[pkgsrc/trunk]: pkgsrc/math/stan-math Update to 2.18.1

[wen <wen%pkgsrc.org@localhost>]

details:   https://anonhg.NetBSD.org/pkgsrc/rev/ce7483363426
branches:  trunk
changeset: 392973:ce7483363426
user:      wen <wen%pkgsrc.org@localhost>
date:      Sun Mar 10 02:33:05 2019 +0000

description:
Update to 2.18.1

Upstream changes:
v.2.18.1 (24 December 2018)
======================================================================
Bugfix release - major bug in threading where certain thread count and
job size combinations could result in incorrect output. See
https://discourse.mc-stan.org/t/bug-in-map-rect-with-threading-in-stan-2-18-0/7056
for more details.

Bug Fixes
--------------------------------------------------
* Fix threading batch size bug (#1075)

v.2.18.0 (13 July 2018)
======================================================================
This is our first release with parallelism (through C++11 threads or MPI)!

New Features
--------------------------------------------------
* Support for MPI parallelization with map_rect
* Support for threaded AD and a threaded map_rect implementation (#809)
* New periodic covariance function (#921)
* Integrated Boost's 1 dimensional integrator (#913)
* Added thin QR decomposition (#900)
* New `add_diag` function for adding a real or vector to the diagonal of a matrix (#871)
* New `log_inv_logit_diff` function for the log of the difference of two inverse logits (#856)
* New dot product kernel for GPs (#834)
* Vectorized many more RNGs (#833, #722, #622)
* Add `matrix_exp_action` to calculate `exp(At)*B` (#830)
* `log_mix` vectorized (#751, #664)
* New integrators from CVODES (`integrate_ode_adams`, `_bdf`) (#735)
* New `std_normal` (#609)
* New `std_normal_log` (#728)
* New GLM primitive `normal_id_glm` (#665)
* New `chol2inv` that computes a matrix's inverse from its Cholesky factor (#649)
* New `poisson_log_glm` poisson regression with log link (#647)
* New vectorized `ordered_probit` (#645)
* New `log_modified_bessel_first_kind` that expands where Bessel 1 function can be used (#640)
* New bernoulli logit GLM (#608)

Bug Fixes
--------------------------------------------------
* Rising and falling factorial were not accepting negative arguments (#636)
* Fix normalizing constant for LKJ distribution (#628)

Other
--------------------------------------------------
* Tweaks to `effective_sample_size` for performance and upstream compatibility (#865)
* Switch to sundials package combining CVODES and IDAS, updating versions (#779, #744)
* Now publishing the Math doxygen (http://mc-stan.org/math/)
* Faster `dirichlet_lpdf` accepting more vector types (#788)
* Upgrade to Boost 1.66 (#766)
* Improved derivatives for Gamma CDF (#780)
* Sped up `multi_normal_cholesky` (#753)
* More efficient `mdivide_right_tri` (#715)
* More efficient `integrate_ode_rk45_grad_test` (#714)
* Make algebraic solver easier to use (#703, #697)
* Begin thinking about internal compatibility for complex numbers (#643)
* Faster `pow` (#642)

diffstat:

 math/stan-math/Makefile |   6 ++--
 math/stan-math/PLIST    |  68 ++++++++++++++++++++++++++++++++++++++++++++++--
 math/stan-math/distinfo |  10 +++---
 3 files changed, 73 insertions(+), 11 deletions(-)

diffs (truncated from 336 to 300 lines):

diff -r a4a339d1ce10 -r ce7483363426 math/stan-math/Makefile
--- a/math/stan-math/Makefile   Sun Mar 10 02:31:22 2019 +0000
+++ b/math/stan-math/Makefile   Sun Mar 10 02:33:05 2019 +0000
@@ -1,6 +1,6 @@
-# $NetBSD: Makefile,v 1.1 2018/07/27 06:49:25 minskim Exp $
+# $NetBSD: Makefile,v 1.2 2019/03/10 02:33:05 wen Exp $
 
