Compiling Stan components from Matlab

Before any model fitting can be done, Stan models must be translated to C++ code and compiled. This is done automatically when using the stan function. In addition, the StanModel class exposes a method for compiling models, as well as the underlying Stan components. For example, to build the stan compiler:

m = StanModel('verbose',true);
m.compile('stanc');

We could then define a model and compile that too:

model_code = {
'data {'
'    int<lower=0> N;'
'    int<lower=0,upper=1> y[N];'
'}'
'parameters {'
'    real<lower=0,upper=1> theta;'
'}'
'model {'
'for (n in 1:N)'
'    y[n] ~ bernoulli(theta);'
'}'
};

m.set('model_code',model_code,'model_name','bernoulli');
m.compile();