Include c++ code in Stan model?


Is there a way to include foo.hpp in bar.stan input deck? This assumes make processes the compiling & linking properly of course.


If it’s Rstan: There’s an argument “includes” available in the stan_model function.


Thanks. Any chance to do it in cmdstan?


There is a section about it in the CmdStan documentation.


Blech I’m late, but pg 24 of the 2.17.1 CmdStan manual, “4.4. Using External C ++ Code”


Thanks guys.