Instructions on how to use core Stan directly in C++

[rok-cesnovar]

Description:

We need some easy to follow instructions on how to use the core Stan inside a user-written C++ program. See #3085 for example.

The instruction can simply guide through the task of compiling one of the models and running MCMC with the services. The biggest challenges are typically all the dependencies that we need to include in the C++ compiler calls.

Current Version:

v2.28.1

[wjc86]

Has any progress been made on this issue? I'm looking to use a Stan model directly in a C++ program, without parsing a csv from CMDSTAN, and this issue is all I've been able to find

[bob-carpenter]

The thing to do is compile a model and look at the generated .hpp file. It's a C++ program that depends on the Stan math library, but can be used on its own. The interface is pretty simple. We've shown how to wrap it up in a very simple C wrapper for export as part of BridgeStan: https://github.com/roualdes/bridgestan [Even if you don't want BridgeStan, it has a very minimal build file for models and required dependent libraries and exercises most of the model interface.]. It assumes JSON data as input to construct an instance of the class (I think you may also still be able to do this with the R dump file.)

[wjc86]

Great, thank you! This seems like exactly what I need