CmdStanR v0.8.0 Released

We have now released v0.8.0 of CmdStanR, notably fixing support for the upcoming CmdStan 2.35 and adding the ability to pass CmdStanFit objects as inits to other fitting methods (with thanks to @stevebronder). The full changelog is below.

You can install the latest release via:

# we recommend running this in a fresh R session or restarting your current session
install.packages("cmdstanr", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))

Major new features

  • Add functionality for passing CmdStanFit objects as initial values by @SteveBronder in #937

Other improvements

  • Add compatibility with CmdStan 2.35 by @andrjohns in #972
  • Add show_messages and show_exceptions arguments to all methods for controlling output by @andrjohns in #897
  • Drop RcppEigen dependency, implement basic Eigen → C++ interop by @andrjohns in #899
  • Add compatibility with CmdStan 2.34 by @andrjohns in #905 #910
  • Add a format argument to the unconstrain_draws() method to specify draws format of return by @andrjohns in #886
  • Align cmdstanr EBFMI diagnostic threshold with CmdStan by @andrjohns in #892
  • Add global option cmdstanr_print_line_numbers to add line number to model printing by @sbfnk in #967
  • Add new CmdStan arguments save_metric and save_cmdstan_config by @venpopov in #932
  • Add documentation for CmdStanR global options by @jgabry in #951
  • Add documentation for how to obtain structured output similar to rstan::extract() using a combination of cmdstanr and posterior by @jgabry in #955
  • Added coercion generics for CmdStanFit objects by @gowerc in #943
  • psis_resample and calculate_lp arguments added to Pathfinder method by @SteveBronder in #903
  • Documentation and tests for LOO method updated by @jgabry in #923
  • Global option cmdstanr_warn_inits added to disable warnings about partially specified initial values by @jgabry in #913
  • Updates to MCMC output_dir documentation by @jgabry in #929

Bugfixes

  • Fix broken link in OpenCL documentation by @eipi10 in #908
  • Fix a minor typo in the README by @jgabry in #911
  • Make exported RNG functions respect changes to R’s seed by @andrjohns in #973
  • Optimisations for model methods functions by @andrjohns in #960
  • Bugfix for passing function for initial values with Pathfinder method and default num_paths by @andrjohns in #964
  • Continue with compilation if compile_stanalone=TRUE but no functions are found by @jgabry in #956
  • Update tests and CI for compatibility with MacOS ARM64 by @andrjohns in #958
  • Fix handling of inv_metric argument with only 1 parameter by @venpopov in #935
  • Fixes for compatibility with RTools44 by @andrjohns in #952 #959
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