For the lab I work at, I am writing a wiki page on how to create a C++ function and expose it to Stan. It complements the "Contribute a New Function to Stan" page and is meant to be more accessible (and shorter) than the paper on Automatic Differentiation in Stan.
I believe it would have a place in the Stan/dev wiki. Is there a formal process for adding material to the wiki and getting feedback? -- it didn't seem I needed to do a "pull request" kind of operation.
Thank you!
~ Charles
I will further develop the section on higher-order functions, though I might wait for Stan 3.0 to be released, in case the grammar files undergo further edit.
Feedback welcomed.
~ Charles
I wish that were around when I was figuring it out! Thanks for collecting all that details. I like that you added the step-by-step version as well as the short list of files to modify.
Krzysztof