Rstan

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Installation instructions

Consider starting an interactive job for compiling. Copy and paste the following to your shell.

Note: Rstan depends on the V8 R package.

# Load the R software module, e.g.
module load math/R/3.6.3

# Prepare .R directory (if it does not already exists)
mkdir -p ~/.R

# Write the following environment variables to Makevars
echo "CXX14=icpc" >> ~/.R/Makevars
echo "CXX14FLAGS=-O3 -fPIC -std=c++14 -axCORE-AVX512,CORE-AVX2,AVX -xSSE4.2 -fp-model strict -qopenmp" >> ~/.R/Makevars

# Set up environment for V8
export DOWNLOAD_STATIC_LIBV8=1

# Install V8 and Rstan packages from within R session
R -q
> install.packages(c("V8","rstan"))

# Run a quick test
> example(stan_model, package = "rstan", run.dontrun = TRUE)

Additional information can be found at: https://github.com/stan-dev/rstan/wiki/Configuring-C-Toolchain-for-Linux