Potential for log_prob / grad_log_prob in cmdstanr

[jonah]

@hhau Glad you like CmdStanR!

@avehtari

For the features you ask we need some kind of ServerStan which is on the roadmap, but will take some time before it’s available for CmdStanR.

Yeah unfortunately we won’t have this via CmdStanR in the super short term but like Aki says it’s on the roadmap.