Items for next release go here
CMDSTANR_USE_RTOOLS environment variable to force stock RTools on Windows by @andrjohns in #980inc_warmup argument to $unconstrain_draws() by @andrjohns in #985$unconstrain_draws() returning incorrect assumptions in some cases by @andrjohns in #983CmdStanFit objects as initial values by @SteveBronder in #937show_messages and show_exceptions arguments to all methods for controlling output by @andrjohns in #897unconstrain_draws() method to specify draws format of return by @andrjohns in #886cmdstanr EBFMI diagnostic threshold with CmdStan by @andrjohns in #892cmdstanr_print_line_numbers to add line number to model printing by @sbfnk in #967save_metric and save_cmdstan_config by @venpopov in #932rstan::extract() using a combination of cmdstanr and posterior by @jgabry in #955psis_resample and calculate_lp arguments added to Pathfinder method by @SteveBronder in #903cmdstanr_warn_inits added to disable warnings about partially specified initial values by @jgabry in #913output_dir documentation by @jgabry in #929num_paths by @andrjohns in #964compile_stanalone=TRUE but no functions are found by @jgabry in #956inv_metric argument with only 1 parameter by @venpopov in #935laplace method by @jgabry in #800pathfinder method by @SteveBronder in #848jacobian_adjustment argument to jacobian by @jgabry in #879expose_functions() method to expose Stan functions to R by @andrjohns in #702. See ?expose_functions.?init_model_methods.wsl=TRUE in install_cmdstan() to install CmdStan
for use with WSL. This can offer significant speedups compared to native
Windows execution. (#677, @andrjohns)In cmdstan_default_path() we now ignore directories inside .cmdstan that don't start
with "cmdstan-". (#651)
Fixed Windows issue related to not locating grep.exe or when it is located in a path
with spaces. (@weshinsley, #661, #663)
Fixed a bug with diagnostic checks when ebfmi is NaN.
Fixed a bug that caused issues when using ~ or . in paths supplied to the
cmdstanr_write_stan_file_dir global option.
Fixed a bug that caused the time() method fail when some of the chains failed to finish
succesfully.
Refactored toolchain installation and checks for R 4.x on Windows and added support for Rtools42. (#645)
Expanded the use of CMDSTAN environment variable to point to CmdStan installation
or directory containing CmdStan installations. (#643)
New vignette on how to handle deprecations using the $format() method. (#644)
format="draws_rvars" in the $draws() method due to a
bug. Until this is fixed users can make use of posterior::as_draws_rvars() to
convert draws from CmdStanR to the draws_rvars format. (#640)Fixed bug that caused stdour/stderr not being read at the end of optimization. (#522)
Fixed issue with handling NA as the reported external process
status. (#544, @myshkin)
Fixed issue with handling models with no parameters and CmdStan 2.27+.
Default directory changed to .cmdstan instead of .cmdstanr so that
CmdStanPy and CmdStanR can use the same CmdStan installations. Using .cmdstanr
will continue to be supported until version 1.0 but install_cmdstan() will now
default to .cmdstan and CmdStanR will first look for .cmdstan before falling
back on .cmdstanr. (#454)
New method diagnose() for CmdstanModel objects exposes CmdStan's diagnose
method for comparing Stan's gradient computations to gradients computed via
finite differences. (#485)
New method $variables() for CmdstanModel objects that returns a list of
variables in the Stan model, their types and number of dimensions. Does
not require the model to be compiled. (#519)
New method $format() for auto-formatting and canonicalizing the Stan models. (#625)
Added the option to create CmdStanModel from the executable only with the
exe_file argument. (#564)
Added a convenience argument user_header to $compile() and cmdstan_model()
that simplifies the use of an external .hpp file to compile with the model.
Added the cmdstanr_force_recompile global option that is used for forcing
recompilation of Stan models. (#580)
New method $code() for all fitted model objects that returns the Stan code
associated with the fitted model. (#575)
New method $diagnostic_summary() for CmdStanMCMC objects that summarizes the
sampler diagnostics (divergences, treedepth, ebfmi) and can regenerate the
related warning messages. (#205)
New diagnostics argument for the $sample() method to specify which
diagnostics are checked after sampling. Replaces validate_csv argument. (#205)
Added E-BFMI checks that run automatically post sampling. (#500, @jsocolar)
New methods for posterior::as_draws() for CmdStanR fitted model objects.
