Using listeners to notify when sampling is complete

StanFit objects issue a notification when sampling is complete. This is useful, for example, when for automating things that should be done when sampling is finished. Below is a minimal example of listening for the exit notification:

model_code = {
'data {'
'    int<lower=0> N;'
'    int<lower=0,upper=1> y[N];'
'}'
'parameters {'
'    real<lower=0,upper=1> theta;'
'}'
'model {'
'for (n in 1:N)'
'    y[n] ~ bernoulli(theta);'
'}'
};

data = struct('N',10,'y',[0, 1, 0, 0, 0, 0, 0, 0, 0, 1]);

model = StanModel('model_code',model_code);
% Compile the Stan model. This takes a bit
model.compile();

% Create the StanFit object, with some extra warmup so the notification isn't immediately triggered
fit = model.sampling('data',data,'warmup',50000,'verbose',false);

% Attach the listener
addlistener(fit,'exit',@exitHandler);

where the listener callback is defined as (make sure this function is in your Matlab path):

function exitHandler(src,data)
   fprintf('\n');
   beep;
   fprintf('Listener notified!\n');
   fprintf('Stan finished. Chains exited with exitValue = \n');
   disp(src.exit_value)
   fprintf('\n');
end

Currently, notifications are sent only when sampling completes successfully. This will expanded in the future to include different notifications. More information can be found in the Matlab documentation.