Open spinkney opened 4 years ago
I happened to stumble upon a post by Ben G. (https://discourse.mc-stan.org/t/generalized-ziggurat-algorithm-for-unimodal-and-unbounded-probability-density-functions-with-zest/6111/2) that says this can be an add-on to rstan. Not sure if the way you've used the c++ code is what constitutes an add on or if it can be added as a key word arg thing to an rstan sampler/VI.
I believe so yes. What I did was essentially follow https://mc-stan.org/rstan/articles/external.html
And yes, if this was part of rstan exclusively, that would be fine license-wise.
I happened to stumble upon a post by Ben G. (https://discourse.mc-stan.org/t/generalized-ziggurat-algorithm-for-unimodal-and-unbounded-probability-density-functions-with-zest/6111/2) that says this can be an add-on to rstan. Not sure if the way you've used the c++ code is what constitutes an add on or if it can be added as a key word arg thing to an rstan sampler/VI.