Releases: stan-dev/stan
v1.1.1
Februrary 5, 2013
The new Stan 1.1.1, featuring Gaussian processes!
We just released Stan 1.1.1 and RStan 1.1.1
As usual, you can find download and install instructions at:
This is a patch release and is fully backward compatible with Stan and RStan 1.1.0. The main thing you should notice is that the multivariate models should be much faster and all the bugs reported for 1.1.0 have been fixed. We’ve also added a bit more functionality. The substantial changes are listed in the following release notes.
v1.1.1 (5 February 2012)
Bug Fixes
- fixed bug in comparison operators, which swapped
operator<withoperator<=and swappedoperator>withoperator>=semantics - auto-initialize all variables to prevent segfaults
- atan2 gradient propagation fixed
- fixed off-by-one in NUTS treedepth bound so NUTS goes at most to specified tree depth rather than specified depth + 1
- various compiler compatibility and minor consistency issues
- fixed bug in metaprogram preventing lower/upper bound constraints on matrices
- fixed print error for number of kept samples
- fixed floating point literal precision issue in code generation
- fixed bug in bernoulli_log for boundary chance of success theta=0 or theta=1
- many doc patches (mostly due to user comments — thanks!)
- replace boost
sign()to avoid compiler conflicts - trapping mismatched dimension assignments in arrays, matrices, and vectors
Enhancements
- user’s guide chapters w. sample models
- gaussian processes
- measurement error and meta-analysis
- clustering (soft k-means, LDA, naive Bayes)
- ARCH, GARCH model section in regression chapter
- sample models
- hidden Markov models (HMMs)
- non-negative matrix factorization (NNMF)
- speed improvements to multivariate models and matrix solvers
- mdivide_left, mdivide_left_tri_low, mdivide_right, mdivide_right_tri_low
- determinant, log_determinant
- inverse
- much more extensive probability tests
- unstacked vari for multivariate auto-diff unfolding
- faster multiply self transpose / columns_dot_self
- cleaned up error messages for size mismatches in accessors
- simplified vector view expression template parameterization
- cleaned up many –pedantic compiler warnings
New Functions
- log absolute determinant, with optimized gradients
- probability functions
- multivariate normal, precision parameterization
- model timing and n_eff output in CSV for all test models
- ongoing vectorizations and reparametrization of probability functions
- faster
Phi_approxcomputing an approximate cumulative unit normal density - added
dims()function to extract dimensions of arrays of scalars, vectors, and matrices - added
size()function to extract the number of elements in an array
-- The Stan Development Team
As usual, we thank the Department of Energy, Institute of Education Sciences, and National Science Foundation for partial support of this work. Your tax dollars are contributing to the public good that is open algorithms and open-source software.
v1.1.0
December 16, 2012
Stan and RStan 1.1.0
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
v1.0.3
October 25, 2012
Stan 1.0.3 Released
The Stan Development Team is happy to announce the
availability of Stan and RStan versions 1.0.3. See:
http://mc-stan.org/
Stan now supports lower and upper bounds in vector and
matrix declarations and vectorization of all univariate
continuous probability functions.
RStan now supports running chains in multiple processes
and merging the results.
We've also fixed some bugs and hopefully made user error
messages more comprehensible.
The important issues dealt with in the release are as follows.
v 1.0.3 Release Notes (25 Oct 2012)
======================================================================
Stan Bug Fixes:
-- error output in stanc now directed to standard error
-- catching all exceptions thrown in stanc to prevent core dumps
-- parser now accepts variable names starting with "int" and "real"
in first assignment after declaration
-- now catching unknown truncation cdfs and vectorizations in stanc
-- (hopefully) less scary message for domain error rejects
-- removed use of assert(); replaced with exceptions where
appropriate
-- fixed boundary condition on reporting max init retry failures
-- fixed initialization errors in tests that failed on some platforms
-- improved error checking for matrix size args to prevent segfaults
-- fixed boundary condition on bounded transform to allow
beta(0.8,0.8) samples near 0 or 1
Stan New Features:
-- mdivide_left_tri_low, mdivide_right_tri_low functions
-- all univariate continuous densities vectorized
-- better error checking for transforms
-- new error return type in stanc for invalid arguments
-- lower and upper bounds for vectors, row vectors, and matrices
-- command parameter refresh <= 0 turns off iteration reporting
-- int divisions produce warnings in stanc
-- errors caused by invalid transformed parameters include var name
-- various efficiency improvements and error handling for boundary
conditions and special cases of probability functions
-- simplified matrix code with heavier use of templating
Stan Manual Additions:
-- example of defining new distribution with parameters
-- diff report vs. previous versions
-- updated for range constraints on vector, row vector, matrix
-- updated Eigen licensing information (now MPL, was LGPL)
-- fixed alpha ordering issue in function index due to bolding
RStan Bug Fixes:
-- bug of setting parameter epsilon_pm wrongly for NUTS
-- fixed seed reset so results match Stan
RStan New Features:
-- return empty stanfit object upon error such as incorrect data
input, wrong argument specification, etc. Previously, it will
stop. The empty stanfit includes the compiled model, so it can be
reused.
