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Merge branch 'develop' of github.com:stan-dev/math into develop
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‎.github/ISSUE_TEMPLATE.md

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@@ -25,4 +25,4 @@ If this is a **feature request**, show what you expect to happen if the feature
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#### Current Version:
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v4.3.2
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v4.4.0

‎.github/dependabot.yml

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version: 2
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updates:
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- package-ecosystem: "github-actions"
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directory: "/"
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schedule:
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interval: "weekly"

‎.github/workflows/header_checks.yml

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@@ -25,7 +25,7 @@ jobs:
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workflow: c-cpp.yml
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if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/master' && github.ref != 'refs/heads/develop'"
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- uses: actions/checkout@v2
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- uses: actions/checkout@v3
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- uses: actions/setup-python@v2
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with:
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python-version: '2.x'
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workflow: c-cpp.yml
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if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/master' && github.ref != 'refs/heads/develop'"
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- uses: actions/checkout@v2
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- uses: actions/checkout@v3
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- name: Run header tests
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run: |
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workflow: c-cpp.yml
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if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/master' && github.ref != 'refs/heads/develop'"
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- uses: actions/checkout@v2
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- uses: actions/checkout@v3
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- name: Run header tests
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run: |

‎.github/workflows/main.yml

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with:
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token: ${{ secrets.GITHUB_TOKEN }}
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if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/master' && github.ref != 'refs/heads/develop'"
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- uses: actions/checkout@v2
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- uses: actions/checkout@v3
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- uses: actions/setup-python@v2
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with:
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python-version: '2.x'
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- uses: r-lib/actions/setup-r@v2
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with:
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r-version: 4.1.3
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- name: Set path for Rtools40
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if: runner.os == 'Windows'
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run: echo "C:/rtools40/usr/bin;C:/rtools40/mingw64/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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python.exe runTests.py -j2 test/unit/math/prim
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python.exe runTests.py -j2 test/unit/math/rev
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python.exe runTests.py -j2 test/unit/math/memory
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- name: Upload gtest_output xml
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uses: actions/upload-artifact@v2
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uses: actions/upload-artifact@v3
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if: failure()
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with:
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name: gtest_outputs_xml
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runs-on: windows-latest
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steps:
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- uses: actions/checkout@v2
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- uses: actions/checkout@v3
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- uses: actions/setup-python@v2
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with:
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python-version: '2.x'
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- uses: r-lib/actions/setup-r@v2
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with:
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r-version: 4.1.3
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- name: Set path for Rtools40
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if: runner.os == 'Windows'
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run: echo "C:/rtools40/usr/bin;C:/rtools40/mingw64/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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- name: Disable running fwd/mix tests
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shell: powershell
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run: echo "CXXFLAGS+= -DSTAN_MATH_TESTS_REV_ONLY" | Out-File -Append -FilePath make/local -Encoding utf8
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run: echo "CXXFLAGS+= -DSTAN_MATH_TESTS_REV_ONLY" | Out-File -Append -FilePath make/local -Encoding utf8
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- name: Run fwd unit tests and all the mix tests except those in mix/fun
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shell: powershell
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run: |
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python.exe runTests.py test/unit/math/mix/*_test.cpp
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- name: Upload gtest_output xml
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uses: actions/upload-artifact@v2
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uses: actions/upload-artifact@v3
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if: failure()
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with:
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name: gtest_outputs_xml
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path: '**/*_test.xml'
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mix-fun:
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name: mix/fun tests
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mix-fun-1:
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name: mix/fun tests 1
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runs-on: windows-latest
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steps:
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- uses: actions/checkout@v2
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- uses: actions/checkout@v3
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- uses: actions/setup-python@v2
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with:
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python-version: '2.x'
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- uses: r-lib/actions/setup-r@v2
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with:
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r-version: 4.1.3
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- name: Set path for Rtools40
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if: runner.os == 'Windows'
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run: echo "C:/rtools40/usr/bin;C:/rtools40/mingw64/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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run: mingw32-make -f make/standalone math-libs
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- name: Add TBB to PATH
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shell: powershell
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run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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- name: Run mix/fun unit tests
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shell: powershell
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run: |
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python.exe runTests.py test/unit/math/mix/fun
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$MixFunTests = Get-ChildItem -Path test\unit\math\mix\fun\* -Include *.cpp | Resolve-Path -Relative
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$NumberTests = $MixFunTests.Length
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$HalfNumberTests = [math]::Floor($NumberTests / 2)
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python.exe runTests.py $MixFunTests[0..$HalfNumberTests]
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- name: Upload gtest_output xml
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uses: actions/upload-artifact@v3
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if: failure()
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with:
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name: gtest_outputs_xml
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path: '**/*_test.xml'
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mix-fun-2:
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name: mix/fun tests 2
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runs-on: windows-latest
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steps:
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- uses: actions/checkout@v3
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- uses: actions/setup-python@v2
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with:
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python-version: '2.x'
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- uses: r-lib/actions/setup-r@v2
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with:
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r-version: 4.1.3
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- name: Set path for Rtools40
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if: runner.os == 'Windows'
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run: echo "C:/rtools40/usr/bin;C:/rtools40/mingw64/bin" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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- name: Install mingw32-make and check toolchain path
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if: runner.os == 'Windows'
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run: |
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pacman -Syu mingw-w64-x86_64-make --noconfirm
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g++ --version
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Get-Command g++ | Select-Object -ExpandProperty Definition
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mingw32-make --version
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Get-Command mingw32-make | Select-Object -ExpandProperty Definition
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shell: powershell
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- name: Build Math libs
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shell: powershell
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run: mingw32-make -f make/standalone math-libs
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- name: Add TBB to PATH
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shell: powershell
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run: echo "D:/a/math/math/lib/tbb" | Out-File -Append -FilePath $env:GITHUB_PATH -Encoding utf8
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- name: Run mix/fun unit tests
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shell: powershell
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run: |
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$MixFunTests = Get-ChildItem -Path test\unit\math\mix\fun\* -Include *.cpp | Resolve-Path -Relative
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$NumberTests = $MixFunTests.Length
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$HalfNumberTests = [math]::Floor($NumberTests / 2)
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python.exe runTests.py $MixFunTests[($HalfNumberTests + 1)..($NumberTests - 1)]
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- name: Upload gtest_output xml
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uses: actions/upload-artifact@v2
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uses: actions/upload-artifact@v3
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if: failure()
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with:
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name: gtest_outputs_xml

