I’m trying to use the latest version of CmdStanPy to run sampling on my stan model which uses map_rect. However, it looks like CmdStanPy’s CmdStanModel cpp_options doesn’t allow specifying compiler options like ‘-pthread’ and ‘-DSTAN_THREADS’, which is necessary to enable multi-threading. How can I deal with this? I am new to stan and particularly cmdstan and cmdstanpy, so any help is much appreciated!
You can define compiler flags the same way you would define them for CmdStan.
See instructions (download pdf)