode_bdf functional (#2411)
* increase precision in output of ELBO values (#2406)
* ternary op fixes (#2101)
v2.17.1 (11 December 2017)
======================================================================
This is a bugfix release fixing a performance regression in the math repo. See
https://github.com/stan-dev/math/issues/667 for more details.
v2.17.0 (05 September 2017)
======================================================================
Bug Fixes
--------------------------------------------------
* Call the correct unconstrain function for covariance matrices from writer
method (#2386)
* Better error messages (#2280, #2359)
* Deal better with 0-length simplexes (#2365)
* undefined behavior with uninitialized bool (#2344)
New User-Facing Features
--------------------------------------------------
* append_array function (#481)
* "data" type prefix qualifier for function arguments (#2369, #2376)
* new algebraic solver (#2380, #2300, #2339)
* standalone functions (#2310)
New Internal Features
--------------------------------------------------
* C++11 support (#2364)
* Boost 1.64.0
* Inline many functions to allow use in multiple translation units (#2082)
Documentation
--------------------------------------------------
* Updates to the Gaussian Processes chapter in the manual (#2372)
v2.16.0 (15 June 2017)
======================================================================
Bug Fixes
--------------------------------------------------
* Fix typo in cumulative_sum definition (#2288)
* Check input/output streams and give better errors when files are not found (#2227)
* Flush print outputs even in the face of a reject (#2311)
New User-Facing Features
--------------------------------------------------
* New categorical_logit_rng function (#517)
* New include mechanism for including stan code from other files (#2224)
* New mechanism for compiling standalone Stan functions (#2267)
New Internal Features
--------------------------------------------------
* New logging framework (#512)
* Resolve hessian() to call O(N) reverse-mode version (#2321)
* Change model to take in int seed for RNG instead of full RNG object (#2241)
Documentation
--------------------------------------------------
* Updates to the Gaussian Processes chapter in the manual (#2240)
* User manual updates for this release (#2265)
v2.15.0 (14 April 2017)
======================================================================
New Team Members
--------------------------------------------------
* Sean Talts (Columbia University) -- Stan and Math libraries
* Imad Ali (Columbia University) -- Bayesian Statistician
Bug Fixes
--------------------------------------------------
* Added runtime checks for container variable dimensions (#1194)
* Fixed compiler errors for certain variants of nuts_classic (#2268)
* Fixed compound declaration definition in local blocks (#2145)
New User-Facing Features
--------------------------------------------------
* Row-vector and matrix expressions (#1489)
* Better warning message for windowed adaptation (#2064)
* Stan language - model block is optional in a Stan program (#1427)
New Internal Features
--------------------------------------------------
* Code cleanup for parser grammars (#2223)
* Exposed new function signatures for to_matrix (#1452)
* Remove initial state from the calculation of the average Metropolis acceptance probability (#2182)
* Refactor stan/lang/generator.hpp (#2204)
* Add informational message to `std::domain_error` exception (#2203)
* Tweaked windowed adaptation warning to be more readable (#2064)
Documentation
--------------------------------------------------
* User manual updates for this release (#2122)
v2.14.0 (26 December 2016)
======================================================================
Bug Fixes
--------------------------------------------------
* NUTS sampler broken (#2179)
* seralization issues with RStan v2.13.1 (#2179)
* printing result of a void function parses, but doesnt' compile (#2168)
* compound declare/define not working for all types (#2163)
Other
--------------------------------------------------
* Update Stan Math Library to v2.14.0
* make use of const references consistent (#2186)
v2.13.1 (3 December 2016)
======================================================================
Bug Fixes
--------------------------------------------------
* fixed compound declare and define (#2156, #2153, #2146)
v2.13.0 (25 November 2016)
======================================================================
New Team Members
