Ok, that make sense. As to documentation, I just rechecked the stan-reference-2.17.0.pdf and it does not mention computing the QR outside of Stan. Perhaps, a line in “9.2. The QR Reparameterization” explaining that the “Stan implementation is memory hungry so consider pre computing Q and R. Then using them as data.” I think it would have made things clearer to me.
Or if it doesn’t belong in the reference, than perhaps another example at the end of the wonderfull case-studie showing how it can be done. It already goes thru 3 versions of this model, walking thru the advantages of each, maybe one more to show how to scale it to real sized problems?