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rok-cesnovar / math

The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.
https://mc-stan.org
BSD 3-Clause "New" or "Revised" License
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cmdstan version #5

Open spinkney opened 4 years ago

spinkney commented 4 years ago

Let me know what I can do to help get this done with cmdstan. For some reason, we have issues with rstan crashing R and the ability to just pull the updated cmdstan version from git without worrying about R or Python environments is a huge plus.

rok-cesnovar commented 4 years ago

The main issue is that cmdstan currently does not have a general way to include external C++ (that will be fixed but not before the next release). You need to fix the namespace name for every different model which is annoying. Rstan uses a dirty trick there that we can not do in cmdstan.

I have one idea that would make it somewhat simple to add (place a file in the proper spot and rebuild cmdstan), will try it out this week and get back to you.

spinkney commented 4 years ago

I take it that this is another possible avenue https://discourse.mc-stan.org/t/using-petsc-library-together-with-stan/17550/6?