--------------------------------------------------
* Thel Seraphim (Columbia University) -- Stan and Math libraries
* Vincent Picaud (CEA, France) -- MathematicaStan
Bug Fixes
--------------------------------------------------
* generated code for lower truncation fixed for discrete variables (#2054)
* typo in error messages for RNGs only allowed in transformed data
block (#2124)
* variables ending in _lpdf are now allowed (#2123)
* cov_exp_quad() not compiling in C++ (#2113)
* conditional operator in functions not compiling in C++ (#2101)
* off-by-one error in error message for integrate_ode_bdf() fixed (#2073)
New User-Facing Features
--------------------------------------------------
* vectorization of unary functions (#2119, #2037)
* bernoulli_logit_rng() added to language (#2084)
* Jacobian warning now suggests `target +=` (#2066)
* matrix_exp() function now available (#2043)
* compound declaration / definition statements (#1951)
New Internal Features
--------------------------------------------------
* user-defined functions can be declared and not defined (#2068)
Documentation
--------------------------------------------------
* manaul reorganization (#1599)
* line too long (#2121)
* added integer % operator documentation (#2065)
* lots more (#2051)
v2.12.0 (6 September 2016)
======================================================================
New Team Members
--------------------------------------------------
* Charles Margossian (Metrum Research Group, LLC) -- diff eq models
Known, outstanding bugs
--------------------------------------------------
* Normalization for lower truncated discrete distributions is off
by one (#2054)
Bug Fixes
--------------------------------------------------
* updated the math library to deal with g++6 errors
(math#348, math#345, math#327)
* fixed issue with 1:0 indexing in array slicing producing
huge size (#1960)
* allow variables to be named the same as unary functions
(#1459)
* distributions without cumulative distribution functions are now
prevented from being used in truncation (#2052)
* allow user-defined lpdf functions to be used in `target += `
expressions (#1944)
* fixed duplicate function warning message (#1946)
* fixed ternary operator generating C++ code that doesn't compile
(#2044)
New User-Facing Features
--------------------------------------------------
* added mdivide_left_spd() and mdivide_right_spd() to the language
(#2016)
* added cov_exp_quad() to the language (#1957)
* added break and continue statements to the language (#1756)
* added append_row() and append_col() to the language (#1347)
* updated error message for missing `|` when using probability functions
(#2003)
* updated parser/warning errors for new syntax (#1940)
New Internal Features
--------------------------------------------------
* updated Travis CI config (#2033)
* fixed segfault in lang test with g++-5.4 (#2030)
* `make clean-all` cleans CVODES binaries (#2012)
v2.11.0 (27 July 2016)
======================================================================
Bug Fixes
--------------------------------------------------
* fixed sampling bug introduced in v2.10.0 (#1979)
* fixed compilation issue under clang++3.8 for rethrow_located and
ios_base::failure (#1937)
* print() now prints when there is a rejection/exception in the model
block (#1936)
* integer division by zero throws exception (#1974, math#321)
v2.10.0 (15 June 2016)
======================================================================
New Team Members
--------------------------------------------------
* Aki Vehtari (Aalto Uni) --- GPs, LOO, statistical modeling,
MATLAB
* Rayleigh Lei (U. Michigan) --- vectorizing functions
* Sebastian Weber (Novartis) --- diff eq models
New User-Facing Features
--------------------------------------------------
* introduction of = for assignment; deprecating <- (#1819)
* _lpdf, _lpmf, _lcdf, _lccdf and vertical bar notation
for probability mass, density, and cumulative distribution
functions; update user-defined function syntax;
deprecate older forms (#1811)
* target += lp to replace increment_log_prob(lp); target() to rpelace
log_prob() function; remove lp__ variable access (#1800)
* conditional (ternary) operator (#1125)
* stiff diff eq solver CVODES from Sundials
* add control parameters (tolerance, max iteraitons) to ODE solvers
* rename ODE solvers based on algorithm, integrate_ode_rk45
for existing non-stiff Runge-Kutta solver and integrate_ode_bdf
for the stiff backward differentiation form; deprecate
the unmarked integrate_ode function (#1886)
