Stan and RStan 1.1.0

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Stan Logo We’re happy to announce the availability of Stan and RStan versions 1.1.0, which are general tools for performing model-based Bayesian inference using the no-U-turn sampler, an adaptive form of Hamiltonian Monte Carlo. Information on downloading and installing and using them is available as always from

Stan Home Page: http://mc-stan.org/

Let us know if you have any problems on the mailing lists or at the e-mails linked on the home page (please don’t use this web page). The full release notes follow.

(R)Stan Version 1.1.0 Release Notes
===================================
-- Backward Compatibility Issue
   * Categorical distribution recoded to match documentation;  it
     now has support {1,...,K} rather than {0,...,K-1}.  
   * (RStan) change default value of permuted flag from FALSE to TRUE for
     Stan fit S4 extract() method
-- New Features
   * Conditional (if-then-else) statements
   * While statements
-- New Functions
   * generalized multiply_lower_tri_self_transpose() to non-square
     matrices
   * special functions: log_inv_logit(), log1m_inv_logit()
   * matrix special functions: cumulative_sum()
   * probability functions: poisson_log_log() for log-rate 
     parameterized Poisson
   * matrix functions: block(), diag_pre_multiply(), diag_post_multiply()
   * comparison operators (, =, ==, !=)
   * boolean operators (!, ||, &&)
   * allow +/- inf values in variable declaration constraints
-- RStan Improvements
   * get_posterior_mean() method for Stan fit objects
   * replaced RcppEigen dependency with include of Eigen source
   * added read_stan_csv() to create Stan fit object from CSV files of
     the form written to disk by the command-line version of Stan
   * as.data.frame() S3 method for Stan fit objects
-- Bug Fixes
   * fixed bug in NUTS diagonal resulting in too small step sizes
   * fixed bug introduced in 1.0.3 that hid line and column number
     bug reporting
   * added checks that data dimensions match as well as sizes
   * removed non-symmetric versions of eigenvalues() and eigenvectors()
   * testing identifiers are not reserved words in C++/Stan
   * trapping/reporting locations of errors in data and init reads
   * improvements in dump data format reader for more R compatibility
     and more generality
   * fix bug in bernoulli logit distro tail density
-- Code Improvements
   * templated out matrix libs to reduce code duplication
   * vectorized auto-dif for tcrossprod() and crossprod()
   * optimizations in Wishart
   * vectorization with efficiency improvements in probability distributions
-- Libraries Updated
   * Eigen version 3.1.1 replaced with version 3.1.2
   * Boost version 1.51.0 replaced with version 1.52.0
-- Manual Improvements
   * New chapter on univariate and multivariate variable transforms
   * Many consistency improvements and typo corrections
   * Information on running command line in parallel from shell

The post Stan and RStan 1.1.0 appeared first on Statistical Modeling, Causal Inference, and Social Science.

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