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v2.24.0 (28 July 2020)

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@stan-buildbot stan-buildbot released this 28 Jul 11:50
· 2596 commits to master since this release

Cmdstan updated to 2.24.0 (release notes)

New functions:
algebra_solver_newton

matrix hmm_hidden_state_prob(matrix, matrix, vector)
int[] hmm_latent_rng(matrix, matrix, vector)
real hmm_marginal(matrix, matrix, vector)

T lambert_w0(T), for any T
T lambert_w1(T), for any T

matrix matrix_power(matrix, int)

real multinomial_logit_log(int[], vector)
real multinomial_logit_lpmf(int[], vector)
int[] multinomial_logit_rng(vector, int)

ode_adams, ode_adams_tol
ode_bdf, ode_bdf_tol
ode_rk45, ode_rk45_tol

T pow(int, T)
T pow(real, T)
T pow(T, int)
T pow(T, real)
(previously only real pow(real, real) was available)

T reverse(T), where T is vector, row_vector or an array of any type

matrix identity_matrix(int)
real[] linspaced_array(int, real, real); row_vector linspaced_row_vector(int, real, real); vector linspaced_vector(int, real, real)
int[] one_hot_int_array(int, int); real[] one_hot_array(int, int); row_vector one_hot_row_vector(int, int); vector one_hot_vector(int, int)
int[] ones_int_array(int); real[] ones_array(int); row_vector ones_row_vector(int); vector ones_vector(int)
vector uniform_simplex(int)
int[] zeros_int_array(int); real[] zeros_array(int); row_vector zeros_row_vector(int); vector zeros_vector(int)

New features:

  • pedantic mode
  • experimental optimization mode
  • new integer division operator %/%
  • non-scalar values are now allowed in lower, upper, offset and multiplier
  • integrate_ode_* functions are now deprecated
  • data-only restricted functions now work with parameters in generated quantities
  • improved out-of-bounds messages for vectors, matrices
  • added checks for invalid literals
  • --allow_undefined and --include_paths are deprecated in favor of --allow-undefined and --include-paths
  • cleaned up the generated model C++ code: model is now final, using statements instead of typedef, better use of inline, use of .clear() instead of .resize(0), remove unnecessary functions
  • cleaned up the OCaml code: better use of helper functions, removed duplicate functions, better exception messages, replace imperative code for handling Stan Math signatures
  • size expressions for parameters and generated quantities are now only evaluated once
  • better handle model names that are not C++ friendly (start with numbers, have non-alphanumeric characters)

Bugfixes:

  • changed the loop index type to int to prevent issues when using it in expressions with signed numbers
  • integer arrays now initialize to the smallest representable integer
  • var arrays initialize with a prebuilt dummy var, to not creat new varis
  • all map_rect calls are registered when using MPI
  • _lpdf/_lpmf functions are now used instead of *_log when generating code for the tilde statements
  • single argument distribution do not require the vertical bar anymore (e.g. std_normal_lpdf(x|))
  • fixed a bug that caused tilde statements to conflict with userdef functions
  • rng functions are no longer allowed in size declarations
  • fixed the _lpdf functor struct so that UDF with _log and int argument now compile
  • fixed array literal type-checking
  • fixed the error messages for missing input (line number is now displayed properly)
  • fixed indexing in transform_init()
  • fixed emitting generated quantities only (for gq_writer)
  • fixed debug data generator for constrained matrix types and added array value bounds
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