cmdstan_map_rect_tutorial | Beginner tutorial for using cmdstan with multithreading

cmdstan_map_rect_tutorial is a R library. cmdstan_map_rect_tutorial has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

The general approach to modifying a Stan model for multithreading has three steps. (1) You must repack the data and parameters into slices, known as "shards". This looks weird the first time you do it, but it really is just repacking. Nothing fancy is going on. (2) You must rewrite the model to use a special function to compute the log-probability for each slice ("shard") of the data. Then in model block, you use a function called map_rect to call this function and pass it all the shards. (3) Configure your compiler to enable multithreading. Then you can compile and sample as usual. In the rest of this tutorial, I'll build up a simple first without multithreading. This will serve to clarify the changes and show you how to work with cmdstan, if you haven't before. Then I'll modify the data and model to get multithreading to work. If you use Windows, it looks like multithreading isn't working yet (see So flip over to a Linux partition, if you have one. If you don't, hope is that an upcoming update to RTools will make things work.