Is there a way to only monitor & save a subset of parameters in cmdstanr?
The models I am fitting have a lot of parameters (which cannot be declared locally since they have constraints), and so it takes an extremely long time to load the model after it is done fitting
There’s not currently a way to only save a subset of parameters to disc, but you can select a subset when reading them back into R. The draws(), summary(), and I think some other methods have a
variables argument for that. We’re also working on speeding up the CSV reading, which should also help:
Just wondering if there has been any update to this or whether it’s being looked at at all for future releases? would be really useful for models with lots of nuisance parameters