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
- Exposing mu to the services (stepsize warmup)
- Add common interface tests for minimum required functionality
- deprecate int_step
- Refactor stochastic gradient things in ADVI
- Fix performance test to work on multiple architectures
- Implement Asymmetric Laplace Distribution
- Warn when step size falls below a given threshold in adaptation?
- Log density with proportionality in ADVI drops more than constant
- trap improper posteriors
- Things needed by interfaces for Stan 3.x
- Docs
- C++ not yet supported