* limiting diff eq iterations in solvers (Boost/CVODES)
* unit_vector as parameter (#1713) [it never worked in the past]
* rename multiply_log and log_binomial_coefficient
to lmultiply and lchoose (also part of #1811)
* incomplete beta function as inc_beta (#1540)
New Internal Features
--------------------------------------------------
* exhaustive HMC (XHMC)
* multinomial variant of NUTS (#1846)
* simplified NUTS criterion (#1852)
* uniform static HMC (#1849)
* Riemannian HMC with SoftAbs (#304)
* refactor semantic actions to header/implementation (#1795)
* writer callback interface for algorithms (#1739)
* error writer callbacks (#1836)
* cleaner HMC diagnostic ouptut (#1790)
* pull-request template on GitHub (#1794)
* remove unused filename argument in parser (#1752)
* remove unused lp_no_jacobian function (now controlled with
template params)
* writer callback interface for HMC (#1680)
Bug Fixes
--------------------------------------------------
* index slicing not compiling for matrices (#1754, #1810)
* parsing too eager for reserved words (#1077)
* CSV reader whitespace sensitivity (#1907)
* delayed reject multinomial NUTS (#1906)
* PYTHON2 variable for cpplint (#1912)
* size zero vectors, row vectors, matrices (#1909)
* overflowing transition probs in multinomial NUTS (#1904)
* all the manual bug fixes (#1431, #1709, #1734, #1753,
#1826, #1874, #1879, #1890)
* compiler fix for vector /. real to compile (#1883)
* terminate infinite loops in optimization (#1896)
* ADVI argument config failure (#1731)
* double struct creation removed for forward-declaration
of user-defined functions bug (#1079)
* clarify deprecation of <- is only in Stan, not R (#1819)
* memory leaking with command getting in way of debug (#1293)
* makefile dependencies for stanc (#1682)
* remove NaN init for integers in place of min (negative)
value (#1766)
* namespace pollution from log_mix removed (#1707)
* message buffering reduced in ADVI
* add pstream to user-defined CDFs supporting truncation (#1628)
* initialization failure message clarification (#1736)
v2.9.0 (3 Dec 2015)
======================================================================
New Team Members
--------------------------------------------------
* Krzysztof Sakrejda, adding functions in Stan Math and Stan
New Features
--------------------------------------------------
* General R-like indexing for arrays and vectors! (#1057)
* Automatic differentation paper: http://arxiv.org/abs/1509.07164
* Changed unit_vector transformation (#1720)
* Automatically detect bitness for Windows 32-bit (#1614)
* Better adaptation for ADVI (#1550, #1559, #1587, #1591, #1593, #1710)
Bug Fixes
--------------------------------------------------
* Allows unit_vector to be used in parameters block (#1720)
* Fixed NaN bug in ADVI (#1610)
Maintenance
--------------------------------------------------
* Reduced Cpplint warnings to 0! (#1651, #1656, #1701)
* Better ADVI output (#1588)
* Updated logo for doxygen (#1631)
* Refactoring the use of output streams (#1602, 1653, #1662,
#1670, #1676, #1696, #1601)
* Moved src/stan/services files and namespaces (#1616)
* Updated clang++ compiler options for Mac OS X (#1668)
* Additional testing on Travis CI (#1708)
* Removed unused python script (#1611)
* Updated makefile (#1618, #1655, #1659)
Manual
--------------------------------------------------
* Improved Wiener distribution documentation (#1576)
* Corrected bugs and typos (#1617)
* Thanks to Julain King, Ashley Ford, Evelyn Mitchell,
José Rojas Echenique, Miguel de Val-Borro, Bruno Jacobs,
Ryan Batt, David Manheim
v2.8.0 (8 Sep 2015)
======================================================================
New Team Members
--------------------------------------------------
* Dustin Tran, helps make variational inference a reality
New Features
--------------------------------------------------
* Inverse CDF for normal distribution (#1157)
* Compiler error messages are friendlier
- operator[] (#1517)
- assignment (#1543, stan-dev/math#146)
* Sparse matrix by dense vector multiplication (#1565)
Bug Fixes
--------------------------------------------------
* Disallow user-defiend function overloading (#1547)
* Better behaved beta cdf (#1561, stan-dev/math#124)
Manual
--------------------------------------------------
* Corrected all known bug reports and typos; details in
issues #1526, #1548, #1577
* Thanks to @jonathan-g (Github handle), Damjan Vukcevic,
Daniel Chen, Guido Biele, Takahiro Kubo, Andy Choi
v2.7.0 (9 July 2015)
