stan
https://github.com/stan-dev/stan
C++
Stan development repository. The master branch contains the current release. The develop branch contains the latest stable development. See the Developer Process Wiki for details.
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- Issues
- Add time output (# divergences, etc) to refresh messages
- transition method bugged for softabs
- generate matrix for NNGP
- Expose Quadratic optimizer with linear constraints
- make sure all distributions throw exceptions at undefined boundaries
- Remove step size jittering functionality
- Print exceptions on one line
- diagnostic mode without Jacobian
- Add more tests for higher order autodiff
- optimizer test framework
- Docs
- C++ not yet supported