I really appreciated the applied example of the exoplanet to showcase how and why someone might want to plug external C++ into Stan.
When adding better support for this feature in cmdstanpy I adapted the code in the blog, both to switch over from pystan and to update the C++ used to calculate the derivatives to work with more recent versions of Stan's math library.
Hi Dan -
I really appreciated the applied example of the exoplanet to showcase how and why someone might want to plug external C++ into Stan. When adding better support for this feature in cmdstanpy I adapted the code in the blog, both to switch over from pystan and to update the C++ used to calculate the derivatives to work with more recent versions of Stan's math library.
The code is here: https://github.com/WardBrian/notebooks/blob/main/DFM-Exoplanets.ipynb
I'm not sure if you want to do anything with it, but at the very least I thought someone looking for an updated version might look at these issues