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1 | 1 | Stan Math Library Release Notes
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2 | 2 |
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| 3 | +====================================================================== |
| 4 | +v4.4.0 (1 July 2022) |
| 5 | +====================================================================== |
| 6 | + |
| 7 | +Complex: |
| 8 | + - 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) |
| 10 | + - Added vectorized versions of get_real and get_imag. (#2700) |
| 11 | + - Vectorized complex `abs()`, `to_complex`. (#2737, #2749) |
| 12 | + |
| 13 | +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) |
| 18 | + - Added the quantile function of the standard normal density function with log input. (#2744) |
| 19 | + |
| 20 | +Misc: |
| 21 | + - Upgraded Sundials to version 6.1.1. (#2692) |
| 22 | + - Updated Boost to 1.78.0. (#2725) |
| 23 | + - Added namespace qualifiers to `size` and `apply` calls for C++17 compatibility. (#2693) |
| 24 | + - Enabled address sanitizer and fix it when running inside Docker in Flatiron CI. (#2702) |
| 25 | + - Made `arena_allocator` usable for all std containers. (#2708) |
| 26 | + - 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) |
| 27 | + - Updated the signatures of `eigenvalues` and `eigenvectors` to use our pseudo-concept require templates.(#2728) |
| 28 | + - `norm1` and `norm2` were extended with the `apply_vector_unary` to accept general std::vectors as well as the Eigen vectors previously supported. (#2742) |
| 29 | + - Cleaned up compiler warnings for unused variables and non-consistent use of class and struct for ops_partials_edge. (#2757) |
| 30 | + - Fixed the check for `y` in `gamma_lpdf` so that it now errors if y is not a positive finite value. (#2758) |
| 31 | + - Improved numerical stability of gamma_lcdf gradients (#2767) |
| 32 | + |
3 | 33 | ======================================================================
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4 | 34 | v4.3.2 (25 March 2022)
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5 | 35 | ======================================================================
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