Do we want to do this to ourselves and our course participants - i.e maybe we bite the small compilation bullet and use `cmdstanr`? The advantage of this potentially is that if they can't install `cmdstan` as a dependency they can still interact with all the material as installing deps won't fail for them?
_Originally posted by @seabbs in https://github.com/nfidd/nfidd/pull/10#discussion_r1582840247_