I have for some time wanted to understand the rather large C++ source code base of Stan. I created a blog post about studying it at https://jtimonen.github.io/posts/post-01/ and it is supposed to be part of a series that continues. The first post is about finding a main()
in CmdStan seeing how we enter the Stan services from there.
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Part 2 is out: Understanding the Stan codebase - Part 2: Samplers | Juho Timonen. It is mostly about studying the code in the stan::mcmc
namespace.
Regarding Part 1, @rok_cesnovar explains some things better in this rather new video: Rok Češnovar: The Current State and Evolution of Stan - YouTube.
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