Merge branch 'develop' into feature/zi_dist

.github/CONTRIBUTING.md

+# Submitting an Issue
+
+If you've clicked on the "guidelines for contributing" link from the GitHub issue tracker, you're in the right place. These guidelines will help the development team fix the issue.
+
+Here are links to create issues for related Stan projects.
+
+| Libraries | Interfaces | Other |
+|-----------|------------|-------|
+| [Math](https://github.com/stan-dev/math/issues/new) <br /> [Stan](https://github.com/stan-dev/stan/issues/new) | [CmdStan](https://github.com/stan-dev/cmdstan/issues/new) <br /> [RStan](https://github.com/stan-dev/rstan/issues/new) <br /> [PyStan](https://github.com/stan-dev/pystan/issues/new) | [shinyStan](https://github.com/stan-dev/shinystan/issues) |
+

.github/ISSUE_TEMPLATE.md

+#### Summary:
+Please provide a short couple sentence summary.
+
+
+#### Description:
+Describe the issue as clearly as possible.
+
+
+#### Reproducible Steps:
+Please report steps to reproduce the issue. If it's not possible to reproduce, please include a description of how you discovered the issue.
+
+If you have a reproducible example, please include it.
+
+
+#### Current Output:
+The current output. Knowing what is the current behavior is useful.
+
+
+#### Expected Output:
+Describe what you expect the output to be. Knowing the correct behavior is also very useful.
+
+
+#### Additional Information:
+Provide any additional information here.
+
+#### Current Version:
+v2.15.0

.github/PULL_REQUEST_TEMPLATE.md

+#### Submission Checklist
+
+- [ ] Run unit tests: `./runTests.py test/unit`
+- [ ] Run cpplint: `make cpplint`
+- [ ] Declare copyright holder and open-source license: see below
+
+#### Summary:
+
+#### Intended Effect:
+
+#### How to Verify:
+
+#### Side Effects:
+
+#### Documentation:
+
+#### Reviewer Suggestions: 
+
+#### Copyright and Licensing
+
+Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
+
+By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:
+- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
+- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

.gitignore

-# /
-/demo
-/models
-/test
-/*.dSYM
-/bin
+# tests
+/test/*/*/*/*/*/*
+/test/*/*/*/*/*
+/test/*/*/*/*
+/test/*/*/*
+/test/*/*
+/test/*
+!/test/*/*/*/*/*/*/
+!/test/*/*/*/*/*/
+!/test/*/*/*/*/
+!/test/*/*/*/
+!/test/*/*/
+!/test/*/
+!/test/*/*/*/*/*/*.*
+!/test/*/*/*/*/*.*
+!/test/*/*/*/*.*
+!/test/*/*/*.*
+!/test/*/*.*
+!/test/*.*
+/test/**/*_generated_*_test.cpp
+/test/**/*.xml
+/test/dummy.cpp
+/test/**/*.so
 
 # other binary
 *.o
+*.o-*
 *.exe
+*.a
 
 # /doc/
 /doc/api
 /doc/*.pdf
+/doc/*.txt
 
 # temporary latex files
-*~
 *.idx
 *.ilg
 *.ind
+*.fdb_latexmk
+*.fls
+
+# temporary emacs files
+*~
+\#*#
+
+# temporary vim files
+.*.swp
 
 # depedencies files
 *.d
-*.hpp.d.*
+*.d.*
 .Rproj.user
-stan.Rproj
 .kdev4/
-stan.kdev4
 .Rapp.history
 
-# models:
-/src/models/**
-!/src/models/**.stan
-!/src/models/**.R
-!/src/models/**/makefile
-
-# tests: compiled models
-/src/test/test-models/*.cpp
-/src/test/test-models/*/*.cpp
-/src/test/test-models/*/*/*.cpp
-/src/test/test-models/*/*/*/*.cpp
-/src/test/test-models/*/*/*/*/*.cpp
-!/src/test/test-models/**/*.stan
-!/src/test/test-models/**/.gitignore
-
-# tests: generated agrad tests
-/src/test/unit-distribution/*/*/*/*_generated_test.cpp
 
