v0.9.0 Release

General Improvements/Changes

• Added compatibility for RTools45 (#1066)
• cmdstanr will now use RTools with no additional toolchain updates needed on Windows (CmdStan 2.35+ only; #1065, #1054)
• Improve error messages when calling sampler_diagnostics() with fixed_param=TRUE
• Improve numerical stability in calculation of effective sample size during loo method (#1057)
• Improve numerical stablity with very small log-ratios in calculation of effective sample size during loo method (#1015)
• Add warning if input data/inits have been coerced to ints (#994)

Bugfixes

• Don't require fixed_param for models with zero parameters (only GQs) for CmdStan >= 2.36 (#1046)
• Improve detection/handling of make (#1036)
• Fix saving of model objects to network drive (#1038, thanks to @bschneidr)
• Update usage of untar to fix installation errors (#1034)
• Respect compilation flags in make/local when exposing functions or model methods (#1003)
• Fix passing of include paths to CmdStan (#1000)
• Fix passing of factor data to CmdStan (#999)
• Fix extraction and passing of array data/parameters as model inits (#993)

Documentation Updates

• Clarifications to usage of optimize and loo methods (#1060)
• Add documentation for faster model saving with large models (#1042)
• Remove mentions of rstan::read_stan_csv due to incompatibility with newer CmdStan outputs (#1018)
• Document global option cmdstanr_print_line_numbers for printing line numbers (#1017)
• Change usage of 'chapter' to 'section' in documentation (#1014)
• Remove examples of updating removed array syntax as functionality no longer supported in CmdStan (#1008)
• Change usages of 'sampling statement' -> 'distribution statement' (#987)

New Contributors

• @bob-carpenter made their first contribution in #1014
• @bschneidr made their first contribution in #1038

Full Changelog: v0.8.1...v0.9.0

v0.8.1 - Bugfix Release

What's Changed

• Fix linking error when exposing SUNDIALS/KINSOL functions or model methods by @andrjohns in #977
• Add CMDSTANR_USE_RTOOLS envvar to force use of stock RTools by @andrjohns in #980
• Fix spurious cmdstan config errors by @andrjohns in #981
• Fix incorrect sizing for unconstrain_draws() in some cases by @andrjohns in #983
• fix process_init_approx by @avehtari in #984
• Automatically init model methods, add inc_warmup argument to unconstrain_draws() method by @andrjohns in #985
• Update repo links to use r-universe by @andrjohns in #988
• Bugfixes - Fix Windows path change, aarch64 rtools, 2.35 seed changes by @andrjohns in #990
• Prepare v0.8.1 bugfix release by @andrjohns in #989

Full Changelog: v0.8.0...v0.8.1

v0.8.0

Major new features

• Add functionality for passing CmdStanFit objects as initial values by @SteveBronder in #937

Other improvements

• Add compatibility with CmdStan 2.35 by @andrjohns in #972
• Add show_messages and show_exceptions arguments to all methods for controlling output by @andrjohns in #897
• Drop RcppEigen dependency, implement basic Eigen -> C++ interop by @andrjohns in #899
• Add compatibility with CmdStan 2.34 by @andrjohns in #905 #910
• Add a format argument to the unconstrain_draws() method to specify draws format of return by @andrjohns in #886
• Align cmdstanr EBFMI diagnostic threshold with CmdStan by @andrjohns in #892
• Add global option cmdstanr_print_line_numbers to add line number to model printing by @sbfnk in #967
• Add new CmdStan arguments save_metric and save_cmdstan_config by @venpopov in #932
• Add documentation for CmdStanR global options by @jgabry in #951
• Add documentation for how to obtain structured output similar to rstan::extract() using a combination of cmdstanr and posterior by @jgabry in #955
• Added coercion generics for CmdStanFit objects by @gowerc in #943
• psis_resample and calculate_lp arguments added to Pathfinder method by @SteveBronder in #903
• Documentation and tests for LOO method updated by @jgabry in #923
• Global option cmdstanr_warn_inits added to disable warnings about partially specified initial values by @jgabry in #913
• Updates to MCMC output_dir documentation by @jgabry in #929

What's Changed

Bugfixes

• Fix broken link in OpenCL documentation by @eipi10 in #908
• Fix a minor typo in the README by @jgabry in #911
• Make exported RNG functions respect changes to R's seed by @andrjohns in #973
• Optimisations for model methods functions by @andrjohns in #960
• Bugfix for passing function for initial values with Pathfinder method and default num_paths by @andrjohns in #964
• Continue with compilation if compile_stanalone=TRUE but no functions are found by @jgabry in #956
• Update tests and CI for compatibility with MacOS ARM64 by @andrjohns in #958
• Fix handling of inv_metric argument with only 1 parameter by @venpopov in #935
• Fixes for compatibility with RTools44 by @andrjohns in #952 #959

New Contributors

• @eipi10 made their first contribution in #908
• @venpopov made their first contribution in #935
• @gowerc made their first contribution in #943

Full Changelog: v0.7.1...v0.8.0

cmdstanr v0.7.1

What's Changed

• Bump actions/upload-artifact from 3 to 4 by @dependabot in #887
• Allow latest version check to take retries arg by @andrjohns in #890
• Add dedicated hpp generation step for future cmdstan compatibility by @andrjohns in #863
• Prepare v0.7.1 bugfix-release by @andrjohns in #893

