I need to do some 1 dimensional integration in my Stan model. Unfortunately I can’t use the ODE solver for this, because I need to have a varying initial time. Is there a timeline of when 1d integrator will be introduced into the Stan language?
Negative five days
If you meant to say what is the timeline for when it will be in a released version of Stan, then about positive five days.
It’s in Stan 2.19. It made it into the reference manual, but not the functions reference doc for 2.19 (we really need to do a better job of keeping all this stuff in synch).
I’m not sure where RStan and PyStan 2.19 will be available. It’s much simpler to release CmdStan because there are fewer moving parts.