This version of BridgeStan features several breaking changes, primarily to the C API which is used "under the hood", but also to how models with generated quantities must be called. Additionally, many "quality of life" features have been added, ranging from `const` correctness in the C API, to vastly improved error messages in the interfaces.
The [BridgeStan documentation](https://roualdes.github.io/bridgestan/latest/) has been updated, and old versions of the docs are now available via a dropdown at the top of each page.
Interface changes
Breaking Changes
- For all interfaces, the `param_constrain` family of functions now accept an `rng` argument of type `StanRNG`. This is **required** if `include_gq` is set in the function, otherwise it may be omitted. These RNGs are now used in any RNG function calls inside the `generated quantities` block, rather than using an RNG stored inside the BridgeStan model object.
- This means that the `param_constrain` function is now thread-safe if each thread has its own `StanRNG`. See the documentation for your preferred interface for more on how to instantiate `StanRNG`s.
Other Changes
- BridgeStan has updated to Stan 2.32.1
- Error messages are now properly reported by each language's preferred exception mechanism. This means no more "See C++ stderr for details" messages when an error occurs.
- All interfaces: `print()` statements inside of Stan models will now be directed to `stdout` instead of `stderr`.
- Python: `print()` statements inside of Stan models are re-directed to `sys.stdout` by default to allow them to appear in things like Jupyter notebooks. See the `capture_stan_prints` argument to the StanModel constructor for more details.
C API
Breaking Changes
- Mirroring the above changes for `param_constrain`, the `bs_model_rng` type has been split into two types, `bs_model` and `bs_rng`. The creation and destruction functions have been renamed to `bs_model_construct`/`bs_rng_construct` and `bs_model_destruct`/`bs_rng_desctruct`.
- The `param_constrain` function accepts a new `bs_rng*` argument, which can be `NULL` if `include_gq` is false.
- Any function in the C API which can fail (those which return integer return codes) now accept an additional argument of type `char **`. If a non-null pointer is provided, it will be set to a _newly allocated_ error message string if a failure occurs. Error messages are no longer printed to `stderr`. These strings **must** later be freed by calling a new function `bs_free_error_msg`.
Other Changes
- The C API functions now properly mark `bs_model*` arguments as `const` where appropriate. With the `param_constrain` changes, this means all functions except for `bs_model_destruct` take a `const` pointer now.
- Three new constants are available in the C API - `bs_major_version`, `bs_minor_version`, `bs_patch_version`.
- The data argument to the `bs_model_construct` function can now be `NULL`, indicating "no data".
- A new function, `bs_set_print_callback` is available. This can be used to provide a function which is called when `print` statements in the Stan model are run. This is primarily used in the Python interface to re-direct to `sys.stdout`.
- The C API now uses the `stdbool.h` header file's `bool` type, rather than `typedef int bool`
**Full Changelog**: https://github.com/roualdes/bridgestan/compare/v1.0.2...v2.0.0