// cd /usr/local/Cellar/cmdstan/2.15.0 // make ~/.../sparse_glm_csr data { int n; int m; int entries; vector[entries] w; int v[entries]; int u[n+1]; int y[n]; } parameters { real beta_sigma; real beta_df; real intercept; vector[m] beta; } model { vector[n] y_hat; y_hat = csr_matrix_times_vector(n,m,w,v,u,beta) + intercept; beta ~ student_t(beta_df, 0, beta_sigma); y ~ bernoulli_logit(y_hat); }