Full Changelog: v0.7.0...v0.7.1

cmdstanr v0.7.0

Major changes

• New laplace method by @jgabry in #800
• New pathfinder method by @SteveBronder in #848

Other improvements and bug fixes

• Add missing link to diagnose method in CmdStanModel doc by @jgabry in #833
• Update array syntax in website vignette by @andrjohns in #841
• Compatibility fixes for cmdstan 2.33+ by @jgabry in #843
• Changed the delay behavior in wsl_installed by @martinmodrak in #839
• Improvements to compile tests by @martinmodrak in #836
• Suggest format method after error due to old syntax by @jgabry in #852
• Update linux/wsl detection for install arch by @andrjohns in #856
• Clarifications in R-markdown vignette by @jgcolman in #854
• Fix handling of single-length inits for containers by @andrjohns in #857
• Add support/tests for exposing functions with tuples by @andrjohns in #860
• Add support/tests for exporting functions with complex types by @andrjohns in #861
• Add option for installing from release archive by @andrjohns in #866
• Improve Pathfinder doc by @avehtari in #875
• Rename jacobian_adjustment argument to jacobian by @jgabry in #879
• Fix get_cmdstan_flags('STANCFLAGS') in recursive make by @pearsonca in #881

New Contributors

• @jgcolman made their first contribution in #854
• @SteveBronder made their first contribution in #848
• @avehtari made their first contribution in #875
• @pearsonca made their first contribution in #881

Full Changelog: v0.6.1...v0.7.0

cmdstanr v0.6.1

What's Changed

• Store return codes instead of always querying exit status by @jgabry in #798
• enable jacobian argument for optimization by @jgabry in #799
• Fix init_model_methods for models with no data by @andrjohns in #801
• Document a CmdStan-focused way to pre-compile Stan models in R packages by @wlandau in #809
• Describe how to efficiently save model fit objects by @wlandau in #816
• fix errors in doc for new methods by @jgabry in #823
• Give informative error when exposing stan functions with precompiled model by @andrjohns in #831
• Bugfixes in .stanfunctions, hessian model method, and exposing RNG functions by @andrjohns in #811
• Fix variable_skeleton() with containers by @andrjohns in #832
• Improve handling of user header by @martinmodrak in #818
• change duplicate stdout_file to stderr_file by @jgabry in #834

Full Changelog: v0.6.0...v0.6.1

cmdstanr v0.6.0

Major new features

• New methods for accessing log_prob, grad_log_prob, hessian, un/constrain variables by @andrjohns in #701. See ?init_model_methods.
• New expose_functions() method to expose Stan functions to R by @andrjohns in #702. See ?expose_functions.

Other changes

• mod$variables works w includes in precompile state (fix #680) by @MKyhos in #682
• Update broken link for Stan OpenCL support page by @erictleung in #686
• Add newline to check syntax output by @rok-cesnovar in #689
• Allow exposing functions without sampling by @andrjohns in #705
• Expose skeleton by @andrjohns in #706
• WSL - Run cmdstan and models under WSL filesystem by @andrjohns in #696
• Bugfix - Deep copy method/function environments by @andrjohns in #709
• Add option for including jacobian adjustments in hessian method by @andrjohns in #710
• WSL Optimisations and Bugfixes for CI by @andrjohns in #711
• add stancflags from make/local by @rok-cesnovar in #690
• Update co-authors by @andrjohns in #715
• Update model methods parameter naming and extract skeleton function by @andrjohns in #724
• Add method for unconstraining all parameter draws by @andrjohns in #729
• Improve efficiency of variable matching by @sbfnk in #736
• Add verbosity to download output and errors by @andrjohns in #745
• Update handling of show_messages, add show_exceptions by @andrjohns in #746
• Rtools43 support by @andrjohns in #755
• Add stanc M1 make patch, suppress boost warnings by @andrjohns in #756
• more examples of summary method by @gravesti in #751
• Fix model$format and model$check_syntax for compiled models with include-paths by @adrian-lison in #775
• Generalise RTools config/support by @andrjohns in #777
• New posterior vignette by @gravesti in #719
• Add moment-matching support to $loo() method by @andrjohns in #778
• replace \ with function (enables cmdstanr to install on R versions <= 4.0) by @jsocolar in #789

New Contributors

• @MKyhos made their first contribution in #682
• @erictleung made their first contribution in #686
• @sbfnk made their first contribution in #736
• @gravesti made their first contribution in #751
• @adrian-lison made their first contribution in #775

Full Changelog: v0.5.3...v0.6.0

cmdstanr v0.5.3

• On Windows, users can now install and use CmdStan with WSL (Windows Subsystem for Linux). Set wsl=TRUE in install_cmdstan() to install CmdStan for use with WSL. This can offer significant speedups compared to native Windows execution. (#677, credit goes to @andrjohns)

• In cmdstan_default_path() we now ignore directories inside ~/.cmdstan that don't start with "cmdstan-". (#651)

• Fixed Windows issues related to not locating grep.exe. (#661, #663, credit goes to @weshinsley)

• Fixed a bug in 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 to fail when some of the chains failed to finish successfully.

cmdstanr v0.5.2

• 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)

cmdstanr v0.5.1

• Temporarily disable 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)