CmdStan v2.4.0

CmdStan v2.4.0 is based on Stan v2.4.0.

The green-linked tarball includes a copy of Stan v2.4.0 and is the quickest way to get started.

v2.4.0 (20 July 2014)
======================================================================

New Features
------------
* L-BFGS optimization (now the default)
* completed higher-order autodiff (added all probability functions,
  matrix functions, and matrix operators); tested up to 3rd order
* enhanced effective range of normal_cdf to prevent underflow/overflow
* added von Mises RNG
* added ability to use scalars in all element-wise operations
* allow matrix division for mixing scalars and matrices
* vectorization of outcome variates in multivariate normal with efficiency boosts
* generalization of multivariate normal to allow rwo vectors as means
  and

Reorganization
--------------
* move bin/print and bin/stanc to CmdStan; no longer generating main
  when compiling model from Stan C++

New Developer
-------------
* Added Jeffrey Arnold as core Stan developer

Bug Fixes
---------
* modified error messages so that they're all 1-indexed instead of 0-indexed
* fixed double print out of times in commands
* const added to iterators to allow VS2008 compiles
* fix boundary conditions on ordered tests
* fix for pow as ^ syntax to catch illegal use of vectors (which
  aren't supported)
* allow zero-length inputs to multi_normal and multi_student_t
  with appropriate log prob (i.e., 0)
* fixed bug in inverse-Wishart RNG to match MCMCPack results
  with slightly asymmetric inputs
* fixed problem with compiling user-defined function twice
* fixed problem with int-only parameters for user-defined functions
* fixed NaN init problems for user-defined functions
* added check that user variable doesn't conflict with user function + doc
* disallow void argument types in user-defined functions

Code Cleanup and Efficiency Improvements
----------------------------------------
* removed main() from models generated from C++ Stan (they are
  now available only in CmdStan); removed no_main command options
* reserve vector sizes for saving for sample recorder
* removing many instances of std::cout from API (more still to go)
* removed non-functional Nesterov optimization option
* optimization code refactoring for testing ease
* better constant handling in von Mises distribution
* removed tabs from all source files
* massive re-org of testing to remove redundant files and allow
  traits-based specializations, plus fixed for 1-indexing

Testing
-------
* added tests for log_softmax, multiply_lower_tri_self_transpose, tcrossprod
* break out function signature tests into individual files, add many
  more
* enhanced cholesky factor tests for round trip transforms and
  derivatives
* extensive unit testing added for optimization
* remove use of std::cout in all tests

Example Models
--------------
* lots of cleanup in links and models in ARM examples
* added BUGS litter example with more stable priors than in the
  BUGS version (the original model doesn't fit well in BUGS as is,
  either)

Documentation
-------------
* add infix operators to manual
* categorical_logit sampling statement
* Cholesky factor with unit diagonal transform example
* example of using linear regression for prediction/forecasting with
  notes
* clarified some relations of naive Bayes to clustering
  vs. classification and relation to non-identifiability
* new advice on multivariate priors for quad_form_diag
* fix typo in multiply_lower_self_transpose (thanks to Alexey Stukalov)
* fix formatting of reserved names in manual
* fixed typo and clarified effective sample size doc