-DISTNAME=      stan-math-2.17.1
+DISTNAME=      stan-math-2.18.1
 CATEGORIES=    math
 MASTER_SITES=  ${MASTER_SITE_GITHUB:=stan-dev/}
 GITHUB_PROJECT=        math
@@ -13,7 +13,7 @@
 
 DEPENDS+=      boost-headers>=1.66.0:../../devel/boost-headers
 DEPENDS+=      eigen3>=3.3.3:../../math/eigen3
-DEPENDS+=      sundials>=3.1.1:../../math/sundials
+DEPENDS+=      sundials>=4.1.0:../../math/sundials
 
 NO_CONFIGURE=  yes
 NO_BUILD=      yes
diff -r a4a339d1ce10 -r ce7483363426 math/stan-math/PLIST
--- a/math/stan-math/PLIST      Sun Mar 10 02:31:22 2019 +0000
+++ b/math/stan-math/PLIST      Sun Mar 10 02:33:05 2019 +0000
@@ -1,4 +1,4 @@
-@comment $NetBSD: PLIST,v 1.1 2018/07/27 06:49:25 minskim Exp $
+@comment $NetBSD: PLIST,v 1.2 2019/03/10 02:33:05 wen Exp $
 include/stan/math.hpp
 include/stan/math/fwd/arr.hpp
 include/stan/math/fwd/arr/fun/log_sum_exp.hpp
@@ -121,6 +121,7 @@
 include/stan/math/fwd/scal/fun/log_diff_exp.hpp
 include/stan/math/fwd/scal/fun/log_falling_factorial.hpp
 include/stan/math/fwd/scal/fun/log_inv_logit.hpp
+include/stan/math/fwd/scal/fun/log_inv_logit_diff.hpp
 include/stan/math/fwd/scal/fun/log_mix.hpp
 include/stan/math/fwd/scal/fun/log_rising_factorial.hpp
 include/stan/math/fwd/scal/fun/log_sum_exp.hpp
@@ -149,6 +150,17 @@
 include/stan/math/fwd/scal/meta/is_fvar.hpp
 include/stan/math/fwd/scal/meta/operands_and_partials.hpp
 include/stan/math/fwd/scal/meta/partials_type.hpp
+include/stan/math/gpu/err/check_diagonal_zeros.hpp
+include/stan/math/gpu/err/check_matching_dims.hpp
+include/stan/math/gpu/err/check_nan.hpp
+include/stan/math/gpu/err/check_square.hpp
+include/stan/math/gpu/err/check_symmetric.hpp
+include/stan/math/gpu/kernels/check_diagonal_zeros_kernel.cl
+include/stan/math/gpu/kernels/check_nan_kernel.cl
+include/stan/math/gpu/kernels/check_symmetric_kernel.cl
+include/stan/math/gpu/kernels/copy_matrix_kernel.cl
+include/stan/math/gpu/matrix_gpu.hpp
+include/stan/math/gpu/opencl_context.hpp
 include/stan/math/memory/stack_alloc.hpp
 include/stan/math/mix/arr.hpp
 include/stan/math/mix/mat.hpp
@@ -165,6 +177,7 @@
 include/stan/math/prim/arr.hpp
 include/stan/math/prim/arr/err/check_matching_sizes.hpp
 include/stan/math/prim/arr/err/check_nonzero_size.hpp
+include/stan/math/prim/arr/err/check_opencl.hpp
 include/stan/math/prim/arr/err/check_ordered.hpp
 include/stan/math/prim/arr/fun/array_builder.hpp
 include/stan/math/prim/arr/fun/common_type.hpp
@@ -186,11 +199,18 @@
 include/stan/math/prim/arr/fun/value_of_rec.hpp
 include/stan/math/prim/arr/functor/coupled_ode_observer.hpp
 include/stan/math/prim/arr/functor/coupled_ode_system.hpp
+include/stan/math/prim/arr/functor/integrate_1d.hpp
 include/stan/math/prim/arr/functor/integrate_ode_rk45.hpp
