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
- move dimension validation inside var_context
- Potential issues with slicing
- Adding Sparse Matrix Indexing
- Don't do inverse metric decomposition every draw
- Doing the decomposition for every momentum draw is inefficient
- Add Tail ESS
- Add Rhatv5
- Why does transition() in hmc use ps_point and not it's actual type?
- Make base_mcmc into crtp?
- Make const correct (accessors and mutators vs. API consistency)
- Docs
- C++ not yet supported