‎Jenkinsfile

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}
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environment {
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STAN_NUM_THREADS = 4
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CLANG_CXX = 'clang++-6.0'
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CLANG_CXX = 'clang++-7'
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GCC = 'g++'
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MPICXX = 'mpicxx.openmpi'
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N_TESTS = 150
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stage("Clang-format") {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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}
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}
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stage('Linting & Doc checks') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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}
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}
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stage('Verify changes') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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}
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}
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stage('Headers check') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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}
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}
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stage('Rev/Fwd Unit Tests') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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args '--cap-add SYS_PTRACE'
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}
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stage('Mix Unit Tests') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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args '--cap-add SYS_PTRACE'
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}
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stage('Prim Unit Tests') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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args '--cap-add SYS_PTRACE'
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}
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script {
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runTests("test/unit/*_test.cpp", false)
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runTests("test/unit/math/*_test.cpp", false)
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runTests("test/unit/math/prim", false)
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runTests("test/unit/math/prim", false)
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runTests("test/unit/math/memory", false)
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}
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}
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stage('MPI tests') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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}
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}
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stage('OpenCL GPU tests') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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label 'v100'
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args '--gpus 1'
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}
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stage('Distribution tests') {
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agent {
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docker {
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image 'stanorg/ci:gpu'
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image 'stanorg/ci:gpu-cpp17'
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args '--pull always'
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}
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}
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steps {
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stage('Expressions test') {
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agent {
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args '--pull always'
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}
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steps {
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agent {
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image 'stanorg/ci:gpu-cpp17'
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args '--pull always'
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steps {
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stage('Upload doxygen') {
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image 'stanorg/ci:gpu-cpp17'
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label 'linux'
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}
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}