======================================================================
New Team Members
--------------------------------------------------
* Alp Kucukelbir, who brings you variational inference
* Robert L. Grant, who brings you the StataStan interface
Major New Feature
--------------------------------------------------
* Black-box variational inference, mean field and full
rank (#1505)
New Features
--------------------------------------------------
* Line numbers reported for runtime errors (#1195)
* Wiener first passage time density (#765) (thanks to
Michael Schvartsman)
* Partial initialization (#1069)
* NegBinomial2 RNG (#1471) and PoissonLog RNG (#1458) and extended
range for Dirichlet RNG (#1474) and fixed Poisson RNG for older
Mac compilers (#1472)
* Error messages now use operator notation (#1401)
* More specific error messages for illegal assignments (#1100)
* More specific error messages for illegal sampling statement
signatures (#1425)
* Extended range on ibeta derivatives with wide impact on CDFs (#1426)
* Display initialization error messages (#1403)
* Works with Intel compilers and GCC 4.4 (#1506, #1514, #1519)
Bug Fixes
--------------------------------------------------
* Allow functions ending in _lp to call functions ending in _lp (#1500)
* Update warnings to catch uses of illegal sampling functions like
CDFs and updated declared signatures (#1152)
* Disallow constraints on local variables (#1295)
* Allow min() and max() in variable declaration bounds and remove
unnecessary use of math.h and top-level :: namespace (#1436)
* Updated exponential lower bound check (#1179)
* Extended sum to work with zero size arrays (#1443)
* Positive definiteness checks fixed (were > 1e-8, now > 0) (#1386)
Code Reorganization and Back End Upgrades
--------------------------------------------------
* New static constants (#469, #765)
* Added major/minor/patch versions as properties (#1383)
* Pulled all math-like functionality into stan::math namespace
* Pulled the Stan Math Library out into its own repository (#1520)
* Included in Stan C++ repository as submodule
* Removed final usage of std::cout and std::cerr (#699) and
updated tests for null streams (#1239)
* Removed over 1000 CppLint warnings
* Remove model write CSV methods (#445)
* Reduced generality of operators in fvar (#1198)
* Removed folder-level includes due to order issues (part of Math
reorg) and include math.hpp include (#1438)
* Updated to Boost 1.58 (#1457)
* Travis continuous integration for Linux (#607)
* Add grad() method to math::var for autodiff to encapsulate math::vari
* Added finite diff functionals for testing (#1271)
* More configurable distribution unit tests (#1268)
* Clean up directory-level includes (#1511)
* Removed all lint from new math lib and add cpplint to build lib
(#1412)
* Split out derivative functionals (#1389)
Manual and Dcoumentation
--------------------------------------------------
* New Logo in Manual; remove old logos (#1023)
* Corrected all known bug reports and typos; details in
issues #1420, #1508, #1496
* Thanks to Sunil Nandihalli, Andy Choi, Sebastian Weber,
Heraa Hu, @jonathan-g (GitHub handle), M. B. Joseph, Damjan
Vukcevic, @tosh1ki (GitHub handle), Juan S. Casallas
* Fix some parsing issues for index (#1498)
* Added chapter on variational inference
* Added strangely unrelated regressions and multivariate probit
examples
* Discussion from Ben Goodrich about reject() and sampling
* Start to reorganize code with fast examples first, then
explanations
* Added CONTRIBUTING.md file (#1408)
v2.6.3 (17 March 2015)
======================================================================
Bug Fixes
----------------------------------------
* removed extra semicolons in code; they are techinically a C++11
extension [#1379]
* removed use of variable length array; this is a C99 feature
[#1381]
Features
----------------------------------------
* error messages in initialization during sampling get printed out
to the message stream [#1326]
Test Enhancements
----------------------------------------
* added tests for is_vector_like [#1360]
v2.6.2 (14 March 2015)
======================================================================
Bug Fixes
----------------------------------------
* fixed append_row and append_col to return the corect types [#1297]
* documentation fix: fixed generation of stan-functions.txt [#1327]
* changed constructor of stan::agrad::var so it can compile without
C++11 [#1337, 1364]
* fixed bug in matrix double-indexing [#1342]
