Mirroring #1
A basic version that just allows Stan calls is trivial based on the code in #78.
Allowing log densities specified in R would require a separate shim library, likely based on Rcpp. Existing examples of this kind of thing can be found:
Note that this would require linking with R's code and that resulting code would become GPL licensed.
We may also be able to get some help from @andrjohns or @jgabry
Mirroring #1
A basic version that just allows Stan calls is trivial based on the code in #78.
Allowing log densities specified in R would require a separate shim library, likely based on Rcpp. Existing examples of this kind of thing can be found:
Note that this would require linking with R's code and that resulting code would become GPL licensed.
We may also be able to get some help from @andrjohns or @jgabry