Monitor subset of parameters in cmdstanr?

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#1

Hi,

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

#2

Hi Enzo,

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:

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