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
- Improve step size adaptation target
- [FR] low rank HMC?
- [WIP] Allow NUTS to do eager evaluation on forward and backward trajectory in parallel
- Cleaning up instances of .str().length() for logger.info()
- Clarifying comments in model_base, namely 'set'-->'appended' parameters
- Allow _lupdf and _lupmf functions in the transformed parameters block
- Some computations not included in reported total time of output CSVs
- Offset/multiplier noncentering gets trapped at low sigma
- Instructions on how to use core Stan directly in C++
- One redundant gradient evaluation on every iteration
- Docs
- C++ not yet supported