stan

Description:

We need some easy to follow instructions on how to use the core Stan inside a user-written C++ program. See stan-dev/stan#3085 for example.

The instruction can simply guide through the task of compiling one of the models and running MCMC with the services. The biggest challenges are typically all the dependencies that we need to include in the C++

Hi,

is there any plan to implement the Generalized Pareto Distribution in brms (paul-buerkner/brms#110 (comment))? I am playing around with an extreme values analysis and it looks like extremes collected as Peak Over Threshold are better represented by the GPD instead of the generalized extreme value distribution, which I am so happy to see already in `b

Description

Describe the issue as clearly as possible. Issues are meant for bug reports and feature requests. The issue should contain enough information for a developer to put together a solution.

If this is a general question, please post to the forums.

Example

Here's the current errors.

mkdir -p doc/api
doxygen doxygen/doxygen.cfg
warn

Vignettes to-do list:

• filtering returned parameters from $draws()
  Showcase how one can read in only selected parameters.

• variational inference (done in #210)

• optimization (done in #210)

• profiling (done in #435)

• standalone generate_quantities

• vignette on how to use different draws formats

• example with changing adapt delta and max_tr