Nesting Stan in a C ++ Application

Question

I wanted to know if Stan can be included in another C ++ application. Since Stan is also written in C ++, there must be a way. I am currently using RInside to achieve this, but then you have all these data transfers that are time consuming.

Answer 1

What exactly did you want from Stan? We are going to separate the math library into a standalone version for Stan 2.7 ---, which contains the entire matrix, probability and auto diff code. Our repositories already reflect this structure. All MCMC codes and conversion and input-output are called through C ++, as well as a translator from the Stan program to the C ++ class.