v4.4.0 (1 July 2022)

Complex:

• Added fast Fourier transform (FFT) implementations of 1D and 2D discrete Fourier transform and their inverses. (#2686, #2750)
• Added type traits for detecting whether a type has a value type that is complex. (#2694)
• Added vectorized versions of get_real and get_imag. (#2700)
• Vectorized complex abs(), to_complex. (#2737, #2749)

New functions:

• Added the incomplete beta function inverse. (#2637)
• Added the wishart_cholesky_lpdf, which is the Cholesky parameterization of the Wishart distribution of both the input matrix and the scale matrix. (#2710)
• Added the inverse Wishart Cholesky parameterization lpdf\lupdf is available along with inv_wishart_cholesky_rng. (#2713)
• Added the Cholesky parameterization of the multivariate Student's T distribution. (#2715)
• Added the quantile function of the standard normal density function with log input. (#2744)

Misc:

• Upgraded Sundials to version 6.1.1. (#2692)
• Updated Boost to 1.78.0. (#2725)
• Added namespace qualifiers to size and apply calls for C++17 compatibility. (#2693)
• Enabled address sanitizer and fix it when running inside Docker in Flatiron CI. (#2702)
• Made arena_allocator usable for all std containers. (#2708)
• Added gradient calculation for the a2 input in stan-math for the grad_2F1 function and fixes incorrect return values when z is between -1 and 0. (#2721)
• Updated the signatures of eigenvalues and eigenvectors to use our pseudo-concept require templates.(#2728)
• norm1 and norm2 were extended with the apply_vector_unary to accept general std::vectors as well as the Eigen vectors previously supported. (#2742)
• Cleaned up compiler warnings for unused variables and non-consistent use of class and struct for ops_partials_edge. (#2757)
• Fixed the check for y in gamma_lpdf so that it now errors if y is not a positive finite value. (#2758)
• Improved numerical stability of gamma_lcdf gradients (#2767)