-- add function stan_demo() to run examples included in Stan.
-- add function sflist2stanfit() to merge a list of stanfit objects
into one, to facilitate user-level parallelism.
-- add S3 method as.matrix, as.array, is.array, dim,
dimnames for stanfit objects.
-- specify seed using string of digits in addition to numbers
-- turn off refresh if value <= 0
======================================================================
As usual, let us know on the users list or on our issue tracker
if there are problems.
--- Stan Development Team
v1.0.2
September 28, 2012
Stan and RStan 1.0.2
The Stan Development Team is happy to announce the release
of Stan/RStan 1.0.2. See:
1.0.2 is a patch release. Included are fixes that prevent seg faults,
print statments in the modeling language, additional vectorized
probability functions, and additions to the manual. More details are
at the end of this message.
Please don't hesitate to contact the user's group
mailing list with questions, comments, or suggestions.
--- Stan Development Team
V 1.0.2 Release Notes
======================================================================
Bug Fixes:
-- check ranges for LHS of assignment to prevent seg faults
-- added matrix size and shape tests to avoid seg faults
-- changed matrix to throw domain_error rather than illegal_argument
-- removed template variable names from distribution error msgs
-- indexing fixed for arrays of matrix/vector/row_vector
-- fixed sd() and variance() to return 0.0 for sequences of size 1
-- fixed void return type in auto_covariance
-- patch truncation to return -inf for variates out of range
-- upgraded BUGS ring model to use constraints plus tan2()
New Features:
-- print statements
-- multiply_lower_tri_self_transpose function
-- vectorized several probability functions (see the manual)
Manual Additions:
-- programming guide: IRT models
-- new appendix: style guide
-- new appendix: migrating from Stan
-- new index: function and distribution index
v1.0.1
September 11, 2012
Stan and RStan 1.0.1
We are happy to announce the release of
Stan/RStan 1.0.1. See:
1.0.1 is a patch release that fixes some major issues
with assignments to parameters, truncated probability
functions, visibility of functions within the modeling
language, and several minor issues.
The manual has also been double-checked to make
sure all of the code compiles and to incorporate all the
typo fixes people have submitted (thanks again!).
On the horizon, in addition to bug fixes, we have prioritized
vectorizing the remaining probability functions, adding more
cumulative distribution functions, adding new data types
to support multivariate analysis including constraints on
vector and matrix types, adding basic discrete sampling,
and parallelizing calls to Stan.
Please don't hesitate to contact the user's group
mailing list with questions, comments, or suggestions.
--- Stan Development Team
v1.0.0
August 30, 2012
Stan 1.0.0 and RStan 1.0.0
It’s official. The Stan Development Team is happy to announce the first stable versions of Stan and RStan.
What is (R)Stan?
Stan is an open-source package for obtaining Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. It’s sort of like BUGS, but with a different language for expressing models and a different sampler for sampling from their posteriors.
RStan is the R interface to Stan.
Stan Home Page
Stan’s home page is: http://mc-stan.org/
It links everything you need to get started running Stan from the command line, from R, or from C++, including full step-by-step install instructions, a detailed user’s guide and reference manual for the modeling language, and tested ports of most of the BUGS examples.
Peruse the Manual
If you’d like to learn more, the Stan User’s Guide and Reference Manual is the place to start.