stan c++ library

[Su]

Hi, I vaguely remember there was documentation for stan c++ library including some c++ class used in stan like NUTS sampler. But why I couldn't find any  information about this c++ library as well as the documentation online any more?

                                                        Su

[Ben Goodrich]

It is not fully documented or super-stable. But if you clone the source from github and open

$STAN_HOME/doc/api/html/index.html

in a web browser, you can see the doxygen version of the documentation.

Ben

[Su]

Thanks so much!!!

[Bob Carpenter]

On 11/5/13, 12:06 PM, Su wrote:
> Thanks so much!!!
>
> On Tuesday, November 5, 2013 10:23:11 AM UTC-6, Ben Goodrich wrote:
>
> It is not fully documented or super-stable.

Just to qualify that --- the instability Ben's talking about is in
terms of the API specifications. The code is pretty solidly
tested, though we could always use more help in that department.

There's some more tips for C++ developers on our Wiki.

- Bob

[Su]

Hi Bob, thank you for your response so much!

 I want to define the log density and gradient in C++ and call the NUT or HMC sampler in C++. Will you please show me some simple example?

Thanks.    

[Bob Carpenter]

I'm afraid there aren't any simple examples we can point you to.

The best thing to do is run stanc and look at the generated
model code. It exposes functions that expose the log density
and gradient on the unconstrained scale (with and without Jacobian).

As to HMC and NUTS, you'll have to then trace through the
compiled command code. That used to be in stan/gm/command.hpp,
but it's moving to its own repo in CmdStan.

- Bob

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