The C++ header files of the Stan project are provided by this package, but it contains little R code or documentation. The main reference is the vignette. There is a shared object containing part of the 'CVODES' library, but its functionality is not accessible from R. 'StanHeaders' is only useful for developers who want to utilize the 'LinkingTo' directive of their package's DESCRIPTION file to build on the Stan library without incurring unnecessary dependencies. The Stan project develops a probabilistic programming language that implements full or approximate Bayesian statistical inference via Markov Chain Monte Carlo or 'variational' methods and implements (optionally penalized) maximum likelihood estimation via optimization. The Stan library includes an advanced automatic differentiation scheme, 'templated' statistical and linear algebra functions that can handle the automatically 'differentiable' scalar types (and doubles, 'ints', etc.), and a parser for the Stan language. The 'rstan' package provides user-facing R functions to parse, compile, test, estimate, and analyze Stan models.
This package provides R with access to Stan header files. Stan is a probabilistic programming language implementing full Bayesian statistical inference with MCMC sampling and penalized maximum likelihood estimation with optimization.
By placing these headers in this package, we offer a more efficient distribution system for CRAN as replication of this code in the sources of other packages is avoided.
It can be used via the LinkingTo: field in the DESCRIPTION field of an R package --- and the R package infrastructure tools will then know how to set include flags correctly on all architectures supported by R.