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Releases: stan-dev/math

v5.1.0 (2 September 2025)

02 Sep 16:07

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  • Added functions for the embedded Laplace approximation. (#3097, #3209, #3210)
  • Added new overloads for sum_to_zero_constrain and sum_to_zero_free that accept Eigen Matrix types. (#3169)
  • The simplex transform is now defined in terms of the isometric log ratio transform instead of stick breaking. (#3171)
  • Renamed hypergeometric_1f0 to hypergeometric_1F0 for consistency, fixed compilation for hypergeometric_2f1 with autodiff second argument. (#3165)
  • Simplified implementation of chol2inv using matrix functions. (#3136)
  • Improved the numerical stability of the gradient calculations for inv_Phi and std_normal_log_qf. (#3139, #3207)
  • Simplified vectorisation of std_normal_lpdf. (#3140)
  • Removed redundant computation in grad_reg_inc_beta. (#3159)
  • Updated signature for apply_scalar_binary to take the functor as its first argument, instead of the last. (#3156)
  • Added perfect forwarding to all functions that use the apply_ family of functors. (#3221, #3228, #3229)
  • Fixed expression test errors with poisson_binomial_rng, added support for row-vector and std::vector<double> theta arguments for poisson_binomial. (#3178)
  • Updated inv_logit to use the logistic function from Eigen. (#3155, #3160)
  • Update the constraint functions templating to be more flexible. (#3151)
  • Added ARM64 testing to the Github CI for Windows and Ubuntu (#3177, #3173, #3180, #3174, #3158, #3164)
  • Disabled Make's implicit rules in our Makefiles. (#3183)
  • Updated Boost to version 1.87.0 (#3185)
  • Patched an issue preventing TBB from building with clang 21.1 (#3223)

v5.1.0-rc4 (22 August 2025)

22 Aug 09:01
ab4849d

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v5.1.0-rc3 (18 August 2025)

18 Aug 15:05
f98e093

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v5.1.0-rc2 (12 June 2025)

12 Jun 12:27
3a196d4

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v5.1.0-rc1 (5 June 2025)

05 Jun 14:57
4e31aa7

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v5.0.0 (10 December 2024)

10 Dec 12:42

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Breaking changes:

  • Removed deprecated _log() probability functions. (#2995)
  • Moved constraint transforms to their own folder. (#3039)
  • Updated arena_matrix to use move semantics. (#2928)
  • Un-vendored a great many unused boost libraries. (#3129)
  • C++17 is now required.

Other changes:

  • Added sum_to_zero_constrain, sum_to_zero_free, and check_sum_to_zero. (#3101)
  • Added beta_neg_binomial_lpmf. Allows modeling heavy-tail count data. (#3108)
  • Added beta_neg_binomial_lccdf. (#3114, #3118)
  • Added beta_neg_binomial_lcdf. (#3116)
  • Added beta_neg_binomial_cdf. (#3120)
  • Added beta_neg_binomial_rng. (#3126)
  • Added overloads for tuples of bounds to lub_free and lub_constrain. (#3087)
  • Added error checking functions for row/column stochastic matrices. (#3095)
  • Added constructor to vari for passing initial values and adjoints. (#3089)
  • Improved efficiency of finite_diff_gradient_auto. (#3096)
  • Functions concerned with the number of entries in a container (size, cols, rows, ...) now consistently use long int as their return type. (#3086)
  • Removed support for adding makefile variables in ~/.config/stan/make.local. Use the make/local file in the Math directory instead. (#3090)
  • Fixed an indexing bug inside gp_matern32_cov. (#3084)
  • Fixed the new wiener_lpdf overloads evaluating their expression template arguments more than once. (#3112)
  • Fixed some failures to compile calls to pow when using libc++ 19. (#3110)
  • Updated templated complex functions in the Stan math library to be better candidates than the standard library functions during ADL. (#3122)
  • Fixed a warning about a mismatched struct/class declaration from clang 18. (#3091)
  • Fixed compilation of fabs with Apple Clang 15. (#3093)
  • Fix Eigen issue 2852 so that Eigen's kronecker product type works with value_type_t. (#3124)

v5.0.0-rc1 (25 November 2024)

25 Nov 11:31

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v4.9.0 (3 June 2024)

03 Jun 15:02

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  • Stan now detects if your compiler supports C++17 and will issue a warning if it is not available. Support for pre-C++17 compilers may be removed as early as next version. (#3063)
  • Added a new distribution: wiener_full_lpdf. (#2822)
  • Replaced static const objects with static constexpr when available. (#2830)
  • Gradients for the hypergeometric_pFq function rewritten for increased speed and stability. (#2961)
  • Added the Hypergeometric 1F0 function and gradients. (#2962)
  • Removed macro usage in the definitions of the require_ templates. (#2965)
  • Added a sparse matrix implimentation for arena_matrix. (#2971)
  • Added hand-calculated derivatives for the multivariate normal lpdf. (#2980)
  • Added derivatives for the multi_student_t_cholesky_lpdf. (#2990)
  • Added constrain function for creating matrices holding row or column simplexes. (#2992)
  • Updated TBB Windows build rules for compatibility with RTools make. (#2999)
  • Improved efficiency of von_mises_lpdf gradient calculation, credit to @venpopov. (#3010)
  • Fixed a few additional issues in checking the inputs to distributions defined over cholesky matrices. (#3012)
  • Functions which are wrappers around CVODES and IDAS routines from Sundials now throw domain_error, rather than a mix of domain_error and runtime_error. (#3013)
  • Fixed the stack_allocator being able to return non-8-byte aligned pointers. (#3014)
  • Upgrade bundled Boost headers to 1.84. (#3001, #3018, #3019)
  • Fixed a bug where linspaced_array was returning its results truncated to integers. (#3023)
  • Fixed the return type of max(int, int) being a double. (#3024)
  • Added 'override' to built-in make variables. (#3028)
  • Maded sqrt(x) have a finite gradient at x=0. Allows distance(x,y) to work for x=y too. (#3033)
  • Improved stability of the von_mises_lpdf function to avoid numeric overflow. Now it's no longer necessary to use the normal_lpdf for kappa>100, allowing vectorizing of the likelihood. (#3036)
  • Updated the weibull_cdf and weibull_lcdf functions for numerical stability as well as correct handling of y == 0.0. (#3037)
  • Improved speed of inv_Phi and std_normal_qf functions. (#3046)
  • Fixed spurious linker issue with csr_matrix_times_vector. (#3048, #3053)
  • Improved error messages when variables dimensions do not match in operations that require it. (#3049)
  • Added support for Windows ARM64 with RTools ARM64 toolchain. (#3051)
  • Fixed clean-all error when using external SUNDIALS libraries. (#3054)
  • Fixed several small floating-point accuracy issues with ARM64 platforms. (#3059)
  • The RNGs for the multinomial and multinomial_logit distributions now accept a zero total count, resulting in a zero integer vector. (#3061)
  • Fixed a data race in profiling in multiple threads. (#3066)
  • Backported SUNDIALS bugfix for hashmap integer overflow. (#3072)

v4.9.0-rc2 (23 May 2024)

23 May 09:39
ce63b87

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v4.9.0-rc1 (13 May 2024)

13 May 11:42

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