v2.18.1 - Fixes major threading bug in 2.18.0!

v.2.18.1 (22 December 2018)

Bugfix release - fixes major bug in threading where certain thread count and
job size combinations could result in incorrect output. See
https://discourse.mc-stan.org/t/bug-in-map-rect-with-threading-in-stan-2-18-0/7056
for more details.

Bug Fixes

• Fix threading batch size bug (#1075)

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 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)

v2.17.1

Bug Fixes

• Fix performance regression in 2.17.0 (#667)

v2.17.0

v.2.17.0 (05 September 2017)

New Features

• New algebraic solver! (stan-dev/stan#2023, #516)
• append_array now supports vectors of vectors

Other

• C++11 (and some of 14) now supported; see https://github.com/stan-dev/stan/wiki/Supported-C---Compilers-and-Language-Features
• Updated to Boost 1.64.0 (#599)
• Makefile refactoring (#602, others)
• New forward-mode test kit (#557, #568)
• replace copy args with refs (#346)

v2.16.0

v.2.16.0 (15 June 2017)

New Features

• New append_array function
• Add categorical_logit_rng function

Bug Fixes

• Align gamma_* function parameter names with documentation

Other

• Update to Eigen 3.3.3
• Support g++ 4.9
• Fix overload logic in mdivide_left_tri_low so that it calls the var version of mdivide_left_tri where appropriate.
• Check consistent size of state and dy_dt in ode_system
• OperandsAndPartials refactor with new multivariate / nested container support
• Update LLT to inplace decomposition per eigen 3.3 doc
• Disable printf functions from CVODES

v2.15.0

v.2.15.0 (13 April 2017)

New Features

• Efficient blocking algorithm for gradient of the Cholesky (#384)
• Univariate normal distribution on sufficient statistics (#38)
• New to_matrix function for real arrays(real[]) (#467)
• New specialization of stan::math::array_builder for matrix types (#496)

Bug Fixes

• Fixes to hypergeometric functions (#487)

Other

• Speedup for categorical_rng (#503)
• Speedup for non-stiff ODE integration (#512)
• Refactor VectorView into scalar_seq_view (#464)
• Deprecate _log distribution functions; use _lpdf / _lpmf / _lcdf / _lccdf (#320)

v2.14.0

v.2.14.0 (26 December 2016)

Bug Fixes

• neg_binomial_2_log problem with large values of phi (#463)

Other

• Remove check_equal() function (#398)

v2.13.0

v2.13.0 (25 November 2016)

New Features

• vectorization of unary functions (#347)
• specialized gradients for cov_exp_quad for amplitude and/or length-scale
  parameters and input data (#353)
• math library is consistent with Eigen 3.2.9 and 3.3.0 (#432, #429)
• added choose(n, k) function (#400)
• added bernoulli_logit_rng function (#258)

Bug Fixes

• beta_rng no longer returns NaN
• fixed memory issue with cholesky_decompose in reverse-mode (#415)
• no more multiple definitions when including Stan headers in
  multiple source files (#394)
• fixed broken _MSC_VER conditionals and remove math.h includes (#370)

Other

• chi-square test in RNG testing pulled into utility function (#412)
• error check functions are now all void functions (#382)
• remove math.h includes (#277)
• update to Boost 1.62.0 (#435)

v2.12.0

v2.12.0 (6 September 2016)

New Features

• update to Eigen 3.2.9 (#362)
• lots of unary functions vectorized (#202)
• reverse-mode gradients for matrix/matrix multiply,
  matrix/vector multiply, and vector/vector multiply
  received rewrites and significant speed ups for
  large matrices/vectors (#323)

Bug Fixes

• fixed exception handling with CVODES for g++6 (#348)
• squashed warnings with g++6 (#345)
• enforce symmetry on cov_matrix parameter inverse transform (#342)
• added int overload for log(), exp(), log2(), and log1p() to resolve
  ambiguity with g++6 (#327)
• sort_asc and sort_desc check for NaN (#253)
• wiener_log: raise exception for tau >= y (#150)
• stopped printing matrices in check functions (#146)
• added check for positive definiteness in multi_normal_rng (#44)

Other

• added multi-core to travis builds (#373)
• fixed makefile to recognize N_TESTS (#367)
• updated error message for check_bounded() (#332)
• made the use of stan::math namespace within the math library
  more consistent (#331)
• reimplemented integer division (#329)
• added test for multiple translation units (#328)
• updated costs for Eigen::NumTraits (#233)
• worked on getting the Math library working with Eigen 3.3-beta (#187)

v2.11.0

v2.11.0 (27 July 2016)

New Features

• vectorization of a many unary math functions (#202)

Bug Fixes

• throw exception on integer divide by 0 (#321)
• allow inclusing of Stan headers in multiple translation units (#311)