将Stan嵌入C ++应用程序 [英] Embedding Stan in C++ application

问题描述

我想知道是否可以将Stan合并到另一个C ++应用程序中.由于Stan也是用C ++编写的，因此应该有一种方法.当前，我正在使用RInside来实现此目的，但是随后您需要进行所有这些数据传输，这非常耗时.

I wanted to know whether it is possible to incorporate Stan in another C++ application. Since Stan is also written in C++, there should be a way. Currently, I am using RInside to achieve this but then you have all this data transferring which is time-consuming.

推荐答案

您特别想从Stan获得什么?我们将把数学库分离为Stan 2.7的独立包含---它包含所有矩阵，概率和自动扩散代码.我们的存储库已经反映了这种结构.所有的MCMC以及转换和I/O代码都可以通过C ++进行调用，从Stan程序到C ++类的转换器也可以进行调用.

What specifically did you want from Stan? We're going to separate out the math library into a standalone include for Stan 2.7 --- that contains all the matrix, probability, and autodiff code. Our repos already reflect this structure. All of the MCMC and transform and I/O code is callable through C++, as is the translator from a Stan program to a C++ class.

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