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
- classify functions for numerical instability
- remove "error", "exception", "warning" from what we report
- Consolidate and refactor output from algorithms
- Generalize auto-tuning in ADVI to grid search function, for auto-tuning in L-BFGS
- clean up sample vs. draw in output and doc
- time-based refreshes
- Stan's machine-readable return types (as opposed to its free-form messages) conflict.
- sampler testing framework
- optimization fails for a constrained parameter
- Request: ADVI delta_ELBO_mean delta_ELBO_med to diagnostic_writer
- Docs
- C++ not yet supported