One of the appeals of using brms
is that it automates the chunking of data and code conversion to map
reduce
equivalents for cmdstanr
to implement within-chain parallelization for at least some parts of models supported by brms.
Is there some way to get code from brms
that I can pass to cmdrstanr
to fit the same model with the same processing approach - i.e. replicate exactly what brms
does albeit with maybe differently-structured output because we’re working with cmdrstanr
objects?
My motivation in asking this is that sometimes I use cmdstanr
to fit models brms
cannot fit but manually setting up multithreading (and writing according code) in cmdstanr
can be tedious. Accordingly, I’m interested in passing simpler model to brms
so that it can automate/optimize that simpler model, then I can tweak it to implement my actual model of interest. I know brms::make_stancode()
exists, but it doesn’t seem to capture everything needed for multithreading.