Faster CSV read with multiple chains

[rok-cesnovar]

Summary

We should not be running posterior::bind_draws when looping over the chains but instead call it a single time once we read in all chains.

For this example:

library(cmdstanr)
model_code <- "
parameters {
  real k;
}

transformed parameters {
  real x[20000] = rep_array(k, 20000);
}

model {
  k ~ normal(0, 1);
}
"
model_file <- write_stan_file(model_code)
mod <- cmdstan_model(model_file)
fit <- mod$sample(iter_sampling = 2000, validate_csv = FALSE, chains = 4)

start <- Sys.time()
f <- fit$draws()
print(Sys.time() - start)

the $draws() call goes from 28s to 19s. There is no difference for 1 chain.

Copyright and Licensing

Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Rok Češnovar

By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the following licenses:

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

[codecov-io]

Codecov Report

Merging #419 (ef3d394) into master (aa9bb61) will decrease coverage by 0.05%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #419      +/-   ##
==========================================
- Coverage   91.77%   91.72%   -0.06%     
==========================================
  Files          12       12              
  Lines        2773     2768       -5     
==========================================
- Hits         2545     2539       -6     
- Misses        228      229       +1     

Impacted Files	Coverage Δ
R/csv.R	98.95% <100.00%> (-0.03%)	⬇️
R/fit.R	98.37% <100.00%> (-0.39%)	⬇️
R/utils.R	91.89% <100.00%> (-0.06%)	⬇️

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[jgabry]

Awesome! Looks good.