I’ve written a short post on a successful application of
reduce_sum() to a moderately complex model. The post is here: https://extragalactic.blog/2020/06/04/multithreading-comes-to-stan/. This is more or less a companion to the immediately previous post: https://extragalactic.blog/2020/03/22/the-current-state-of-my-star-formation-history-modeling/.
I didn’t get into the nitty-gritty details of installing and running CmdStan and cmdstanr because it was pretty easy and anyway I didn’t take notes. I did get a helpful hint from member @Max_Mantei that the MSYS make used in Rtools 4.0 is named
mingw32-make and is not installed into Rtools by default. I have a make.exe somewhere on my path (probably cuda tools) that doesn’t work. I also got some help from various threads here when my initial attempts to write a partial_sum function failed. For some strange reason I failed to understand that a vector is not an “array of any type.”