The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
inv_wishart_cholesky_rng
function (#3007)binomial_logit_glm_lpmf
distribution added (#2946)std::vector
s for read/write events in matrix_cl
with tbb::concurrent_vectors
(#2905)binomial_logit
distribution (#2945)log1p_exp
, etc.) where possible (#2950)eigendecompose
mix tests to fix CI memory issues (#2953)binomial_logit_glm
distribution (#2960)var_value<Matrix>
types and assignment when the rhs of the assignment is an expression (#2978)check_symmetric
function on complex-valued inputs under LLVM 17 (#2991)matrix_exp_multiply
. (#2619)select()
function for vectorised ternary operations, as well as the any()
and all()
boolean reduction functions (#2853)grad_2f1
function to avoid early convergence (#2858)stan::math::internal
, finite_diff_hessian_vector_product_auto
(#2914)eigenvalues
being incorrect (#2915)STAN_MATH_CONSTRAINT_TOLERANCE
macro before including Stan headers. The default value remains 1E-8
. (#2921)log_sum_exp
(#2930)qr_thin
, eigendecompose_sym
, eigendecompose
, complex_schur_decompose
, svd
, and csr_extract
. Each of these is equivalent to calling several existing functions, but should be more efficient due to sharing work. For example, svd(m)
is equivalent to (svd_U(m), singular_values(m), svd_V(m))
. (#2931)Fix an issue in Stan, see release notes.
hcubature
. (#2838)is_nan
to compile under the Microsoft compiler suite. (#2870)csr_to_dense_matrix
to work in case of matrix with empty first row. (#2877)eigenvalues_sym
would return a matrix with a dynamic number of rows equal to 1, rather than a vector. (#2884)eigenvalues_sym
return type for RcppEigen compatibility. (#2887)pow()
, owens_t()
, log_inv_logit
. (#2546, #2787, #2806)double
and std::vector<double>
types to int
and std::vector<int>
types(#2771)hypergeometric_2F1
function. (#2792)pow()
incorrectly forcing Eigen::Matrix
return instead of Eigen::Array
. (#2793)hypergeometric_3F2
function and improved its numerical stability. (#2797)log_inv_logit_diff
with positive infinity first argument. (#2798)fft2
and inv_fft2
. (#2800)atan2()
.(#2812)complex_schur_decompose_t
and complex_schur_decompose_u
.(#2814)conj()
function. (#2817)log_sum_exp_signed
function for computing log_sum_exp
while respecting signs of arguments and tracking the sign of the result. (#2829)stan_print
can now print std::tuple types. (#2835)stan::math::minus
can now accept std::vector
. (#2840)