* fixed calculation of derivative in normal_cdf_log, normal_ccdf_log
[#1357]
API Enhancements
----------------------------------------
* refactored math / autodiff library [#1222, #1349, #1353]
* fixed capitalization in tests [#1355]
* updated Eigen to 3.2.4 [#1173]
v2.6.1 (3 March 2015)
======================================================================
Language Enhancements
----------------------------------------
* improved warning messages from the parser [#1244]
API/Build/Test Enhancements
----------------------------------------
* the C++ API now throws 3 types of exceptions [#685]
* parts of the C++ API were rearranged (gm, common) [#942]
* replace promote_args
* allow reading from a local makefile outside of the code repository [#1277]
* added gradient of hessian functional in C++ [#1272]
* supressed printing of adjoints when printing stan::agrad::var [#330]
* removed some cpplint warnings [#1282]
* removed doxygen warnings [#1290]
* reimplemented fmix and fmax [#1311]
Bug Fixes
----------------------------------------
* allow nested indexes to compile with integrate_ode [#1317]
Documentation
----------------------------------------
* fixed typos in MCMC sampling
v2.6.0 (5 February 2015)
======================================================================
New Features
----------------------------------------
* log_mix function for binary mixtures [half of #970]
* neg_binomial_2 CDF function [#1129]
Language Enhancements
----------------------------------------
* allow local-variable integers to be treated as constants,
allowing, among other things, more general ODE functions [#1131]
* initialize transformed data and generated quantities the
same way as transformed parameters [#1099]
* libstan.a removed and model compilation is 100% header-only [#1095]
* check for infinite/nan inits from boundary initializations
with warning [#537]
API/Build/Test Enhancements
----------------------------------------
* removed extra variables being generated by validation [#1248]
* generalize OperandsAndPartials to second order [#676]
* rationalize error handling, using const char* args for efficiency [#1234]
* upgrade to Boost version 1.55 library [#1206]
* generate .hpp instead of .cpp for models [#803]
* value_of_rec recursive metaprogram to pull values out of higher-order
autodiff structures; removes order dependency on fwd/rev includes
[#1232]
* tests now run more efficiently with Python script [#1110]
* add performance tests to continuous integration to perform
end-to-end regression testing on speed [#708, #1245]
* manual index parser for tool automation in interfaces (such as
auto-complete suggestions) and emacs mode
* refactor log determinant and fix return type cast in vector arena
alloc [#1187]
* update makefile dependencies for auto-generated cpp test files [#1108]
* move test models into clearly labeled directories (good/bad) [#1016]
* removing policies from math error checking [#1122]
* remove usage of Boost's formatting (which can cause runtime
errors like printf) [#1103]
* rearrange directory structure of err_handling [#1102]
* clean up math includes to proper location in source tree [#778]
* remove Windows newline and write script to catch in future [#1233]
* remove extra copy of Eigen (3.2.0), leaving just Eigen 3.2.2 [#1206]
* remove example-models dependency from Git [#1105]
Bug Fixes
----------------------------------------
* allow identifiers with prefixes matching keywords [#1177]
* allow functions to be used in variable declaration constriants [#1151]
* fix segfault resulting from multivariate normal in optimizer (root
cause wasn't in optimizer, but in autodiff nesting cleanup) [#1200]
* fixed return type in language and C++ for append_row of two
column vectors and append_col of two row vectors [#1241]
* fixed derivative error for pareto_type_2_log() [#1223]
* remove unused models from stan distribution (they're now in
the stan-dev/example-models repo on GitHub) [#1249]
* squash compiler warnings and fix windows tests (mostly
signed vs. unsigned, as usual) [#1257]
* fix memory leak in ODE solver [#1160]
* fix overflow in gamma_p function to throw instead [#674]
* make sure multiply_lower_tri_self_transpose returns a symmetric
matrix [#1121]
* fix overflow in Poisson RNG to throw instead [#1053]
Documentation
----------------------------------------
* manual updated for 2.6 [#1081]
- new chapter on software process (thanks to Sebastian Weber
and Tony Rossini for help)
- new chapter on sparse and ragged arrays
- pointers to Julia and MATLAB interfaces (yay!)
