Release CmdStan 2.40

[WardBrian]

Feature freeze (Tuesday, September 8th 2026):

• Ensure all expiring language deprecations have been removed or given new removal dates.
• Create and merge version updating pull requests in Math/Stan/Cmdstan. These should be the last PRs accepted before the freeze.
• Create Math/Stan RC releases.
• Create Stanc3 RC binary.
• Create a release candidate tarball for x86. Make sure RC tarballs include stanc3 binaries.
• Check external links in docs (i.e. TBB docs link) - use https://github.com/tcort/markdown-link-check
• Create a release candidate feature/bugfix list (major features/bugfixes that need testing, link to new docs in Github)
• Run CmdStanR tests with the RC tarball.
• Run CmdStanPy tests with the RC tarball.
• Make a Discourse RC post.

Release (Tuesday, September 14th 2026):

• Create the Math Release notes.
• Create the Stan Release notes.
• Create the Cmdstan Release notes.
• Create the Stanc3 Release notes, include new deprecations and removals.
• Rebuild and publish docs for the new version.
• Check that docs for the previous release links correctly to the newest docs.
• Create the Math release.
• Create the Stan release.
• Create the Stanc3 release.
• Create x86 CmdStan tarballs (check version, check that the extracted folder is in the cmdstan-version format).
• Create non-x86 CmdStan tarballs.
• Run CmdStanR/Py tests with the release tarball.
• Make a Stan blog release announcement post (thank the sponsors and all contributors, mention new devs).
• Link to the blog post in a Discourse thread.