Allow users to set `num_threads` (available in Stan 2.28)

stan-dev / httpstan

HTTP interface to Stan, a package for Bayesian inference.

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Allow users to set `num_threads` (available in Stan 2.28) #578

Closed riddell-stan closed 2 years ago

riddell-stan commented 3 years ago

Allow users to use multiple threads during sampling.

Relevant code is here: https://github.com/stan-dev/cmdstan/blob/c299040e3d459e594057a5b9066411feca9933fd/src/cmdstan/command.hpp#L335

There will need to be tests added which check that things are actually working as anticipated. Something computationally intensive involving reduce_sum would be enough, I think.

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