 # For the Mac
 *.DS_Store
 
 # local make include
-make/local
+/make/local

.travis.yml

 language: cpp
+
+sudo: false
+
+os:
+  - linux
+  - osx
+  
 compiler:
   - clang
-  - gcc
-env:
-  - RUN_TARGET=build TEST_TARGET=test-unit
-#  - RUN_TARGET=docs
-script: make CC="$CXX" ${RUN_TARGET} ${TEST_TARGET}
-branches:
-  only:
-    - develop
-    - master
-#notifications:
-#  recipients:
-#    - mc.stanislaw@gmail.com
-#  email:
-#    on_success: change
-#    on_failure: always
+
+before_script:
+  - echo "CC=$CXX" > make/local
+
 matrix:
-  exclude: # only make docs once:
-    - compiler: clang
- #     env: RUN_TARGET=docs
-      script: make CC="$CXX" "${RUN_TARGET}" "${TEST_TARGET}"
-      
+  fast_finish: true
+
+env:
+  - TESTFOLDER=test/unit/math/memory
+  - TESTFOLDER=test/unit/math/prim/scal
+  - TESTFOLDER=test/unit/math/prim/arr
+  - TESTFOLDER=test/unit/math/prim/mat
+  - TESTFOLDER=test/unit/math/rev/scal
+  - TESTFOLDER=test/unit/math/rev/arr
+  - TESTFOLDER=test/unit/math/rev/mat
+  - TESTFOLDER=test/unit/math/fwd/scal
+  - TESTFOLDER=test/unit/math/fwd/arr
+  - TESTFOLDER=test/unit/math/fwd/mat
+ # - TESTFOLDER=test/unit/math/mix  ## commenting this out due to segfault on travis
+
+script: ./runTests.py -j2 $TESTFOLDER

README.md

-<a href="http://mc-stan.org">
-<img src="https://github.com/stan-dev/stan/blob/master/logos/stanlogo-main.png?raw=true" alt="Stan Logo"/>
-</a>
+The <b>Stan Math Library</b> is a C++, reverse-mode automatic differentiation library designed to be usable, extensive and extensible, efficient, scalable, stable, portable, and redistributable in order to facilitate the construction and utilization of algorithms that utilize derivatives.
 
-<b>Stan</b> is a C++ and R package providing
+Licensing
+---------
+The Stan Math Library is licensed under the [new BSD license](https://raw.githubusercontent.com/stan-dev/math/develop/licenses/stan-math-library-license.txt).
 
-* full Bayesian inference using the No-U-Turn sampler (NUTS), a variant of Hamiltonian Monte Carlo (HMC),
-* penalized maximum likelihood estimation (MLE) using L-BFGS optimization,
-* a full first- and higher-order automatic differentiation library based on C++ template overloads, and
-* a supporting fully-templated matrix, linear algebra, and probability special function library.
+Required Libraries
+------------------
+Stan Math depends on three libraries:
 
-Home Page
----------
-Stan's home page, with links to everything you'll need to use Stan is:
+- Boost (version 1.62.0): [Boost Home Page](http://www.boost.org)
+- Eigen (version 3.2.9): [Eigen Home Page](http://eigen.tuxfamily.org/index.php?title=Main_Page)
+- Cvodes (version 2.9.0): [Sundials Home Page](http://computation.llnl.gov/projects/sundials/sundials-software)
 
-[http://mc-stan.org/](http://mc-stan.org/)
+These are distributed under the `lib/` subdirectory. Only these three versions of the dependent libraries have been tested with Stan Math.
 
-Interfaces
-----------
-There are separate repositories here on GitHub for interfaces:
-* RStan (R interface)
-* PyStan (Python interface)
-* CmdStan (command-line/shell interface)
+Installation
+------------
+The Stan Math Library is a header-only C++ library.
 
