filed cmdstan issue: https://github.com/stan-dev/cmdstan/issues/594
now that we’ve got standalone generated quantities merged into core Stan, we need to add hooks into the interfaces.
from this issue:
Allow users to generate additional quantities of interest (i.e., non-parameter variables which depend on the data and/or fitted parameters), after having fit a model to a specific dataset
and saved the sample to a file. After instantiating the model, for each draw in the sample, run the generated quantities block using parameter values in that draw.
The standalone_generate function requires as inputs:
- the model
- the dataset used to fit it
- the set of draws from the posterior.
For cmdstan, the generated csv file contains the draws and can be read back in using existing methods in
stan/io. It should also be possible to read in an R dumpfile which contains a the matrix of draws.
how does this sound?