v2.26.0 (26 January 2021)

release/v2.26.0

v2.26.0-rc1

Tagging v2.26.0-rc1

v2.25.0 (26 October 2020)

• Improved parser error message on missing semicolon in the data or parameters block.
• Expanded OpenCL (GPU) support for GLMs to now handle parameters for any argument.
• Fix parameter unconstraining bug when the constraints depend on other constrained parameters.
• "offset, "multiplier," "lower," and "upper" are no longer reserved keywords and can be used in the names of identifiers.
• Extended elt_multiply (.*) and elt_divide (./) to cases where both inputs are scalars.
• Added support for unnormalized distributions for the target += sytnax.
• Changed the MIR to represent function declarations as Options.
• Variable names are now allowed that shadow math function names.
• Fixed a bug with not recognizing transformed parameters in pedantic mode
• Added vectorised binary functions:
  • bessel_first_kind
  • beta
  • binary_log_loss
  • binomial_coefficient_log
  • choose
  • falling_factorial
  • fdim
  • fmax
  • fmin
  • fmod
  • gamma_p
  • gamma_q
  • hypot
  • lbeta
  • ldexp
  • lmgamma
  • log_diff_exp
  • log_falling_factorial
  • log_inv_logit_diff
  • log_modified_bessel_first_kind
  • log_rising_factorial
  • modified_bessel_first_kind
  • modified_bessel_second_kind
  • lmultiply
  • multiply_log
  • owens_t
  • rising_factorial

Code contributions were made by @andrjohns @nhuurre @rok-cesnovar @rybern and @seantalts

v2.25.0-rc1 ( 14 October 2020 )

Merge pull request #717 from rybern/fix-nix

Small Nix installation fix

v2.24.1 (11 August 2020)

Bugfixes

• added using std::pow to generated code

• fixed code generation for pow()

• added data quantifier to linspaced_* signatures

• fixed code generation for empty matrices

v2.24.0 (28 July 2020)

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
  © 2020 GitHub, Inc.

v2.23.0: Merge pull request #510 from stan-dev/bugfix/issue-497-offset-multiplier

Fix the offset without multiplier or multiplier without offset bug

v2.22.1: Merge pull request #444 from stan-dev/stanc3-version

Add 3 to version number

v2.22.0: Merge pull request #439 from stan-dev/use-new-stanc2-flag

Use new STANC2=true flag in CmdStan instead of old performance-tests-cmdstan branch

v1.0.0-rc3

At this point we're pretty confident we're replicating Stan 2 behavior. If you find anything that doesn't line up or make sense please file an issue or send Sean an email!

Instructions:

Trying it with CmdStan can be as simple as:

1. git clone --recursive https://github.com/stan-dev/cmdstan; cd cmdstan
2. make -j4 build
3. Download the stanc3 binary for your OS to the right place:

• Linux: curl -L https://github.com/stan-dev/stanc3/releases/download/v1.0.0-rc1/linux-stanc -o bin/stanc
• Mac: curl -L https://github.com/stan-dev/stanc3/releases/download/v1.0.0-rc1/mac-stanc -o bin/stanc
• Windows: curl -L https://github.com/stan-dev/stanc3/releases/download/v1.0.0-rc1/windows-stanc -o bin\stanc

4. make <path/to/model.stan>

If you'd like to go the extra mile and help us check that it also gets the same results as your models, if you have them in the same folder as a .data.R file with the same name, you can use the performance-tests-cmdstan repo to compare compilers:

1. git clone --recursive https://github.com/stan-dev/performance-tests-cmdstan; cd performance-tests-cmdstan
2. Download the binary as above and remember its location.
3. bash compare-compilers.sh "<path/to/models/dir> --num_samples=10" <path/to/stanc3/from/step/2>

Thanks all!