+include/stan/math/prim/arr/functor/mpi_cluster.hpp
+include/stan/math/prim/arr/functor/mpi_cluster_inst.cpp
+include/stan/math/prim/arr/functor/mpi_command.hpp
+include/stan/math/prim/arr/functor/mpi_distributed_apply.hpp
 include/stan/math/prim/arr/meta/VectorBuilderHelper.hpp
+include/stan/math/prim/arr/meta/contains_std_vector.hpp
 include/stan/math/prim/arr/meta/get.hpp
 include/stan/math/prim/arr/meta/index_type.hpp
 include/stan/math/prim/arr/meta/is_constant_struct.hpp
+include/stan/math/prim/arr/meta/is_std_vector.hpp
 include/stan/math/prim/arr/meta/is_vector.hpp
 include/stan/math/prim/arr/meta/length.hpp
 include/stan/math/prim/arr/meta/scalar_type.hpp
@@ -229,6 +249,7 @@
 include/stan/math/prim/mat/fun/acos.hpp
 include/stan/math/prim/mat/fun/acosh.hpp
 include/stan/math/prim/mat/fun/add.hpp
+include/stan/math/prim/mat/fun/add_diag.hpp
 include/stan/math/prim/mat/fun/append_array.hpp
 include/stan/math/prim/mat/fun/append_col.hpp
 include/stan/math/prim/mat/fun/append_row.hpp
@@ -242,6 +263,7 @@
 include/stan/math/prim/mat/fun/block.hpp
 include/stan/math/prim/mat/fun/cbrt.hpp
 include/stan/math/prim/mat/fun/ceil.hpp
+include/stan/math/prim/mat/fun/chol2inv.hpp
 include/stan/math/prim/mat/fun/cholesky_corr_constrain.hpp
 include/stan/math/prim/mat/fun/cholesky_corr_free.hpp
 include/stan/math/prim/mat/fun/cholesky_decompose.hpp
@@ -297,6 +319,8 @@
 include/stan/math/prim/mat/fun/get_base1.hpp
 include/stan/math/prim/mat/fun/get_base1_lhs.hpp
 include/stan/math/prim/mat/fun/get_lp.hpp
+include/stan/math/prim/mat/fun/gp_dot_prod_cov.hpp
+include/stan/math/prim/mat/fun/gp_periodic_cov.hpp
 include/stan/math/prim/mat/fun/head.hpp
 include/stan/math/prim/mat/fun/initialize.hpp
 include/stan/math/prim/mat/fun/inv.hpp
@@ -320,12 +344,15 @@
 include/stan/math/prim/mat/fun/log_determinant_ldlt.hpp
 include/stan/math/prim/mat/fun/log_determinant_spd.hpp
 include/stan/math/prim/mat/fun/log_inv_logit.hpp
+include/stan/math/prim/mat/fun/log_mix.hpp
 include/stan/math/prim/mat/fun/log_softmax.hpp
 include/stan/math/prim/mat/fun/log_sum_exp.hpp
 include/stan/math/prim/mat/fun/logit.hpp
 include/stan/math/prim/mat/fun/make_nu.hpp
 include/stan/math/prim/mat/fun/matrix_exp.hpp
 include/stan/math/prim/mat/fun/matrix_exp_2x2.hpp
+include/stan/math/prim/mat/fun/matrix_exp_action_handler.hpp
+include/stan/math/prim/mat/fun/matrix_exp_multiply.hpp
 include/stan/math/prim/mat/fun/matrix_exp_pade.hpp
 include/stan/math/prim/mat/fun/max.hpp
 include/stan/math/prim/mat/fun/mdivide_left.hpp
@@ -344,6 +371,7 @@
 include/stan/math/prim/mat/fun/multiply.hpp
 include/stan/math/prim/mat/fun/multiply_lower_tri_self_transpose.hpp
 include/stan/math/prim/mat/fun/num_elements.hpp