-Source Repository
------------------
-Stan's source-code repository is hosted here on GitHub.
+A simple hello world program using Stan Math is as follows:
 
-Licensing
----------
-The core Stan C++ code and CmdStan are licensed under new BSD.   RStan and PyStan are licensed under GPLv3.
+```
+#include <stan/math.hpp>
+#include <iostream>
+
+int main() {
+  std::cout << "log normal(1 | 2, 3)=" 
+            << stan::math::normal_log(1, 2, 3) 
+            << std::endl;
+}
+```
+
+If this is in the file `/path/to/foo/foo.cpp`, then you can compile and run this with something like this, with the `path/to` business replaced with actual paths:
+
+```
+> cd /path/to/foo
+> clang++ -I /path/to/stan-math -I /path/to/Eigen -I /path/to/boost foo.cpp  -I /path/to/cvodes
+> ./a.out
+log normal(1 | 2, 3)=-2.07311
+```
+
+The `-I` includes provide paths pointing to the four necessary includes:
+
+* Stan Math Library:  path to source directory that contains `stan` as a subdirectory
+* Eigen C++ Matrix Library:  path to source directory that contains `Eigen` as a subdirectory
+* Boost C++ Library:  path to source directory that contains `boost` as a subdirectory
+* Cvodes: path to source directory that contains `cvodes` as a subdirectory
+
+Note that the paths should *not* include the final directories `stan`, `Eigen`, or `boost` on the paths.  An example of a real instantiation:
+
+```
+clang++ -I ~/stan-dev/math -I ~/stan-dev/math/lib/eigen_3.2.9/ -I ~/stan-dev/math/lib/boost_1.62.0/ -I ~/stan-dev/math/lib/cvodes_2.9.0/include foo.cpp
+```
+
+The following directories all exist below the links given to `-I`: `~/stan-dev/math/stan` and `~/stan-dev/math/lib/eigen_3.2.9/Eigen` and `~stan-dev/math/lib/boost_1.62.0/boost` and `~stan-dev/math/lib/cvodes_2.9.0/include`.
+
+Other Compilers
+---------------
+There's nothing special about `clang++` --- the `g++` compiler behaves the same way.  You'll need to modify the commands for other compilers, which will need to be up-to-date enough to compile the Stan Math Library.

README.txt

-STAN VERSION 1.3.0 README
-======================================================================
-
-Stan is a C++ library for probability, optimization and sampling.
-
- 
-Stan License
-----------------------------------------------------------------------
-Stan is licensed under the new BSD license (3 clause):
-
-  $STAN/licenses/stan-license.txt
-
-
-Dependencies
-----------------------------------------------------------------------
-The test, build, run-time dependencies and their licenses are in:
-
-  $STAN/licenses/dependencies.txt
-
-
-Documentation
-----------------------------------------------------------------------
-Stan's user's guide and reference manual, including installation 
-instructions and a quick start guide, are in:
-
-  $STAN/doc/stan-reference.pdf
-
-Stan's C++ API guide is in:
-
-  $STAN/doc/api/html/index.html
-
-
-Building Stan
-----------------------------------------------------------------------
-Stan uses GNU make for builds, with top-level makefile:
-
-  $STAN/makefile
-
-The make targets for building and testing are displayed by:
-
-  > cd $STAN
-  > make help
-
-
-Demos
-------------------- 
-For examples of Stan models, including implementations of the BUGS demos:
-
-  $STAN/src/models
-
-

