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2 Includes

Stan allows one file to be included within another file using a syntax similar to that from C++. For example, suppose the file my-std-normal.stan defines the standard normal log probability density function (up to an additive constant).

functions {
  real my_std_normal_lpdf(vector y) {
    return -0.5 * y' * y;
  }
}

Suppose we also have a file containing a Stan program with an include statement.

#include my-std-normal.stan
parameters {
  real y;
}
model {
  y ~ my_std_normal();
}

This Stan program behaves as if the contents of the file my-std-normal.stan replace the line with the #include statement, behaving as if a single Stan program were provided.

functions {
  real my_std_normal_lpdf(vector y) {
    return -0.5 * y' * y;
  }
}
parameters {
  real y;
}
model {
  y ~ my_std_normal();
}

There are no restrictions on where include statements may be placed within a file or what the contents are of the replaced file.

2.0.1 Space before includes

It is possible to use includes on a line non-initially. For example, the previous example could’ve included space before the # in the include line:

    #include my-std-normal.stan
parameters {
// ...

If there is initial space before an include, it will be discarded.

2.0.2 Comments after includes

It is also possible to include line-based comments after the include. For example, the previous example can be coded as:

#include my-std-normal.stan  // definition of standard normal
parameters {
// ...

Line comments are discarded when the entire line is replaced with the contents of the included file.