Building a Rstan package with custom c++ code

Interfaces RStan
1

I looked at several resources but it is not clear to me how can I include the c++ file

aaa.cpp

#include <stdio.h>
#include <stdlib.h>

int main(){
	printf(" %d \n ", 3);
}

in a stan model within an R package. In particular I have two questions:

  1. Where should I put the file aaa.cpp
  2. how should I link the file (e.g., #include <path?.cpp>)

Thanks a lot

2

The easiest way is to use Rcpp. There are tons of resources out there, but this is a good start: http://dirk.eddelbuettel.com/code/rcpp/Rcpp-package.pdf

3

Or I should read better! If you put your c++ code in a subdirectory of your stan models, you can include them using

functions {
#include subdir/cppfile
}

Note no spaces before the hash symbol, Stan is very picky about these things!

4

Thanks,

just to confirm, this source c++ code will get compiled at the moment of R package installation together with the *.stan code

My worry is that hoe the R installer knows which files to compile?

5

If you use rstantools, it will set everything up for you, then the R package installation process will work as usual. Note that in general you can only write functions, not a main().

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