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")