Stan 1.3.0 and RStan 1.3.0 Ready for Action
Statistical Modeling, Causal Inference, and Social Science 2013-04-12
The Stan Development Team is happy to announce that Stan 1.3.0 and RStan 1.3.0 are available for download. Follow the links on:
- Stan home page: http://mc-stan.org/
Please let us know if you have problems updating.
Here’s the full set of release notes.
v1.3.0 (12 April 2013)======================================================================Enhancements----------------------------------Modeling Language* forward sampling (random draws from distributions) in generated quantities* better error messages in parser* new distributions: + exp_mod_normal + gumbel + skew_normal* new special functions: + owenst* new broadcast (repetition) functions for vectors, arrays, matrices + rep_arrray + rep_matrix + rep_row_vector + rep_vector Command-Line* added option to display autocorrelations in the command-line program to print output* changed default point estimation routine from the command line to use Nesterov's accelerated gradient method, added option for point estimation with Newton's methodRStan* added method as.mcmc.list()* compatibility with R 3.0.0C++/Internal* refactored math/agrad libs in C++ to separate files/includes, remove redundant code, more unit tests for existing code* added chainable_alloc class for caching solver results* generalized VectorView with seq_view* templated out generated code for efficient double-only operation on model log probs w/o gradientsDoc* additions to user's guide w. sample models + stochastic volatility example with source, optimized source, simulation + time series, moving average, standardization for linear regression, hidden Markov models, with examples* manual's index is now hyperlinked* added additional acknowledgements to manual* added full description of differences between sampling statement and lp__* fixed general normal mixture model exampleTesting* split unit tests from distribution testsBug Fixes----------------------------------* fixed derivative in multi_normal_prec distribution function* double-based log_prob functions return the same value as var-based log_prob_grad functions* calls to lgamma are now using boost's lgamma function* patched transform to work with Eigen 3.2 beta* all probability distribution functions and cumulative distribution functions behave properly with 0 length vector arguments* fixed error in definition of hypergeometric pmf* fixed arguments to nesterov optimization ctor in command * fixed issue with initialization matrices being read improperly * Use fabs() instead of abs() in unit_vector_constrain. * typos in the manual* rstan: + fixed crash in R when index is out of bounds using set_cppo("fast") + io_context fix skipping len=0 + fix the typo in manual (dims -> dim) + add require(inline) to fix the problem with loading sysdata.rda