add a manually-triggered rstan build workflow

The 'downstream' job stands in for rstan in the normal CI run: it compiles
a translation unit using the two TBB APIs StanHeaders needs, in seconds
rather than the best part of an hour. This runs the real thing, on demand,
for when that's worth waiting for -- before a release, or after touching
the Windows TBB setup.

workflow_dispatch inputs choose the R version (4.2 by default, the one whose
Rtools has no oneTBB), the runner, and whether to additionally compile and
fit a tiny Stan model. The last exercises the TBB runtime at run time, not
just the headers and link line, so it's opt-in.

Author: kevinushey

.github/scripts/rstan-fit-check.R

@@ -0,0 +1,40 @@
+# Compile and fit a trivial Stan model. Building rstan proves the headers and
+# link line are right; actually running a model additionally exercises the TBB
+# runtime that RcppParallel loaded -- including the reduce_sum / task isolation
+# path that the old Rtools42 TBB could not support.
+
+library(rstan)
+
+code <- "
+data {
+  int<lower=0> N;
+  vector[N] y;
+}
+parameters {
+  real mu;
+}
+model {
+  y ~ normal(mu, 1);
+}
+"
+
+set.seed(42)
+data <- list(N = 20L, y = rnorm(20, mean = 3))
+
+fit <- stan(
+  model_code = code,
+  data       = data,
+  chains     = 1L,
+  iter       = 200L,
+  refresh    = 0L
+)
+
+estimate <- mean(rstan::extract(fit, "mu")[["mu"]])
+writeLines(sprintf("posterior mean of mu: %.3f (data mean %.3f)", estimate, mean(data$y)))
+
+# a wildly wrong answer would mean the model ran but the sampler is broken;
+# with 20 observations and unit scale this is a very loose bound
+if (!is.finite(estimate) || abs(estimate - mean(data$y)) > 1)
+   stop("posterior mean is implausible; the fit did not work correctly")
+
+writeLines("** rstan fit check passed")

.github/workflows/rstan.yaml

@@ -0,0 +1,85 @@
+# Build rstan from source against this branch's RcppParallel.
+#
+# The 'downstream' job in R-CMD-check.yaml is a stand-in for this: it compiles a
+# small translation unit using the two TBB APIs StanHeaders needs. That catches
+# the breakage this workflow exists to rule out, in seconds rather than the best
+# part of an hour -- so this is deliberately manual, for when the real thing is
+# worth waiting for (before a release, or after touching the Windows TBB setup).
+on:
+  workflow_dispatch:
+    inputs:
+      r-version:
+        description: "R version (4.2 uses Rtools42, which has no oneTBB)"
+        required: true
+        default: "4.2"
+      os:
+        description: "Runner to build on"
+        required: true
+        default: "windows-latest"
+        type: choice
+        options:
+          - windows-latest
+          - macOS-latest
+          - ubuntu-latest
+      fit-model:
+        description: "Also compile and fit a tiny Stan model (slow)"
+        required: false
+        default: false
+        type: boolean
+
+name: rstan
+
+jobs:
+  rstan:
+    runs-on: ${{ inputs.os }}
+
+    name: rstan (${{ inputs.os }}, R ${{ inputs.r-version }})
+
+    # building rstan from source is slow, and slower still on Windows
+    timeout-minutes: 120
+
+    env:
+      GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+      VERBOSE: 1
+      # rstan's own guidance for building it from source
+      MAKEFLAGS: -j2
+
+    defaults:
+      run:
+        shell: bash
+
+    steps:
+      - uses: actions/checkout@v3
+
+      - uses: r-lib/actions/setup-r@v2
+        with:
+          r-version: ${{ inputs.r-version }}
+          use-public-rspm: true
+
+      - name: install RcppParallel from this branch
+        run: R CMD INSTALL --preclean .
+
+      - name: report how RcppParallel resolved TBB
+        run: |
+          Rscript -e 'writeLines(c(
+            paste("TBB_ENABLED", RcppParallel:::TBB_ENABLED),
+            paste("TBB_LIB   ", RcppParallel:::TBB_LIB),
+            paste("CxxFlags  ", RcppParallel:::tbbCxxFlags()),
+            paste("LdFlags   ", RcppParallel:::tbbLdFlags())
+          ))'
+
+      # binaries are fine for everything except rstan and StanHeaders, which are
+      # the packages that actually consume RcppParallel's flags
+      - name: install rstan's dependencies
+        run: Rscript -e 'install.packages(c("Rcpp","RcppEigen","BH","inline","loo","pkgbuild","QuickJSR","withr","V8","gridExtra","ggplot2"))'
+
+      - name: install StanHeaders and rstan from source
+        run: Rscript -e 'install.packages(c("StanHeaders","rstan"), type = "source", INSTALL_opts = "--no-multiarch")'
+
+      - name: load rstan
+        run: |
+          Rscript -e 'library(rstan); print(rstan::stan_version())'
+
+      - name: compile and fit a tiny model
+        if: ${{ inputs.fit-model }}
+        run: Rscript .github/scripts/rstan-fit-check.R