+include/stan/math/prim/mat/fun/opencl_copy.hpp
 include/stan/math/prim/mat/fun/ordered_constrain.hpp
 include/stan/math/prim/mat/fun/ordered_free.hpp
 include/stan/math/prim/mat/fun/positive_ordered_constrain.hpp
@@ -355,6 +383,8 @@
 include/stan/math/prim/mat/fun/promote_scalar_type.hpp
 include/stan/math/prim/mat/fun/qr_Q.hpp
 include/stan/math/prim/mat/fun/qr_R.hpp
+include/stan/math/prim/mat/fun/qr_thin_Q.hpp
+include/stan/math/prim/mat/fun/qr_thin_R.hpp
 include/stan/math/prim/mat/fun/quad_form.hpp
 include/stan/math/prim/mat/fun/quad_form_diag.hpp
 include/stan/math/prim/mat/fun/quad_form_sym.hpp
@@ -372,6 +402,7 @@
 include/stan/math/prim/mat/fun/rows.hpp
 include/stan/math/prim/mat/fun/rows_dot_product.hpp
 include/stan/math/prim/mat/fun/rows_dot_self.hpp
+include/stan/math/prim/mat/fun/scale_matrix_exp_multiply.hpp
 include/stan/math/prim/mat/fun/sd.hpp
 include/stan/math/prim/mat/fun/segment.hpp
 include/stan/math/prim/mat/fun/simplex_constrain.hpp
@@ -422,7 +453,14 @@
 include/stan/math/prim/mat/fun/welford_var_estimator.hpp
 include/stan/math/prim/mat/functor/finite_diff_gradient.hpp
 include/stan/math/prim/mat/functor/finite_diff_hessian.hpp
+include/stan/math/prim/mat/functor/map_rect.hpp
+include/stan/math/prim/mat/functor/map_rect_combine.hpp
+include/stan/math/prim/mat/functor/map_rect_concurrent.hpp
+include/stan/math/prim/mat/functor/map_rect_mpi.hpp
+include/stan/math/prim/mat/functor/map_rect_reduce.hpp
+include/stan/math/prim/mat/functor/mpi_parallel_call.hpp
 include/stan/math/prim/mat/meta/append_return_type.hpp
+include/stan/math/prim/mat/meta/broadcast_array.hpp
 include/stan/math/prim/mat/meta/get.hpp
 include/stan/math/prim/mat/meta/index_type.hpp
 include/stan/math/prim/mat/meta/is_constant_struct.hpp
@@ -430,10 +468,12 @@
 include/stan/math/prim/mat/meta/is_vector_like.hpp
 include/stan/math/prim/mat/meta/length.hpp
 include/stan/math/prim/mat/meta/length_mvt.hpp
+include/stan/math/prim/mat/meta/operands_and_partials.hpp
 include/stan/math/prim/mat/meta/scalar_type.hpp
 include/stan/math/prim/mat/meta/seq_view.hpp
 include/stan/math/prim/mat/meta/value_type.hpp
 include/stan/math/prim/mat/meta/vector_seq_view.hpp
+include/stan/math/prim/mat/prob/bernoulli_logit_glm_lpmf.hpp
 include/stan/math/prim/mat/prob/categorical_log.hpp
 include/stan/math/prim/mat/prob/categorical_logit_log.hpp
 include/stan/math/prim/mat/prob/categorical_logit_lpmf.hpp
@@ -476,9 +516,15 @@
 include/stan/math/prim/mat/prob/multinomial_log.hpp
 include/stan/math/prim/mat/prob/multinomial_lpmf.hpp
 include/stan/math/prim/mat/prob/multinomial_rng.hpp
+include/stan/math/prim/mat/prob/neg_binomial_2_log_glm_lpmf.hpp
+include/stan/math/prim/mat/prob/normal_id_glm_lpdf.hpp