These are just wrappers around the $draws() method provided for convenience. (#532)
write_stan_file() now choose file names deterministically based on the code
so that models do not get unnecessarily recompiled when calling the function
multiple times with the same code. (#495, @martinmodrak)
The dir argument for write_stan_file() can now be set with a global
option. (#537)
write_stan_json() now handles data of class "table". Tables are converted
to vector, matrix, or array depending on the dimensions of the table. (#528)
Improved processing of named lists supplied to the data argument to JSON
data files: checking whether the list includes all required elements/Stan
variables; improved differentiating arrays/vectors of length 1 and scalars
when generating JSON data files; generating floating point numbers with
decimal points to fix issue with parsing large numbers. (#538)
install_cmdstan() now automatically installs the Linux ARM CmdStan when
Linux distributions running on ARM CPUs are detected. (#531)
New function as_mcmc.list() for converting CmdStanMCMC objects to mcmc.list
objects from the coda package. (#584, @MatsuuraKentaro)
Fixed issue with retrieving draws with models with spaces in their names. (#453)
Fixed bug with spaces in path to the temporary folder on Windows. (#460)
Fixed issue with not reporting model executable name clashing with folder name. (#461)
New function as_cmdstan_fit() that creates CmdStanMCMC/MLE/VB objects
directly from CmdStan CSV files. (#412)
read_cmdstan_csv() now also returns chain run times for MCMC sampling CSV
files. (#414)
Faster CSV reading for multiple chains. (#419)
New $profiles() method for fitted model objects accesses profiling
information from R if profiling used in the Stan program. Support for profiling
Stan programs requires CmdStan >= 2.26. (#434)
New vignette on profiling Stan programs. (#435)
New vignette on running Stan on the GPU with OpenCL. OpenCL device ids can now also be specified at runtime. (#439)
New check for invalid parameter names when supplying init values. (#452, @mike-lawrence)
Suppressing compilation messages when not in interactive mode. (#462, @wlandau)
New error_on_NA argument for cmdstan_version() to optionally return NULL
(instead of erroring) if the CmdStan path is not found (#467, @wlandau).
Global option cmdstanr_max_rows can be set as an alternative to specifying
max_rows argument to the $print() method. (#470)
New output_basename argument for the model fitting methods. Can be used in
conjunction with output_dir to get completely predictable output CSV file
paths. (#471)
New format argument for $draws(), $sampler_diagnostics(),
read_cmdstan_csv(), and as_cmdstan_fit(). This controls the format of the
draws returned or stored in the object. Changing the format can improve speed
and memory usage for large models. (#482)
Fixed reading inverse mass matrix with values written in scientific format in the CSV. (#394)
Fixed error caused by an empty data list. Previously if a model didn't require
data then data had to either be NULL or be a non-empty list, but now list()
is allowed. (#403)
Added $sample_mpi() for MCMC sampling with MPI. (#350)
Added informative messages on compile errors caused by precompiled headers (PCH). (#384)
Added the cmdstanr_verbose option for verbose mode. Intended for
troubleshooting, debugging and development. See end of How does CmdStanR work?
vignette for details. (#392)
New $loo() method for CmdStanMCMC objects. Requires computing pointwise
log-likelihood in Stan program. (#366)
The fitted_params argument to the $generate_quantities() method now also
accepts CmdStanVB, posterior::draws_array, and posterior::draws_matrix
objects. (#390)
The $optimize() method now supports all of CmdStan's tolerance-related
arguments for (L)BFGS. (#398)
The documentation for the R6 methods now uses @param, which allows package
developers to import the CmdStanR documentation using roxygen2's
@inheritParams. (#408)
Fixed bug with reading Stan CSV when grep used coloring by default (#364,#371)
Depend on posterior v0.1.3 to avoid a potential error in $summary(). (#383)
Added support for native execution on the macOS with the M1 ARM-based CPU. (#375)
Added threading support via threads argument for $optimize() and $variational()
(was already available via threads_per_chain for $sample()). (#369)
Fixed bug with processing stanc_options in check_syntax(). (#345)
Fixed bug on access to one variable via draws(). (#348)
compile() and check_syntax() methods gain argument pedantic for turning
on pedantic mode, which warns about issues with the model beyond syntax errors.
(#361)Fix potential indexing error if using read_cmdstan_csv() with CSV files
created by CmdStan without CmdStanR. (#291, #292, @johnlees)
Fix error when returning draws or sampler diagnostics for a fit with only warmup and no samples. (#288, #293)
Fix trailing slashes issue for dir in cmdstan_model() and output_dir
in fitting methods. (#281, #294)
Fix dimensions error when processing a list of matrices passed in as data. (#296, #302)
Fix reporting of time after using fixed_param method. (#303, #307)
With refresh = 0, no output other than error messages is printed with
$optimize() and $variational(). (#324)
Fix issue where names of generated files could clash. (#326, #328)
Fix missing include_paths in $syntax_check(). (#335, @mike-lawrence)
CSV reading is now faster by using data.table::fread(). (#318)
install_cmdstan() gains argument version for specifying which version of
CmdStan to install. (#300, #308)
New function check_cmdstan_toolchain() that checks if the appropriate
toolchains are available. (#289)
$sample() method for CmdStanModel objects gains argument chain_ids for
specifying custom chain IDs. (#319)
Added support for the sig_figs argument in CmdStan versions 2.25 and above. (#327)
Added checks if the user has the necessary permissions in the RTools and temporary folders. (#343)
User is notified by message at load time if a new release of CmdStan is available. (#265, #273)
write_stan_file() replaces write_stan_tempfile(), which is now deprecated.
With the addition of the dir argument, the file written is not necessarily
temporary. (#267, #272)
eng_cmdstan() and function register_knitr_engine() that
allow Stan chunks in R markdown documents to be processed using CmdStanR
instead of RStan. The new vignette R Markdown CmdStan Engine provides a
demonstration. (#261, #264, @bearloga)