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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.

beginneR
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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.

Bob Carpenter
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  • Are there any news concerning the possibility to incorporate Stan into C/C++? Thanks! – beginneR Mar 07 '16 at 08:39
  • I responded via the question to our users list. We monitor stackoverflow for Stan tags and also our list, but don't want everyone to double our work by cross-posting questions. – Bob Carpenter Mar 08 '16 at 23:24