v2.36.0 (10 December 2024)

• Added de/serialization for the stochastic_row_matrix and stochastic_column_matrix types. (#3298, #3304)
• Added de/serialization for the sum_to_zero_vector type. (#3308)
• Relaxed restrictions on HMC to allow running when a model has no parameters. (#3071, #3303)
• Updated rvalue() functions that use multi_index to return an Eigen expression of multi indexing instead of eagerly creating a new matrix from the indices. (#3250)
• Improved error messages when user-specified initializations fail. (#3291)
• Fixed progress output formatting being inconsistent for the non-adaptive samplers. (#3296)
• Improved parsing of Stan CSV files to allow for getting MCMC sample from fixed_param and samples with saved warmup draws and to be able to correctly get ADVI sample. (#3311)
• Improved parsing of Stan CSV files when they contain nan or infinite values. (#3318)
• Added a new stan::mcmc::chainset object, exposing split-Rhat, split-ESS and Monte Carlo standard error diagnostics. This replaces the chains<> object. (#3312, #3313)
• Fixed a header include order issue that caused compilation with -DSTAN_MODEL_FVAR_VAR to fail for certain models. (#3294)
• Removed support for adding makefile variables in ~/.config/stan/make.local. Use the make/local file in the Stan directory instead. (#3295)

v2.36.0-rc2 (3 December 2024)

Tagging v2.36.0-rc2

v2.36.0-rc1 (25 November 2024)

Merge remote-tracking branch 'origin/develop' into release/v2.36.0

v2.35.0 (3 June 2024)

• The algorithms no longer catch std::exception unconditionally. The Math library uses std::domain_error for recoverable errors, and these are the ones which are caught. (#3259)
• Allow laplace sampling without evaluating log_prob for each draw. (#3261)
• Allow laplace sampling to save the Hessian as a diagnostic output. (#3261)
• Stan's RNG usages now uses a type definition stan::rng_t rather than hard coding a specific Boost RNG. (#3263)
• Switched the pRNG used by default in the services and tests to be boost::mixmax. Note that this means seeds from previous versions will lead to different numerical results in this version. (#3264)
• Add a new ranked R-hat diagnostic from Vehtari. (#3266)
• Fixed an issue where Pathfinder would sometimes return more draws than requested. (#3279)

Documentation

HTML

• Stan User's Guide 2.35
• Stan Language Reference Manual 2.35
• Stan Language Functions Reference 2.35

PDF

• Stan User's Guide 2.35 pdf
• Stan Language Reference Manual 2.35 pdf
• Stan Language Functions Reference 2.35 pdf

v2.35.0-rc2 (23 May 2024)

Tagging v2.35.0-rc2

v2.35.0-rc1 (13 May 2024)

Tagging v2.35.0-rc1

v2.34.1 (23 January 2024)

• Fixed a Windows-specific issue with std::regex in JSON file validation (#3251)
• Added a missing include of cstdint (#3255)

Documentation

HTML

• Stan User's Guide 2.34
• Stan Language Reference Manual 2.34
• Stan Language Functions Reference 2.34

PDF

• Stan User's Guide 2.34 pdf
• Stan Language Reference Manual 2.34 pdf
• Stan Language Functions Reference 2.34 pdf

v2.34.0 (16 January 2024)

• Resolved an issue in Pathfinder's multithreading which lead to non-reproducible results (#3239)
• Improved the human-readability of the output of the JSON writer class (#3227)
• Resolved various compiler warnings (#3228, #3234)
• Added hooks to adaptive sampler methods to write adapted metric to JSON file. (#3230, #3248)
• Changed bfgs and lbfgs's error messaging behavior so that the message is not split between stderr and stdout but is entirely sent to stderr. (#3238)
• Fixed a bug in the stan opencl assign tests (#3219)
• Updated PSIS to not add back the max and return the unnormalized resample ratios for stability (#3243)
• Fixed an issue where trying to compute the potential scale reduction factor on an empty set of draws would lead to a crash (#3246)
• Added flags to the Pathfinder service functions for turning off resampling and the calculation of the lp for the approximate draws. (#3249)

Documentation

HTML

• Stan User's Guide 2.34
• Stan Language Reference Manual 2.34
• Stan Language Functions Reference 2.34

PDF

• Stan User's Guide 2.34 pdf
• Stan Language Reference Manual 2.34 pdf
• Stan Language Functions Reference 2.34 pdf

v2.34.0-rc1 (8 January 2024)

Tagging v2.34.0-rc1

v2.33.0 (5 September 2023)

• Added Pathfinder and Multi-pathfinder to the service APIs. (#3123, #3205)
• Added the unconstrain_array method to the model base class as the inverse of write_array. (#3179, #3211)
• Support Tuple indices in Stan CSV Header Reader. (#3190)
• Add callback writer to output JSON data for diagnostics. (#3191, #3202)
• Replace use of boost::lexical_cast with std::strol, etc, and remove spurious header includes. (#3206)
• Fixed several typos in documentation. (#3210)
• Added multi chain service functions for hmc nuts for adapatation and nonadaption for the unit e, diag, and dense metrics. (#3212)
• Made the service functions consistently catch exceptions and favor return codes. (#3214)
• Added a hard copy of the event vector for OpenCL before making a copy to go from a tbb concurrent vector to a standard vector. (#3217)
• Added missing size checks to vectors of Eigen types. (#3218)
• Remove deprecated syntax from remaining tests. (#3220)

Documentation

HTML

• Stan User's Guide 2.33
• Stan Language Reference Manual 2.33
• Stan Language Functions Reference 2.33

PDF

• Stan User's Guide 2.33 pdf
• Stan Language Reference Manual 2.33 pdf
• Stan Language Functions Reference 2.33 pdf