BridgeStan provides a bridge from a Stan program to any language with a C foreign function interface (FFI), in order to expose log density evaluations and gradients of the contained Stan model. So far BridgeStan has focused on a few core components, instead of features or doc. Force a Stan model …

Thanks for that example. There is quite a bit of C/C++/Python interop so I suspect it’s possible but I imagine very different from R. Anyone out there with ideas or pointers? I think if it can be made cffi-compatible a la BridgeStan then it is probably straightforward.

I think trying to expose the UDFs of a Stan program in something like bridgestan is not possible. The key idea that makes bridgestan work is that the model class always has some functions which are easy to expose to a C wrapper. The UDFs will be different for each and every model. That said, in som…

[image] WardBrian: The key idea that makes bridgestan work is that the model class always has some functions which are easy to expose to a C wrapper. The UDFs will be different for each and every model. Right. Plus there are issues of matching container types and memory layout from the argum…

I wanted to bump this thread with two new things: Bridgestan now lives on Github at GitHub - roualdes/bridgestan Bridgestan has had an overhaul internally and is now feature complete. An R interface was added, the remaining model class functionality was exposed, and important bugs around topics l…

@WardBrian : Didn’t you say you had a prototype that exposed Stan functions in BridgeStan (but didn’t work on Windows)?

@Bob_Carpenter - I posted that as a separate topic recently [image] Exposing Stan functions in Python via PyBind Publicity Hi all - I’ve recently done some experimenting in how to expose functions written in a Stan model to Python. I’ve cleaned up the results of these an…

BridgeStan continues to move forward and is (hopefully) approaching battle tested. Thanks to @Niko for finding a subtle bug, and big big up to @WardBrian and @stevebronder for squashing it within a day. They simultaneously solved another issue, found by @alphillips (I think), that showed up only o…

Excellent work @WardBrian and @stevebronder !

Nice. Is there any hope /plans for being able to use bridgeStan in a CRAN package for R?

[image] Charles_Driver: CRAN package for R? At the moment we’re not thinking of any release avenues besides Github. Using it from R/Python/Julia will always require downloading the C++ code from there, and a working copy of CmdStan (or possibly just Stan, we’re investigating loosening the req…

Annoucing BridgeStan: a bridge to a Stan model's log_prob and gradient functions

Publicity

WardBrian December 8, 2022, 8:34pm 26

BridgeStan 1.0 is now out! Please continue discussion in the new announcement thread BridgeStan 1.0.0 released

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Annoucing BridgeStan: a bridge to a Stan model's log_prob and gradient functions

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