Stan and RStan 1.1.0
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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
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