Boost function in rstan

Interfaces RStan
8

Before Ben comes to rescue, there are few things missing from the implementation. For instance, myqgamma needs a “pstream” argument, like so

double myqgamma(double p, double shape, double scale, std::ostream* pstream__) {
...
}

Also, if shape and scale vary, i.e., are estimated parameters, you’ll need to implement them as var so they can be autodiffed with respect to.

Take a look at this thread for some details.

I also think the stan program needs to define myqgamma before it’s used, like so:

functions {
  real mygamma(real p, real shape, real scale);
  real standard_normal_rng() {
    return normal_rng(0,1);
  }
}
....