I'm looking for some advice on plotting and visualizing posterior samples from cmdstan.
In the past, I've loaded them into r, using the read_stan_csv command from the rstan package. However, sometimes the sample file is several gigabytes, and R struggles.
Someone once mentioned, in passing, that they used gnuplot for this, and that sounds like a nice solution.
Does anybody have an experience with using gnuplot to plot from a stan samples csv file? If so, how do you load that data, select which parameter to plot, etc?