Stan and RStan 1.1.0

December 17, 2012
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(This article was originally published at Statistical Modeling, Causal Inference, and Social Science, and syndicated at StatsBlogs.)

Stan Logo 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



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