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Releases: stan-dev/stan

v2.19.1 (18 Apr 2019)

18 Apr 18:56
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v.2.19.1 (18 Apr 2019)

This is a release out of cycle to address a performance bug in v.2.19 (#2748)

Bug Fixes

  • #2749 - Fixed generator so that matrix indexing uses most efficient access strategy.

Documentation

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v2.19.0 (20 Mar 2019)

20 Mar 10:08
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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

Documentation

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v2.18.1 - Fixes major threading bug in 2.18.0!

24 Dec 20:03
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v.2.18.1 (24 December 2018)

Bugfix release - fixes 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

v2.18.0 **Contains threading bug with map_rect**

13 Jul 16:23
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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).

v2.18.0 (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 Dec 18:13
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v2.17.1 (11 December 2017)

This is a bugfix release fixing a performance regression in the math repo. See
stan-dev/math#667 for more details.

v2.17.0

06 Sep 02:56
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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

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

19 Jun 17:07
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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 Apr 17:08
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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 Dec 20:56
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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

03 Dec 20:10
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v2.13.1 (3 December 2016)

Bug Fixes

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

  • manual reorganization (#1599)
  • line too long (#2121)
  • added integer % operator documentation (#2065)
  • lots more (#2051)