CmdStanMCMC/MLE/VB from read_cmdstan_csv ouput

[jgabry]

Submission Checklist

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Summary

Closes #411

Allows creating CmdStanMCMC, CmdStanVB, and CmdStanMLE objects from the list returned by read_cmdstan_csv().
In reality these objects are not exactly the same because they don't have an associated CmdStanRun object. This means that methods like cmdstan_diagnose() and save_output_files() are unavailable, but the most important methods (e.g., draws(), summary()) work fine.

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Columbia University

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• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)

[jgabry]

@rok-cesnovar Just added a bunch of review comments that hopefully help explain the changes.

[jgabry]

bumping to dev version

[jgabry]

@yizhang-yiz I think this is now ready to play around with if you want to try it out.

[yizhang-yiz]

> fit <- cmdstanr::as_cmdstan_mcmc(dir(pattern=".csv", full.name=TRUE))

This works

bayesplot::mcmc_dens_overlay(fit$draws(), pars = c("CL", "Q", "V1", "V2", "ka", "sigma"), facet_args = list(nrow = 2))

but this doesn't

> print(fit$time(), digits = 3)
Error: This method is not available for objects created using as_cmdstan_mcmc().

I wonder what the rationale is.

[jgabry]

I wonder what the rationale is.

No good one other than it would take more effort to get that to work. read_cmdstan_csv() doesn't currently give you the timing information. When model fitting happens we create a CmdStanRun object

cmdstanr/R/model.R

Lines 804 to 806 in 46ae80f

	runset <- CmdStanRun$new(args = cmdstan_args, procs = cmdstan_procs)
	runset$run_cmdstan()
	CmdStanMCMC$new(runset)

which handles preparing the call to cmdstan, setting up the external processes, and then running cmdstan. It's also the object that report the run times (because we don't wait for reading in the csv to report the time). The way I created as_cmdstan_mcmc() it avoids creating this object entirely and just uses the output from read_cmdstan_csv(). So to get time information with as_cmdstan_mcmc() we'd just need to add it to read_cmdstan_csv() (probably a good idea anyway).

[rok-cesnovar]

we'd just need to add it to read_cmdstan_csv() (probably a good idea anyway).

Agree. Will do that separately.

[codecov-io]

Codecov Report

Merging #412 (06145b6) into master (d7190ba) will increase coverage by 0.15%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #412      +/-   ##
==========================================
+ Coverage   88.29%   88.45%   +0.15%     
==========================================
  Files          12       12              
  Lines        2793     2823      +30     
==========================================
+ Hits         2466     2497      +31     
+ Misses        327      326       -1     

Impacted Files	Coverage Δ
R/model.R	80.33% <ø> (ø)
R/fit.R	97.10% <100.00%> (+0.41%)	⬆️
R/read_csv.R	98.97% <100.00%> (+0.08%)	⬆️
R/utils.R	91.94% <100.00%> (ø)

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[jgabry]

I changed to as_cmdstan_fit(), good idea. I haven't changed the class names yet but I'm leaning towards CmdStanMCMC_CSV. That's definitely better than CmdStanMCMC2.

Let's wait until #414 is merged and then we can update this PR to include time before merging it.

[jgabry]

Ok I changed the class names to CmdStanMCMC_CSV, CmdStanMLE_CSV, CmdStanVB_CSV and I added the time() method for CmdStanMCMC_CSV after pulling in the changes from #414.

[rok-cesnovar]

Looks good to me. Thanks.

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 88.45%. Comparing base (d7190ba) to head (06145b6).
Report is 1652 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #412      +/-   ##
==========================================
+ Coverage   88.29%   88.45%   +0.15%     
==========================================
  Files          12       12              
  Lines        2793     2823      +30     
==========================================
+ Hits         2466     2497      +31     
+ Misses        327      326       -1     

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