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(Py, R, Cmd) Stan 2.3 Released

We’re happy to announce RStan, PyStan and CmdStan 2.3.
Instructions on how to install at:

As always, let us know if you’re having problems or have comments or suggestions.

We’re hoping to roll out the next release a bit quicker this time, because we have lots of good new features that are almost ready to go (vectorizing multivariate normal, higher-order autodiff for probability functions, differential equation solver, L-BFGS optimizer).

Here are the official release notes.

v.2.3.0 (18 June 2014)
======================================================================

We had a record number of user-submitted patches this go around.
Thanks to everyone!

New Features
------------
* user-defined function definitions added to Stan language
* cholesky_corr data type for Cholesky factors of correlation matrices
* a^b syntax for pow(a,b)  (thanks to Mitzi Morris)
* reshaping functions: to_matrix(), to_vector(), to_row_vector(), 
  to_array_1d(), to_array_2d()
* matrix operations: quad_form_sym() (x' *Sigma * x), QR decompositions
  qr_Q(), qr_R()
* densities: Gaussian processes multi_gp_log(), multi_gp(), 
  and alternative negative binomial parameterization neg_binomial_2()
* random number generator: multi_normal_cholesky_rng()
* sorting: sort_indices_*() for returning indexes in sorted order by
  value
* added JSON parser to C++ (not exposed through interfaces yet; thanks
  to Mitzi Morris)
* many fixes to I/O for data and inits to check consistency and
  report errors
* removed some uses of std::cout where they don't belong
* updated parser for C++11 compatibility (thanks to Rob Goedman)

New Developer
--------------
* added Marco Inacio as core developer

Optimizations
-------------
* turned off Eigen asserts
* efficiency improvements to posterior analysis print

Documentation
-------------
* Clarified licensing policy for individual code contributions
* Huge numbers of fixes to the documentation, including many
  user-contributed patches (thanks!), fixes to parallelization in
  CmdStan, Windows install instructions, boundaries for Dirichlet and
  Beta, removed suggestion to use floor and ceiling as indices,
  vectorized many models, clarified that && doesn't short circuit,
  clarified von Mises normalization, updated censoring doc (thanks
  to Alexey Stukalov), negative binomial doc enhanced, new references,
  new discussion of hierarchical models referencing Betancourt and
  Girolami paper, 
* Avraham Adler was particularly useful in pointing out and fixing
  documentation errors

Bug Fixes
------------
* fixed bug in lkj density
* fixed bug in Jacobian for corr_matrix data type
* fix cholesky_cov_matrix test code to allow use as parameter
* fixed poisson_rng, neg_binomial_rng
* allow binary operations (e.g., < and >) within range constraints
* support MS Visual Studio 2008
* fixed memory leaks in categorical sampling statement, categorical_log
  function, and softmax functions
* removed many compiler warnings
* numerous bug fixes to arithmetic test code conditions and messages,
  including calls from 
* fixed model crashes when no parameter specified
* fixed template name conflicts for some compiler bugs (thanks Kevin
  S. Van Horn)

Code Reorganizations & Updates
------------------------------
* CmdStan is now in its own repository on GitHub: stan-dev/cmdstan
* consolidate and simplify error handling across modules
* pulled functionality from CmdStan command class and PyStan and RStan
  into Stan C++
* generalized some interfaces to allow std::vector as well as Eigen
  for compatibility
* generalize some I/O CSV writer capabilities
* optimization output text cleaned up
* integer overflow during I/O now raises informative error messages
* const correctness for chains (thanks Kevin S. Van Horn)

3 Comments

  1. Richard McElreath says:

    Readers may also be interested in the new install scripts, which obviate the weird Makevars fiddling that used to be necessary on some platforms.

  2. DominikM says:

    Really great, the simple random intercept – random slope mixed model I did yesterday now runs at least an order of magnitude faster after installing RStan 2.3 this morning. You are doing an awesome job, thanks a lot!

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