cmdstanr v0.5.0

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 v0.4.0

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 v0.3.0

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 v0.2.2

Bug fixes

• Fixed bug with reading Stan CSV when grep used coloring by default (#364,#371)

• Depend on posterior v0.1.3 to avoid 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 v0.2.0

You can install version 0.2.0 using either of the following lines:

install.packages("cmdstanr", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))

remotes::install_github("stan-dev/cmdstanr", ref = "v0.2.0")

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 v0.1.0 (beta release)

Overview

CmdStanR is a lightweight interface to Stan for R users (see CmdStanPy for Python).

We recommend starting with these vignettes:

• Getting started with CmdStanR

• How does CmdStanR work?

Goals

• A clean interface to Stan services so that CmdStanR can keep up with Stan
  releases.

• R code that doesn't interface directly with C++, only calls compiled executables.

• Modularity: CmdStanR runs Stan's algorithms and lets downstream modules do the
  analysis.

• Flexible BSD-3 license.

Installation

You can install the beta release of the cmdstanr R package with

install.packages("cmdstanr", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))

or you can install the latest development version from GitHub:

# install.packages("devtools")
devtools::install_github("stan-dev/cmdstanr")