Stan Version 2.1.0

Release Notes for Stan C++, CmdStan 2.1.0

• fix bug in NUTS leading to wrong tail behavior in 2.0.0 and 2.0.1
• initial step size adaptation fixed to fit step size based on actual parameter inits rather than 0
• made adaptation stages more flexible, with associated command-line arguments and doc
• add time estimate for log prob computation to command-line output
• Updated manual for all new behavior
• Rationalized directory layout and include files for stan::agrad in C++
• fixed header guard for agrad tests
• samplers rewritten to use Eigen vectors; Eigen vector methods added to models (std::vector methods still exist)
• fixing underlying code to remove compiler warnings (still a few unsequenced warnings from parser semantic actions under some compilers)
• extensive new tests for HMC/NUTS samplers and their helper functions
• fixes to generalize makefile behavior in cleaning auto-generated .cpp files
• fix compile issue with g++ 4.4 by fully qualifying stan::gm::sample call
• change default output file name to output.csv instead of samples.csv for consistency with diagnosis and optimization modes
• extended range of Phi() before over/underflowing using erfc()
• generalized VectorView to catch overrun errors in auto-diff
• fixed auto-diff for Bernoulli and BernoulliLogit and Binomial distributions when vectorized
• fix malloc exception in diagnose mode
• fix sd() and var() with custom derivatives; fixes issue of returning NaN for sd() if all values are the same
• fix boundary condition on dump file reading to protect against reading past the end of file
• catch infinite loop condition in CDF for gamma distribution
• fix indexing to allow local variables involving arrays to be used as indexes in array/vector/matrix
  declarations
• remove unused trunc_normal distribution from underlying C++ code
• fix small issue with Phi case mismatch in version control
• Windows building on 64-bit platforms; fix 32-bit builds for compatibility
• remove unused matrix.cpp file, which removes a warning
• added n_divergent to output in CmdStan
• fix printing so it works in every iteration in every block
• generalize command-line tests so they work cross-platform
• many more tests of agrad behavior
• huge number of speed and interface improvements for fvar; can now test 2nd and 3rd order derivatives without crashing Jenkins
• replace std::isinf with boost::math::isinf
• fix some incompatible header guards (fwd/log_rising_factorial, continuous/multivariate.hpp, arg_adapt_delta.hpp)
• new makefile shuffle not depending on R for testing
• fix binary_log_loss derivatives
• added initialization to output of optimization when saving warmup
• changed optimization to BFGS
• update Google test to v1.7.0
• fix bin/print crashes with matrix output
• fix includes and header guards for multi_normal_prec, exposing it again
• remove std::cout from commands
• allow spaces in command-line string arguments in build
• cleanup unit test auto-generated files
• fixed memory issue with bin/print
• remove use of precompiled headers in builds