 include/stan/math/prim/mat/prob/ordered_logistic_log.hpp
 include/stan/math/prim/mat/prob/ordered_logistic_lpmf.hpp
 include/stan/math/prim/mat/prob/ordered_logistic_rng.hpp
+include/stan/math/prim/mat/prob/ordered_probit_log.hpp
+include/stan/math/prim/mat/prob/ordered_probit_lpmf.hpp
+include/stan/math/prim/mat/prob/ordered_probit_rng.hpp
+include/stan/math/prim/mat/prob/poisson_log_glm_lpmf.hpp
 include/stan/math/prim/mat/prob/wishart_log.hpp
 include/stan/math/prim/mat/prob/wishart_lpdf.hpp
 include/stan/math/prim/mat/prob/wishart_rng.hpp
@@ -505,6 +551,7 @@
 include/stan/math/prim/scal/err/invalid_argument.hpp
 include/stan/math/prim/scal/err/invalid_argument_vec.hpp
 include/stan/math/prim/scal/err/out_of_range.hpp
+include/stan/math/prim/scal/err/system_error.hpp
 include/stan/math/prim/scal/fun/F32.hpp
 include/stan/math/prim/scal/fun/Phi.hpp
 include/stan/math/prim/scal/fun/Phi_approx.hpp
@@ -525,6 +572,7 @@
 include/stan/math/prim/scal/fun/corr_constrain.hpp
 include/stan/math/prim/scal/fun/corr_free.hpp
 include/stan/math/prim/scal/fun/digamma.hpp
+include/stan/math/prim/scal/fun/distance.hpp
 include/stan/math/prim/scal/fun/divide.hpp
 include/stan/math/prim/scal/fun/erf.hpp
 include/stan/math/prim/scal/fun/erfc.hpp
@@ -544,6 +592,7 @@
 include/stan/math/prim/scal/fun/grad_inc_beta.hpp
 include/stan/math/prim/scal/fun/grad_reg_inc_beta.hpp
 include/stan/math/prim/scal/fun/grad_reg_inc_gamma.hpp
+include/stan/math/prim/scal/fun/grad_reg_lower_inc_gamma.hpp
 include/stan/math/prim/scal/fun/hypot.hpp
 include/stan/math/prim/scal/fun/ibeta.hpp
 include/stan/math/prim/scal/fun/identity_constrain.hpp
@@ -581,7 +630,9 @@
 include/stan/math/prim/scal/fun/log_diff_exp.hpp
 include/stan/math/prim/scal/fun/log_falling_factorial.hpp
 include/stan/math/prim/scal/fun/log_inv_logit.hpp
+include/stan/math/prim/scal/fun/log_inv_logit_diff.hpp
 include/stan/math/prim/scal/fun/log_mix.hpp
+include/stan/math/prim/scal/fun/log_modified_bessel_first_kind.hpp
 include/stan/math/prim/scal/fun/log_rising_factorial.hpp
 include/stan/math/prim/scal/fun/log_sum_exp.hpp
 include/stan/math/prim/scal/fun/logical_and.hpp
@@ -612,6 +663,7 @@
 include/stan/math/prim/scal/fun/rising_factorial.hpp
 include/stan/math/prim/scal/fun/round.hpp
 include/stan/math/prim/scal/fun/sign.hpp
+include/stan/math/prim/scal/fun/size_zero.hpp
 include/stan/math/prim/scal/fun/square.hpp
 include/stan/math/prim/scal/fun/squared_distance.hpp
 include/stan/math/prim/scal/fun/step.hpp
@@ -622,6 +674,7 @@
 include/stan/math/prim/scal/fun/ub_free.hpp
 include/stan/math/prim/scal/fun/value_of.hpp
 include/stan/math/prim/scal/fun/value_of_rec.hpp
+include/stan/math/prim/scal/meta/StdVectorBuilder.hpp
 include/stan/math/prim/scal/meta/VectorBuilder.hpp