- vectorization of CDFs described
- fix priors on IRT models
- added discussion of multiple change points
- remove range-contstrained scale priors
- clarified fixed parameter call
- remove references to "std::vector" in favor of "array"
- corrected signs for lasso and ridge and discuss truncated gradient
and absolute zero results
- extended discussion of Gaussian process priors (thanks
to Aki Vehtari, Jon Zelner, and Herra Huu)
- remove bogus paths to models and replace with pointers to
example-models repo
- clarified Wishart/inverse Wishart parameterizations w.r.t. BDA3
- fixed exp_mod_normal definition
- fix student-t reparameterization
- fix hurdle distribution definition
Thanks!
----------------------------------------
Thanks to all the users who contributed code and doc corrections
and comments: Alex Zvoleff, Juan Sebastián Casallas, Gökçen
Eraslan, seldomworks [GitHub handle], Avraham Adler, Sebastian
Weber, Amos Waterland, David Hallvig, Howard Zail, Andre Pfeuffer,
Bobby Jacob, Cody Ross, Krzysztof Sakrejda, Andrew Ellis, John Sutton
v2.5.0 (20 October 2014)
======================================================================
New Features
----------------------------------------
* ordinary differential equation solver, implemented by coupling
the user-specified system with its sensitivities (#771)
* add reject() statement for user-defined rejections/exceptions (#458)
* new num_elements() functions that applies to all containers (#1026)
* added is_nan() and is_inf() function (#592)
* nested reverse-mode autodiff, primarily for ode solver (#1031)
* added get_lp() function to remove any need for bar lp__ (#470)
* new functions append_col() and append_row() like cbind and rbind
in R (#787)
* added modulus function in a way tht is consistent with integer
division across platforms (#577)
* exposed pareto_type_2_rng (#580)
* added Frechet distribution and multi_gp_cholesky distribution
(thanks to Alexey Stukalov for both)
Enhancements
----------------------------------------
* removed Eigen code insertion for numeric traits and replaced
with order-independent metaprogram (#1065)
* cleaned up error messages to provide clearer error context
and more informative messages (#640)
* extensive tests for higher order autodiff in densities (#823)
* added context factory
* deprecated lkj_cov density (#865)
* trying again with informational/rejection message (#223)
* more code moved from interfaces into Stan common libraries,
including a var_context factory for configuration
* moved example models to own repo (stan-dev/example-models) and
included as submodule for stan-dev/stan (#314)
* added per-iteration interrupt handler to BFGS optimizer (#768)
* worked around unused function warnings from gcc (#796)
* fixed error messages in vector to array conversion (#579, thanks
Kevin S. Van Horn)
* fixed gp-fit.stan example to be as efficient as manual
version (#782)
* update to Eigen version 3.2.2 (#1087)
Builds
----------------------------------------
* pull out testing into Python script for developers to simplify
makes
* libstan dependencies handled properly and regenerate
dependencies, including working around bug in GNU
make 3.8.1 (#1058, #1061, #1062)
Bug Fixes
----------------------------------------
* deal with covariant return structure in functions (allows
data-only variables to alternate with parameter version); involved
adding new traits metaprograms promote_scalar and
promote_scalar_type (#849)
* fixed error message on check_nonzero_size (#1066)
* fix arg config printing after random seed generation (#1049)
* logical conjunction and disjunction operators short circuit (#593)
* clean up parser bug preventing variables starting with reserved
names (#866)
* fma() function calls underlying platform fma (#667)
* remove upper bound on number of function arguments (#867)