Stan 2.11 Good, Stan 2.10 Bad

July 31, 2016
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(This article was originally published at Statistical Modeling, Causal Inference, and Social Science, and syndicated at StatsBlogs.)

Stan 2.11 is available for all interfaces

We are happy to announce that all of the interfaces have been updated to Stan 2.11. There was a subtle bug introduced in 2.10 where a probabilistic acceptance condition was being checked twice. Sorry about that and thanks for your patience. We’ve added some additional tests to catch this kind of thing going forward.

As usual, instructions on downloading all of the interfaces are linked from:

The bug was introduced in 2.10, so 2.9 (pre language syntax enhancements) should still be OK.

There are also a couple bonus bug fixes: printing now works if the current iteration is rejected, and rejecting integer division by zero rather than crashing.

Thanks to everyone who helped make this happen

We found the bug due to a reproducible example posted to our user list by Yannick Jadoul. Thanks!

Thanks to Joshua Pritikin, who updated OpenMX (a structural equation modeling package that uses Stan’s automatic differentiation), so that the CRAN release could go through.

Thanks also to Michael Betancourt, Daniel Lee, Allen Riddell, and Ben Goodrich of the Stan dev team for stepping up to fix Stan itself and get the PyStan and RStan interfaces out ASAP.

What’s next?

We’re aiming to release minor versions at most quarterly. Here’s what should be in the next release (2.12):

  • substantial speed improvements to our matrix arithmetic
  • compound declare and define statements
  • elementwise versions of all unary functions for arrays, vectors, and matrices
  • command refactor (mostly under the hood, but will make new command functionality much easier)
  • explicit control of proportionality (dropping constants) in probability mass and density functions in the language
  • vector-based lower- and upper-bounds constraints for variables

After the next release, we’ll bring the example model code up to our current recommendations on priors and our current recommendations on Stan programming. Then, after the command refactor, the way will be clear for the Stan 3 versions of our interfaces, where we’ll be making all of our interfaces consistent and giving them more fine-grained control. Stay tuned!

The post Stan 2.11 Good, Stan 2.10 Bad appeared first on Statistical Modeling, Causal Inference, and Social Science.



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