Changelog

Fixed issue with retrieving draws with models with spaces in their names. (#453)
Fixed bug with spaces in path to the temporary folder on Windows. (#460)
Fixed issue with not reporting model executable name clashing with folder name. (#461)

New function as_cmdstan_fit() that creates CmdStanMCMC/MLE/VB objects directly from CmdStan CSV files. (#412)
read_cmdstan_csv() now also returns chain run times for MCMC sampling CSV files. (#414)
Faster CSV reading for multiple chains. (#419)
New $profiles() method for fitted model objects accesses profiling information from R if profiling used in the Stan program. Support for profiling Stan programs requires CmdStan >= 2.26. (#434)
New vignette on profiling Stan programs. (#435)
New vignette on running Stan on the GPU with OpenCL. OpenCL device ids can now also be specified at runtime. (#439)
New check for invalid parameter names when supplying init values. (#452, @mike-lawrence)
Suppressing compilation messages when not in interactive mode. (#462, @wlandau)
New error_on_NA argument for cmdstan_version() to optionally return NULL (instead of erroring) if the CmdStan path is not found (#467, @wlandau).
Global option cmdstanr_max_rows can be set as an alternative to specifying max_rows argument to the $print() method. (#470)
New output_basename argument for the model fitting methods. Can be used in conjunction with output_dir to get completely predictable output CSV file paths. (#471)
New format argument for $draws(), $sampler_diagnostics(), read_cmdstan_csv(), and as_cmdstan_fit(). This controls the format of the draws returned or stored in the object. Changing the format can improve speed and memory usage for large models. (#482)

Fixed reading inverse mass matrix with values written in scientific format in the CSV. (#394)
Fixed error caused by an empty data list. Previously if a model didn’t require data then data had to either be NULL or be a non-empty list, but now list() is allowed. (#403)

Added $sample_mpi() for MCMC sampling with MPI. (#350)
Added informative messages on compile errors caused by precompiled headers (PCH). (#384)
Added the cmdstanr_verbose option for verbose mode. Intended for troubleshooting, debugging and development. See end of How does CmdStanR work? vignette for details. (#392)
New $loo() method for CmdStanMCMC objects. Requires computing pointwise log-likelihood in Stan program. (#366)
The fitted_params argument to the $generate_quantities() method now also accepts CmdStanVB, posterior::draws_array, and posterior::draws_matrix objects. (#390)
The $optimize() method now supports all of CmdStan’s tolerance-related arguments for (L)BFGS. (#398)
The documentation for the R6 methods now uses @param, which allows package developers to import the CmdStanR documentation using roxygen2’s @inheritParams. (#408)

Added support for native execution on the macOS with the M1 ARM-based CPU. (#375)
Added threading support via threads argument for $optimize() and $variational() (was already available via threads_per_chain for $sample()). (#369)

compile() and check_syntax() methods gain argument pedantic for turning on pedantic mode, which warns about issues with the model beyond syntax errors. (#361)

Fix potential indexing error if using read_cmdstan_csv() with CSV files created by CmdStan without CmdStanR. (#291, #292, @johnlees)
Fix error when returning draws or sampler diagnostics for a fit with only warmup and no samples. (#288, #293)
Fix trailing slashes issue for dir in cmdstan_model() and output_dir in fitting methods. (#281, #294)
Fix dimensions error when processing a list of matrices passed in as data. (#296, #302)
Fix reporting of time after using fixed_param method. (#303, #307)
With refresh = 0, no output other than error messages is printed with $optimize() and $variational(). (#324)
Fix issue where names of generated files could clash. (#326, #328)
Fix missing include_paths in $syntax_check(). (#335, @mike-lawrence)

CSV reading is now faster by using data.table::fread(). (#318)
install_cmdstan() gains argument version for specifying which version of CmdStan to install. (#300, #308)
New function check_cmdstan_toolchain() that checks if the appropriate toolchains are available. (#289)
$sample() method for CmdStanModel objects gains argument chain_ids for specifying custom chain IDs. (#319)
Added support for the sig_figs argument in CmdStan versions 2.25 and above. (#327)
Added checks if the user has the necessary permissions in the RTools and temporary folders. (#343)

User is notified by message at load time if a new release of CmdStan is available. (#265, #273)
write_stan_file() replaces write_stan_tempfile(), which is now deprecated. With the addition of the dir argument, the file written is not necessarily temporary. (#267, #272)

New knitr engine eng_cmdstan() and function register_knitr_engine() that allow Stan chunks in R markdown documents to be processed using CmdStanR instead of RStan. The new vignette R Markdown CmdStan Engine provides a demonstration. (#261, #264, @bearloga)

cmdstanr 0.4.0