A collection of miscellaneous materials that I wanted to share.
The Stan-comaptible C++ implementation of the algorithm of Goldfarb and Idnani for the solution of a (convex) Quadratic Programming problem. The initial implementation was made by Charles Margossian and was later improved by me and Thomas Vladeck and made suitable to use and an external .hpp file with CmdStan or RStan.
The slides and code used for the talk "State and evolution of Stan" for the Calibrated Webcast series by Generable. The video of the talk is available here.
A function to expose Stan user-defined functions using CmdStanR and Rcpp. The folder includes a simple example and a tutorial written in .Rmd. The tutorial is also available online.
A simple example of how to build a package that depends on cmdstanr.