Minimal example C++ project about protostan

[sakrejda]

The issue I see with something simple is that it's not straightforward, as far as I can tell, what the in-memory gymnastics would be to hand over data fast enough, avoid the message size limit, and stick to standard protobuf. Not as much of an issue if you're sending small messages in the server-client context.

[ariddell]

I'm thinking an example project would be useful to iron out some of the details
about how someone would use protostan + stan. (pystan-protostan can't fill that
role because the Python/C++ extension building completely opaque to
non-Python users.) For example, someone distributing software using the
stan + protostan interface could ship the generated .pb.c and .pb.h files; they
don't need to (have the end user) worry about protoc. This would make for a
leaner Makefile.

I'm happy to work on this. I think the simple example would be useful in its
own right and it would also help me think through about how I'll package
pystan-protostan.

(What does this have to do with the size limit? We're not going to have any
individual messages bigger than 512M.)

[ariddell]

Here's an example of the kind of thing that would be cool to have (just to iron out the details): https://github.com/joshrotenberg/zmqpbexample

I think by using autotools you can also deal with the issue of allowing someone to use their own local copy of protobuf if they want to. I might be wrong about this.

[ariddell]

We can just make cmdstan-protostan the example -- we don't need two examples.