Changelog • cmdstanr

# Changelog

Source: `NEWS.md`

## cmdstanr 0.6.0

#### Major new features

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

#### 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 modelformatandmodelcheck_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 by @jsocolar in #789

## cmdstanr 0.5.3

#### New features

- 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, @andrjohns)

#### Bug fixes

- 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.

## cmdstanr 0.5.2

- 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 0.5.1

- 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)

## cmdstanr 0.5.0

#### Bug fixes

- 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+.

#### New features

- 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)

## cmdstanr 0.4.0

#### Bug fixes

- 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 features

- 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)

## cmdstanr 0.3.0

#### Bug fixes

- 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)

#### New features

- 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)

## cmdstanr 0.2.2

#### Bug fixes

- 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)

#### New features

- 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)

## cmdstanr 0.2.1

#### Bug fixes

- Fixed bug with processing stanc_options in `check_syntax()`. (#345)

- Fixed bug on access to one variable via `draws()`. (#348)

#### New features

- `compile()` and `check_syntax()` methods gain argument `pedantic` for turning on pedantic mode, which warns about issues with the model beyond syntax errors. (#361)

## cmdstanr 0.2.0

#### Bug fixes

- 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)

#### New features

- 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)

## cmdstanr 0.1.3

- New `$check_syntax()` method for CmdStanModel objects. (#276, #277)

## cmdstanr 0.1.2

- 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)

## cmdstanr 0.1.1

- New knitr engine `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)

## cmdstanr 0.1.0

- Beta release