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@syclik syclik released this 20 Jul 05:07
· 9010 commits to develop since this release
v2.4.0
3ba4dcc

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
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