We had a record number of user-submitted patches this go around.
Thanks to everyone!
New Features
- user-defined function definitions added to Stan language
- cholesky_corr data type for Cholesky factors of correlation matrices
- a^b syntax for pow(a,b) (thanks to Mitzi Morris)
- reshaping functions: to_matrix(), to_vector(), to_row_vector(),
to_array_1d(), to_array_2d() - matrix operations: quad_form_sym() (x' *Sigma * x), QR decompositions
qr_Q(), qr_R() - densities: Gaussian processes multi_gp_log(), multi_gp(),
and alternative negative binomial parameterization neg_binomial_2() - random number generator: multi_normal_cholesky_rng()
- sorting: sort_indices_*() for returning indexes in sorted order by
value - added JSON parser to C++ (not exposed through interfaces yet; thanks
to Mitzi Morris) - many fixes to I/O for data and inits to check consistency and
report errors - removed some uses of std::cout where they don't belong
- updated parser for C++11 compatibility (thanks to Rob Goedman)
New Developer
- added Marco Inacio as core developer
Optimizations
- turned off Eigen asserts
- efficiency improvements to posterior analysis print
Documentation
- Clarified licensing policy for individual code contributions
- Huge numbers of fixes to the documentation, including many
user-contributed patches (thanks!), fixes to parallelization in
CmdStan, Windows install instructions, boundaries for Dirichlet and
Beta, removed suggestion to use floor and ceiling as indices,
vectorized many models, clarified that && doesn't short circuit,
clarified von Mises normalization, updated censoring doc (thanks
to Alexey Stukalov), negative binomial doc enhanced, new references,
new discussion of hierarchical models referencing Betancourt and
Girolami paper, - Avraham Adler was particularly useful in pointing out and fixing
documentation errors
Bug Fixes
- fixed bug in lkj density
- fixed bug in Jacobian for corr_matrix data type
- fix cholesky_cov_matrix test code to allow use as parameter
- fixed poisson_rng, neg_binomial_rng
- allow binary operations (e.g., < and >) within range constraints
- support MS Visual Studio 2008
- fixed memory leaks in categorical sampling statement, categorical_log
function, and softmax functions - removed many compiler warnings
- numerous bug fixes to arithmetic test code conditions and messages,
including calls from - fixed model crashes when no parameter specified
- fixed template name conflicts for some compiler bugs (thanks Kevin
S. Van Horn)
Code Reorganizations & Updates
- CmdStan is now in its own repository on GitHub: stan-dev/cmdstan
- consolidate and simplify error handling across modules
- pulled functionality from CmdStan command class and PyStan and RStan
into Stan C++ - generalized some interfaces to allow std::vector as well as Eigen
for compatibility - generalize some I/O CSV writer capabilities
- optimization output text cleaned up
- integer overflow during I/O now raises informative error messages
- const correctness for chains (thanks Kevin S. Van Horn)