diff_manual.sh

-#!/bin/bash
-
-# from http://stackoverflow.com/questions/1404796/how-to-get-the-latest-tag-name-in-current-branch-in-git
-PreviousAndCurrentGitTag=`git describe --tags \`git rev-list --tags --abbrev=0 --max-count=2\` --abbrev=0`
-PreviousGitTag=`echo $PreviousAndCurrentGitTag | cut -f 2 -d ' '`
-CurrentGitTag=`echo $PreviousAndCurrentGitTag | cut -f 1 -d ' '`
-
-OLDVERSION=$1
-if [ -z "$OLDVERSION" ]; then
-        OLDVERSION=$PreviousGitTag
-fi
-NEWVERSION=$2
-if [ -z "$NEWVERSION" ]; then
-        NEWVERSION=$CurrentGitTag
-fi
-
-BRANCH=`git branch | grep ^*`
-if [ "* master" != "$BRANCH" ]; then
-        echo 'You must be on the master branch to run this script'
-        exit 3
-fi
-
-if ! git diff-index --quiet HEAD --; then
-        echo "You have uncommited changes that need to be committed or stashed before running this script; aborting"
-        exit 4
-fi
-
-STAN_HOME=`pwd`
-cd $STAN_HOME/src/docs/stan-reference
-bash diff.sh $OLDVERSION $NEWVERSION
-if [ $? != 0 ]; then
-        echo "Diffing failed, aborting"
-        git reset --hard HEAD
-        git checkout master
-        exit 5
-fi
-cd $STAN_HOME
-if [ -e ${STAN_HOME}/src/docs/stan-reference/diff_patches/${OLDVERSION}_${NEWVERSION}.patch ]; then
-        git apply ${STAN_HOME}/src/docs/stan-reference/diff_patches/${OLDVERSION}_${NEWVERSION}.patch
-        if [ $? != 0 ]; then
-                echo "Applying patch failed, aborting"
-                git reset --hard HEAD
-                git checkout master
-                exit 6
-        fi
-fi
-make clean-all && make manual
-if [ $? != 0 ]; then
-        echo "Creating diffed manual failed, aborting"
-        git reset --hard HEAD
-        git checkout master
-        exit 7
-fi
-
-git reset --hard HEAD
-git checkout master
-echo "Manual diffed successfully (in theory); you can upload stan-reference-*.pdf"
-exit 0

src/doxygen/Eigen.dox → doxygen/Eigen.dox

-/**
- * @namespace Eigen
- * (Expert) Numerical traits for algorithmic differentiation variables.
- */
-
- /**
-  * @namespace Eigen::internal
-  * (Expert) Product traits for algorithmic differentiation variables.
-  */
+/**
+ * @namespace Eigen
+ * (Expert) Numerical traits for algorithmic differentiation variables.
+ */
+
+ /**
+  * @namespace Eigen::internal
+  * (Expert) Product traits for algorithmic differentiation variables.
+  */

src/doxygen/boost.dox → doxygen/boost.dox

-/**
- * @namespace boost
- * Reimplementing boost functionality.
- */
-
-/**
- * @namespace boost::math
- * Reimplmeneting boost functionality for <code>stan::agrad::var</code> and
- * and bugs in classification of integer types.
- * 
- * FIXME: remove when BOOST fixes isfinite(). See ticket #6517. (Boost 1.48.0)
- * https://svn.boost.org/trac/boost/ticket/6517
- */
+/**
+ * @namespace boost
+ * Reimplementing boost functionality.
+ */
+
+/**
+ * @namespace boost::math
+ * Reimplmeneting boost functionality for <code>stan::math::var</code> and
+ * and bugs in classification of integer types.
+ * 
+ * FIXME: remove when BOOST fixes isfinite(). See ticket #6517. (Boost 1.48.0)
+ * https://svn.boost.org/trac/boost/ticket/6517
+ */

src/doxygen/doxygen-footer.html → doxygen/doxygen-footer.html

@@ -5,7 +5,7 @@
   [ <a href="http://mc-stan.org/">Stan Home Page</a> ]
   </span>
   <span style="float:right; margin=0 1em 0 1em;">
-  <i>&copy; 2011&ndash;2014,
+  <i>&copy; 2011&ndash;2016,
   Stan Development Team.
   &nbsp;&nbsp;&nbsp;&nbsp;
   </i>

doxygen/mainpage.dox

+/**
+ * @mainpage
+ * 
+ * This is the API documentation for the Stan Math Library.
+ *
+ * <h3>More Information</h3>
+ *
+ * <div style="width:30em;">
+ * <p>For more information, including pointers to narrative 
+ * documentation, please visit Stan's home page at:
+ * </div>
+ *
+ * <a style="font-family: 'lucida console', courier; font-size:1.15em; font-weight:bold; margin:2em 1em 2em
+ 1em;" href="http://mc-stan.org/">http://mc-stan.org/</a>
+ *
+ */

doxygen/stan.dox

+/**
+ * @namespace stan::math
+ * Matrices and templated mathematical functions.
+ * Templated probability distributions. All paramaterizations
+ *   are based on Bayesian Data Analysis.
+ * Function gradients via reverse-mode automatic differentiation.
+ */