v2.4.0 (20 July 2014)

New Features

• L-BFGS optimization (now the default)
• completed higher-order autodiff (added all probability functions,
  matrix functions, and matrix operators); tested up to 3rd order
• enhanced effective range of normal_cdf to prevent underflow/overflow
• added von Mises RNG
• added ability to use scalars in all element-wise operations
• allow matrix division for mixing scalars and matrices
• vectorization of outcome variates in multivariate normal with efficiency boosts
• generalization of multivariate normal to allow rwo vectors as means
  and

Reorganization

• move bin/print and bin/stanc to CmdStan; no longer generating main
  when compiling model from Stan C++

New Developer

• Added Jeffrey Arnold as core Stan developer

Bug Fixes

• modified error messages so that they're all 1-indexed instead of 0-indexed
• fixed double print out of times in commands
• const added to iterators to allow VS2008 compiles
• fix boundary conditions on ordered tests
• fix for pow as ^ syntax to catch illegal use of vectors (which
  aren't supported)
• allow zero-length inputs to multi_normal and multi_student_t
  with appropriate log prob (i.e., 0)
• fixed bug in inverse-Wishart RNG to match MCMCPack results
  with slightly asymmetric inputs
• fixed problem with compiling user-defined function twice
• fixed problem with int-only parameters for user-defined functions
• fixed NaN init problems for user-defined functions
• added check that user variable doesn't conflict with user function + doc
• disallow void argument types in user-defined functions

Code Cleanup and Efficiency Improvements

• removed main() from models generated from C++ Stan (they are
  now available only in CmdStan); removed no_main command options
• reserve vector sizes for saving for sample recorder
• removing many instances of std::cout from API (more still to go)
• removed non-functional Nesterov optimization option
• optimization code refactoring for testing ease
• better constant handling in von Mises distribution
• removed tabs from all source files
• massive re-org of testing to remove redundant files and allow
  traits-based specializations, plus fixed for 1-indexing

Testing

• added tests for log_softmax, multiply_lower_tri_self_transpose, tcrossprod
• break out function signature tests into individual files, add many
  more
• enhanced cholesky factor tests for round trip transforms and
  derivatives
• extensive unit testing added for optimization
• remove use of std::cout in all tests

Example Models

• lots of cleanup in links and models in ARM examples
• added BUGS litter example with more stable priors than in the
  BUGS version (the original model doesn't fit well in BUGS as is,
  either)

Documentation

• add infix operators to manual
• categorical_logit sampling statement
• Cholesky factor with unit diagonal transform example
• example of using linear regression for prediction/forecasting with
  notes
• clarified some relations of naive Bayes to clustering
  vs. classification and relation to non-identifiability
• new advice on multivariate priors for quad_form_diag
• fix typo in multiply_lower_self_transpose (thanks to Alexey Stukalov)
• fix formatting of reserved names in manual
• fixed typo and clarified effective sample size doc