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Releases: stan-dev/stan

v2.26.0 (26 January 2021)

26 Jan 13:46
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  • 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>>.

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v2.26.0-rc1 (19 January 2021)

19 Jan 11:33
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v2.25.0 (26 October 2020)

26 Oct 11:44
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New Features

  • added a const accessor to _z in base_hmc.hpp
  • bugfixed validate_dims in array_var_context
  • cleaned up includes of Eigen

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v2.25.0-rc1 ( 14 October 2020 )

14 Oct 00:26
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v2.24.0 (28 July 2020)

28 Jul 09:39
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New Features

  • math updated to 3.3.0 (release notes)
  • 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

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v2.23.0 (22 April 2020)

22 Apr 16:35
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v.2.22.1 (31 January 2020)

31 Jan 14:17
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Updated math version to v3.1.1

v.2.22.0 (24 January 2020)

24 Jan 17:11
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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::vectorstd::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, ...)

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v2.21.0 (18 October 2019)

18 Oct 22:24
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v.2.21.0 (18 October 2019)

We are now using TBB for threading in map_rect. With performance tests on a non-trivial map_rect model we have observed speedups of up to 20% on Windows, 70% on Linux and 30% on MacOS. Speedups were observed for both Intel and AMD CPUs. This has a downstream license effect too - we can no longer be bundled in a single distributed binary with GPLv2 code.

Here are some speedups on a non-trivial model with 12 cores:
image

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)

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v2.20.0 (18 July 2019)

18 Jul 22:14
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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)

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