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Releases: stan-dev/stan

v2.13.0

25 Nov 16:44
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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

07 Sep 02:09
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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 Jul 20:22
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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

17 Jun 15:11
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v2.10.0 (17 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

04 Dec 05:11
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v2.9.0 (3 Dec 2015)

New Team Members

  • Krzysztof Sakrejda, adding functions in Stan Math and Stan

New Features

Bug Fixes

  • Allows unit_vector to be used in parameters block (#1720)
  • Fixed NaN bug in ADVI (#1610)

Maintenance

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

08 Sep 19:47
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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
  • Sparse matrix by dense vector multiplication (#1565)

Bug Fixes

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

10 Jul 13:00
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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 Documentation

  • 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)

Note: If downloading source, use the green links to download a copy that includes the Stan Math Library.

v2.6.3

18 Mar 22:18
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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 Mar 19:50
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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

03 Mar 17:02
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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