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