v2.18.0 **Contains threading bug with map_rect**
v.2.18.0 (13 July 2018)
This is our first release with parallelism (through C++11 threads or MPI)!
New Features
- Support for MPI parallelization with map_rect
- Support for threaded AD and a threaded map_rect implementation (#809)
- New periodic covariance function (#921)
- Integrated Boost's 1 dimensional integrator (#913)
- Added thin QR decomposition (#900)
- New
add_diag
function for adding a real or vector to the diagonal of a matrix (#871) - New
log_inv_logit_diff
function for the log of the difference of two inverse logits (#856) - New dot product kernel for GPs (#834)
- Vectorized many more RNGs (#833, #722, #622)
- Add
matrix_exp_action
to calculateexp(At)*B
(#830) log_mix
vectorized (#751, #664)- New integrators from CVODES (
integrate_ode_adams
,_bdf
) (#735) - New
std_normal
(#609) - New
std_normal_log
(#728) - New GLM primitive
normal_id_glm
(#665) - New
chol2inv
that computes a matrix's inverse from its Cholesky factor (#649) - New
poisson_log_glm
poisson regression with log link (#647) - New vectorized
ordered_probit
(#645) - New
log_modified_bessel_first_kind
that expands where Bessel 1 function can be used (#640) - New bernoulli logit GLM (#608)
Bug Fixes
- Rising and falling factorial were not accepting negative arguments (#636)
- Fix normalizing constant for LKJ distribution (#628)
Other
- Tweaks to
effective_sample_size
for performance and upstream compatibility (#865) - Switch to sundials package combining CVODES and IDAS, updating versions (#779, #744)
- Now publishing the Math doxygen (http://mc-stan.org/math/)
- Faster
dirichlet_lpdf
accepting more vector types (#788) - Upgrade to Boost 1.66 (#766)
- Improved derivatives for Gamma CDF (#780)
- Sped up
multi_normal_cholesky
(#753) - More efficient
mdivide_right_tri
(#715) - More efficient
integrate_ode_rk45_grad_test
(#714) - Make algebraic solver easier to use (#703, #697)
- Begin thinking about internal compatibility for complex numbers (#643)
- Faster
pow
(#642)