 include/stan/math/prim/scal/meta/VectorBuilderHelper.hpp
 include/stan/math/prim/scal/meta/ad_promotable.hpp
@@ -637,6 +690,7 @@
 include/stan/math/prim/scal/meta/is_constant.hpp
 include/stan/math/prim/scal/meta/is_constant_struct.hpp
 include/stan/math/prim/scal/meta/is_fvar.hpp
+include/stan/math/prim/scal/meta/is_std_vector.hpp
 include/stan/math/prim/scal/meta/is_var.hpp
 include/stan/math/prim/scal/meta/is_var_or_arithmetic.hpp
 include/stan/math/prim/scal/meta/is_vector.hpp
@@ -872,6 +926,8 @@
 include/stan/math/prim/scal/prob/skew_normal_log.hpp
 include/stan/math/prim/scal/prob/skew_normal_lpdf.hpp
 include/stan/math/prim/scal/prob/skew_normal_rng.hpp
+include/stan/math/prim/scal/prob/std_normal_log.hpp
+include/stan/math/prim/scal/prob/std_normal_lpdf.hpp
 include/stan/math/prim/scal/prob/student_t_ccdf_log.hpp
 include/stan/math/prim/scal/prob/student_t_cdf.hpp
 include/stan/math/prim/scal/prob/student_t_cdf_log.hpp
@@ -902,11 +958,11 @@
 include/stan/math/prim/scal/prob/wiener_log.hpp
 include/stan/math/prim/scal/prob/wiener_lpdf.hpp
 include/stan/math/rev/arr.hpp
-include/stan/math/rev/arr/fun/decouple_ode_states.hpp
 include/stan/math/rev/arr/fun/log_sum_exp.hpp
 include/stan/math/rev/arr/fun/sum.hpp
 include/stan/math/rev/arr/fun/to_var.hpp
 include/stan/math/rev/arr/functor/coupled_ode_system.hpp
+include/stan/math/rev/arr/functor/integrate_1d.hpp
 include/stan/math/rev/core.hpp
 include/stan/math/rev/core/autodiffstackstorage.hpp
 include/stan/math/rev/core/chainable_alloc.hpp
@@ -978,6 +1034,7 @@
 include/stan/math/rev/mat/fun/divide.hpp
 include/stan/math/rev/mat/fun/dot_product.hpp
 include/stan/math/rev/mat/fun/dot_self.hpp
+include/stan/math/rev/mat/fun/gp_periodic_cov.hpp
 include/stan/math/rev/mat/fun/grad.hpp
 include/stan/math/rev/mat/fun/initialize_variable.hpp
 include/stan/math/rev/mat/fun/log_determinant.hpp
@@ -985,6 +1042,7 @@
 include/stan/math/rev/mat/fun/log_determinant_spd.hpp
 include/stan/math/rev/mat/fun/log_softmax.hpp
 include/stan/math/rev/mat/fun/log_sum_exp.hpp
+include/stan/math/rev/mat/fun/matrix_exp_multiply.hpp
 include/stan/math/rev/mat/fun/mdivide_left.hpp
 include/stan/math/rev/mat/fun/mdivide_left_ldlt.hpp
 include/stan/math/rev/mat/fun/mdivide_left_spd.hpp
@@ -994,6 +1052,7 @@
 include/stan/math/rev/mat/fun/quad_form.hpp
 include/stan/math/rev/mat/fun/quad_form_sym.hpp
 include/stan/math/rev/mat/fun/rows_dot_product.hpp
+include/stan/math/rev/mat/fun/scale_matrix_exp_multiply.hpp
 include/stan/math/rev/mat/fun/sd.hpp
 include/stan/math/rev/mat/fun/softmax.hpp
 include/stan/math/rev/mat/fun/squared_distance.hpp
@@ -1010,12 +1069,14 @@
 include/stan/math/rev/mat/fun/variance.hpp
 include/stan/math/rev/mat/functor/algebra_solver.hpp