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v2.18.0 **Contains threading bug with map_rect**

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@seantalts seantalts released this 13 Jul 15:40
· 14523 commits to develop since this release

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 calculate exp(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)