Merge branch 'master' of https://github.com/stan-dev/docs into issue/774-size-must-be-data-var

Author: mitzimorris

gen_index.py

@@ -54,7 +54,7 @@ def write_index_page(index):
 
             escaped_name = name.replace("\\", "\\\\").replace("*", "\\*")
             f.write(f"**{escaped_name}**:\n\n")
-            for link, entry in sorted(links):
+            for link, entry in sorted(links, key=lambda x: x[1].lower() + x[0]):
                 f.write(f" - [{entry}]({link})\n")
             f.write("\n\n")
 

src/cmdstan-guide/installation.qmd

@@ -396,34 +396,49 @@ g++ --version
 make --version
 ```
 
-CmdStan is known compatible with the RTools43 toolchain. The toolchain will require
+CmdStan is known compatible with the RTools44 toolchain. The toolchain will require
 updating your `PATH` variable, See [these instructions](https://helpdeskgeek.com/windows-10/add-windows-path-environment-variable/)
 for details on changing the `PATH` if you are unfamiliar. The following instructions will assume that the default installation
 directory was used, so be sure to update the paths accordingly if you have chosen a different
 directory.
 
 
-##### RTools43
+##### RTools44
 
 All required utilities (e.g., `make`, `g++`) for compiling and running CmdStan models on Windows are
-provided by the RTools43 toolchain from the R Project. Installation steps are provided below,
-and for more technical details on the toolchain refer to the [R Project documentation](https://cran.r-project.org/bin/windows/Rtools/rtools43/rtools.html).
+provided by the RTools44 toolchain from the R Project. Installation steps are provided below,
+and for more technical details on the toolchain refer to the [R Project documentation](https://cran.r-project.org/bin/windows/Rtools/rtools44/rtools.html).
+
+The R Project provides RTools44 for both Intel/AMD 64-bit (x86_64) and ARM 64-bit (aarch64) systems.
+If you are unsure which to use, then you can check by going to the Windows Settings, selecting the 'System' menu and then the 'About' option.
+If the 'System Type' field lists 'ARM-based processor', then you should follow the ARM64 instructions below.
 
 Note that the toolchain is only available for 64-bit systems, and uses the new Universal C Runtime (UCRT).
 UCRT is only natively supported on Windows 10 and newer, older systems will require a
 [Microsoft update](https://support.microsoft.com/en-us/topic/update-for-universal-c-runtime-in-windows-c0514201-7fe6-95a3-b0a5-287930f3560c).
 
-###### Installation
+###### Installation - Intel/AMD 64-bit (x86_64)
+
+Download the installer and complete the prompts for installation:
+
+ - [RTools44](https://cran.r-project.org/bin/windows/Rtools/rtools44/files/rtools44-6104-6039.exe)
+
+Next, you need to add the toolchain directory to your `PATH` variable:
+```
+C:\rtools44\usr\bin
+C:\rtools44\x86_64-w64-mingw32.static.posix\bin
+```
+
+###### Installation - ARM 64-bit (arm64/aarch64)
 
 Download the installer and complete the prompts for installation:
 
- - [RTools43](https://cran.r-project.org/bin/windows/Rtools/rtools43/files/rtools43-5958-5975.exe)
+ - [RTools44 - ARM64](https://cran.r-project.org/bin/windows/Rtools/rtools44/files/rtools44-aarch64-6104-6039.exe)
 
-Next, you need to add the toolchain directory to your `PATH` variable. Add the appropriate lines
-from below:
+Next, you need to add the toolchain directory to your `PATH` variable:
 ```
-C:\rtools43\usr\bin
-C:\rtools43\x86_64-w64-mingw32.static.posix\bin
+C:\rtools44-aarch64\usr\bin
+C:\rtools44-aarch64\aarch64-w64-mingw32.static.posix\bin
 ```
 
 ## Using GNU Make {#gnu-make}

src/cmdstan-guide/laplace_sample_config.qmd

@@ -24,12 +24,7 @@ and how much the true posterior in the unconstrained space resembles a Gaussian.
 
 ## Configuration
 
-This method takes 2 arguments:
-
-- `jacobian` - Whether or not the
-[Jacobian adjustment](https://mc-stan.org/docs/stan-users-guide/reparameterization.html)
-should be included in the gradient. The default value is `true` (include adjustment).
-(Note: in optimization, the default value is `false`, for historical reasons.)
+This method takes several arguments:
 
 - `mode` - Input file of parameters values on the constrained scale.
 When Stan's `optimize` method is used to estimate the modal values,
@@ -38,6 +33,16 @@ run with default settings, i.e., the input is the MLE estimate;
 if `optimize` was run with argument `jacobian=true`, then the `laplace`
 method default setting, `jacobian=true`, should be used.
 
+- `jacobian` - Whether or not the
+[Jacobian adjustment](https://mc-stan.org/docs/stan-users-guide/reparameterization.html)
+should be included in the gradient. The default value is `true` (include adjustment).
+(Note: in optimization, the default value is `false`, for historical reasons.)
+
+- `draws` - How many total draws to return. The default is $1000$.
+
+- `calculate_lp` - Whether to calculate the log probability of the model at
+each draw. If this is `false`, the `log_p__` column of the output will be
+entirely `nan`. The default value is `true`.
 
 
 ## CSV output
@@ -53,6 +58,12 @@ These can be used for diagnostics and importance sampling.
 
 - Output columns for all model parameters on the constrained scale.
 
+## Diagnostic file outputs
+
+If requested with `output diagnostic_file=`, a JSON file will be
+created which contains the log density, the gradient, and the Hessian
+of the log density evaluated at the mode.
+
 ## Example
 
 To get an approximate estimate of the mode and standard deviation of the
@@ -83,7 +94,7 @@ The header and first few data rows of the output sample are shown below.
 
 ```
 # stan_version_major = 2
-# stan_version_minor = 31
+# stan_version_minor = 35
 # stan_version_patch = 0
 # model = bernoulli_model
 # start_datetime = 2022-12-20 01:01:14 UTC
@@ -92,6 +103,7 @@ The header and first few data rows of the output sample are shown below.
 #     mode = bernoulli_lbfgs.csv
 #     jacobian = true (Default)
 #     draws = 1000 (Default)
+#     calculate_lp = true (default)
 # id = 1 (Default)
 # data
 #   file = examples/bernoulli/bernoulli.data.json