Rel 9.3.0 - Details on installing cmdstan added

INSTALLING_CMDSTAN.md

@@ -0,0 +1,86 @@
+# Installing cmdstan.
+
+## Clone the cmdstan.git repo. Big! Takes a while, by far the longest step.
+
+```
+git clone https://github.com/stan-dev/cmdstan.git --recursive cmdstan
+
+# or e.g.
+# git clone -b v2.28.2 https://github.com/stan-dev/cmdstan.git --recursive cmdstan
+```
+
+## Customize cmdstan.
+
+```
+cd cmdstan
+
+# Create ./make/local from ./make/local.example or copy from a previous install
+# ls -lia ./make/local
+#ls: ./make/local: No such file or directory
+
+# If you want to customize the ./make/local.example file
+# ls -lia ./make/local.example
+# cp -R ./make/local.example ./make/local
+# ls -lia ./make/local
+
+# Now un-comment the CXX=clang++ and STAN_THREADS=true lines in ./make/local.
+
+# Or do:
+touch ./make/local
+echo "CXX=clang++\nSTAN_THREADS=true" > ./make/local
+
+# If you prefer using gcc instead of clang++ use:
+# echo "STAN_THREADS=true" > ./make/local
+
+```
+
+## Build cmdstan.
+
+```
+
+# If a previous install has been compiled in this directory:
+# make clean-all   # or
+# make -B -j9 build
+
+make -j9 build
+
+```
+
+## Test cmdstan was built correctly.
+
+```
+make examples/bernoulli/bernoulli
+
+./examples/bernoulli/bernoulli num_threads=6 sample num_chains=4 data file=examples/bernoulli/bernoulli.data.json
+
+bin/stansummary output_*.csv
+
+```
+
+## For Stan.jl etc. to find cmdstan, export CMDSTAN
+```
+export CMDSTAN=`pwd`   # Use value of `pwd` here
+
+```
+
+## Below an example of the `make/local` file mentioned above with the CXX and STAN_THREADS lines enabled.
+
+```
+# To use this template, make a copy from make/local.example to make/local
+# and uncomment options as needed.
+
+# Be sure to run `make clean-all` before compiling a model to make sure
+# everything gets rebuilt.
+
+# Change the C++ compiler if needed
+CXX=clang++                    # Only needed on macOS if clang++ is preferred.
+
+# Enable threading
+STAN_THREADS=true
+
+# Enable the MPI backend (requires also setting (replace gcc with clang on Mac)
+# STAN_MPI=true
+# CXX=mpicxx
+# TBB_CXX_TYPE=gcc
+
+```

README.md

@@ -32,7 +32,8 @@ The StanJulia ecosystem includes 2 additional packages, StanQuap.jl (to compute
 
 ## Requirements
 
-**Stan's cmdstan executable needs to be installed separatedly.** Please see [cmdstan installation](https://stanjulia.github.io/Stan.jl/latest/INSTALLATION/). If you plan to use C++ level threads, please read the `make/local-example` instructions and below section.
+**Stan's cmdstan executable needs to be installed separatedly.** Please see [cmdstan installation](https://stanjulia.github.io/Stan.jl/latest/INSTALLATION/). If you plan to use C++ level threads, please read the `make/local-example` instructions and below section and [this file](https://github.com/StanJulia/StanSample.jl/blob/master/INSTALLING_CMDSTAN.md).
+
 
 ## Options for multi-threading and multi-chaining