Includes in USER_HEADER

[maedoc]

@andrjohns

try including the Stan Math headers instead, as these make sure that the plugins are appropriately defined before the Eigen headers get loaded:

Thanks, this is what I was missing and couldn’t find.

@andrjohns

If you’re only working with basic arithmetic operations, then you can instead define the headers in a templated fashion, so that the operations can be handled through autodiff:

Thanks, I have the gradients defined in another C file which is why I modeled this example like that. I do wish it were easier to scaffold the FFI stuff like this.

@andrjohns

need to define the gradients wrt each input for the function.

I will try to use reverse_pass_callback for this once I’ve got the gradients from the C function, as outlined here.