There are a few special types of user-defined Stan functions for which some
additional details are relevant:
(P)RNG functions
If a user-defined Stan function ends in _rng
, then it can
use the Boost pseudo-random number generator used by Stan. When exposing
such functions to R, a seed
argument will be added to the
formals
. This seed
argument defaults to 0L
,
but any non-negative integer can be passed as the seed
the
first time any user-defined function ending in _rng
is called. In other words, the Boost pseudo-random number generator is
initialized with the given seed
but is declared with the static
C++ keyword, meaning that it will not be reinitialized by subsequent calls
to user-defined functions ending in _rng
.
LP functions
If a user-defined Stan function ends in _lp
, then it can
modify the log-probability used by Stan to evaluate Metropolis
proposals or as an objective function for optimization. When exposing
such functions to R, a lp__
argument will be added to the
formals
. This lp__
argument defaults to zero, but a
double
precision scalar may be passed to this argument when the
function is called from R. Such a user-defined Stan function can terminate
with return target();
or can execute print(target());
to verify that
the calculation is correct.