stan-dev/cmdstanr v0.5.0

cmdstanr v0.5.0

on GitHub

Bug fixes

• Fixed bug that caused stdour/stderr not being read at the end of
  optimization. (#522)

• Fixed issue with handling NA as the reported external process
  status. (#544, @myshkin)

• Fixed issue with handling models with no parameters and CmdStan
  2.27+.

New features

• Default directory changed to .cmdstan instead of .cmdstanr so that
  CmdStanPy and CmdStanR can use the same CmdStan installations. Using .cmdstanr
  will continue to be supported until version 1.0 but install_cmdstan() will now
  default to .cmdstan and CmdStanR will first look for .cmdstan before falling
  back on .cmdstanr. (#454)

• New method diagnose() for CmdstanModel objects exposes CmdStan's diagnose
  method for comparing Stan's gradient computations to gradients computed via
  finite differences. (#485)

• New method $variables() for CmdstanModel objects that returns a list of
  variables in the Stan model, their types and number of dimensions. Does
  not require the model to be compiled. (#519)

• New method $format() for auto-formatting and canonicalizing the Stan models. (#625)

• Added the option to create CmdStanModel from the executable only with the
  exe_file argument. (#564)

• Added a convenience argument user_header to $compile() and cmdstan_model()
  that simplifies the use of an external .hpp file to compile with the model.

• Added the cmdstanr_force_recompile global option that is used for forcing
  recompilation of Stan models. (#580)

• New method $code() for all fitted model objects that returns the Stan code
  associated with the fitted model. (#575)

• New method $diagnostic_summary() for CmdStanMCMC objects that summarizes the
  sampler diagnostics (divergences, treedepth, ebfmi) and can regenerate the
  related warning messages. (#205)

• New diagnostics argument for the $sample() method to specify which
  diagnostics are checked after sampling. Replaces validate_csv argument. (#205)

• Added E-BFMI checks that run automatically post sampling. (#500, @jsocolar)

• New methods for posterior::as_draws() for CmdStanR fitted model objects.
  These are just wrappers around the $draws() method provided for convenience. (#532)

• write_stan_file() now choose file names deterministically based on the code
  so that models do not get unnecessarily recompiled when calling the function
  multiple times with the same code. (#495, @martinmodrak)

• The dir argument for write_stan_file() can now be set with a global
  option. (#537)

• write_stan_json() now handles data of class "table". Tables are converted
  to vector, matrix, or array depending on the dimensions of the table. (#528)

• Improved processing of named lists supplied to the data argument to JSON
  data files: checking whether the list includes all required elements/Stan
  variables; improved differentiating arrays/vectors of length 1 and scalars
  when generating JSON data files; generating floating point numbers with
  decimal points to fix issue with parsing large numbers. (#538)

• install_cmdstan() now automatically installs the Linux ARM CmdStan when
  Linux distributions running on ARM CPUs are detected. (#531)

• New function as_mcmc.list() for converting CmdStanMCMC objects to mcmc.list
  objects from the coda package. (#584, @MatsuuraKentaro)