Since I can’t get any speed-up in CmdStanR, it might it be worth trying to replicate the case study in regular CmdStan instead ?
I followed Getting Started with CmdStan, used stan_rdump(names(redcard_data), "redcard.data.R")
in RStudio, and then in the terminal:
make ~/Documents/logistic0
make ~/Documents/logistic1
~/Documents/logistic0 sample data file=~/Documents/redcard.data.R
~/Documents/logistic1 sample data file=~/Documents/redcard.data.R
These compile and sample. But how do I modify to set cores and threads, following the Reduce Sum: A Minimal Example case study ? How can I time things ?