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
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* 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
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* 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)
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