I am wondering if it is possible to construct a cmdstanr R6 object from cmdstan CSV files. The use case here is running a model on a cluster in MPI that I would subsequently like to make a cmdstanr model object from. I know it’s possible to create an rstan object from CSVs, but my current code is running off of cmdstanr. Cmdstanr does have a function for reading in CSVs, but no way to convert that to an actual object.
Is this a non-trivial problem or is there a helper function somewhere that could get me started?
Hopefully it does, if not, please do open an issue.
It returns a CmdstanFit-like object that support all the cmdstanfit stuff apart from a few functions that cant be supported just from the CSV files, like $data_file() etc.