‎RELEASE-NOTES.txt

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Stan Math Library Release Notes
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======================================================================
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v4.4.0 (1 July 2022)
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======================================================================
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Complex:
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- Added fast Fourier transform (FFT) implementations of 1D and 2D discrete Fourier transform and their inverses. (#2686, #2750)
9+
- Added type traits for detecting whether a type has a value type that is complex. (#2694)
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- Added vectorized versions of get_real and get_imag. (#2700)
11+
- Vectorized complex `abs()`, `to_complex`. (#2737, #2749)
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New functions:
14+
- Added the incomplete beta function inverse. (#2637)
15+
- Added the `wishart_cholesky_lpdf`, which is the Cholesky parameterization of the Wishart distribution of both the input matrix and the scale matrix. (#2710)
16+
- Added the inverse Wishart Cholesky parameterization `lpdf\lupdf` is available along with `inv_wishart_cholesky_rng`. (#2713)
17+
- Added the Cholesky parameterization of the multivariate Student's T distribution. (#2715)
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- Added the quantile function of the standard normal density function with log input. (#2744)
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Misc:
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- Upgraded Sundials to version 6.1.1. (#2692)
22+
- Updated Boost to 1.78.0. (#2725)
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- Added namespace qualifiers to `size` and `apply` calls for C++17 compatibility. (#2693)
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- Enabled address sanitizer and fix it when running inside Docker in Flatiron CI. (#2702)
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- Made `arena_allocator` usable for all std containers. (#2708)
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- Added gradient calculation for the a2 input in stan-math for the `grad_2F1` function and fixes incorrect return values when `z` is between -1 and 0. (#2721)
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- Updated the signatures of `eigenvalues` and `eigenvectors` to use our pseudo-concept require templates.(#2728)
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- `norm1` and `norm2` were extended with the `apply_vector_unary` to accept general std::vectors as well as the Eigen vectors previously supported. (#2742)
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- Cleaned up compiler warnings for unused variables and non-consistent use of class and struct for ops_partials_edge. (#2757)
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- Fixed the check for `y` in `gamma_lpdf` so that it now errors if y is not a positive finite value. (#2758)
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- Improved numerical stability of gamma_lcdf gradients (#2767)
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======================================================================
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v4.3.2 (25 March 2022)
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======================================================================

‎doxygen/doxygen.cfg

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# could be handy for archiving the generated documentation or if some version
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# control system is used.
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PROJECT_NUMBER = 4.3.2
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PROJECT_NUMBER = 4.4.0
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# Using the PROJECT_BRIEF tag one can provide an optional one line description
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# for a project that appears at the top of each page and should give viewer a

‎stan/math/fwd.hpp

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#include <stan/math/fwd/meta.hpp>
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#include <stan/math/fwd/fun.hpp>
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#include <stan/math/fwd/functor.hpp>
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#include <stan/math/fwd/prob.hpp>
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#include <stan/math/prim.hpp>
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‎stan/math/fwd/fun.hpp

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#include <stan/math/fwd/fun/gamma_p.hpp>
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#include <stan/math/fwd/fun/gamma_q.hpp>
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#include <stan/math/fwd/fun/grad_inc_beta.hpp>
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#include <stan/math/fwd/fun/hypergeometric_pFq.hpp>
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#include <stan/math/fwd/fun/hypot.hpp>
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#include <stan/math/fwd/fun/inc_beta.hpp>
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#include <stan/math/fwd/fun/inv.hpp>

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