I was meaning to ask on the other thread but I thought it would be off-topic. Maybe it’s less so here since it’s basically the same but for cmdStan so here it goes:
Is it possible to extract the raw trace arrays from an InferenceData object (i.e. the .csv output of cmdstan minus the comment lines)?
I know ArviZ can combine chains from separate cmdStan-generated files, but except for the basic diagnostics I would like to be able to process the results as numpy arrays.
I’m guessing this could also be an option for combining separate PyStan outputs as the original question, without moving everything into ArviZ from then on.
Alternatively, my suggestion would be to just extract the bidimensional sample x parameter fit.get_sampler_params() and fit.extract(permuted=False, inc_warmup=True), and stack them into a three-dimensional sample x parameter x chain. That is what I’m doing now, but I guess this is the kind of extra work that is trying to be avoided.