Reads posterior output files from cmdstan into a dataframe

Reads posterior output files from cmdstan into a dataframe

read_cmdstan_out_files(
  file_paths,
  params_to_ignore = character(),
  downsampling_factor = 1L,
  comment_lines = TRUE,
  verbose = TRUE
)

Arguments

file_paths

the paths of the cmdstan output files. If the file names end "gz" then we gunzip them (into a pipe, leaving the files themselves zipped).

params_to_ignore

a character vector naming parameters to be excluded from output. If you name a tensor parameter (e.g. "my_vector"), we exclude all elements of it (e.g. "my_vector.1", "my_vector.2").

downsampling_factor

a positive integer: the factor by which to downsample the posterior. e.g. if a value of 2 is specified, we keep 1 in every 2 samples. The default of 1 means we keep all samples.

comment_lines

a single logical value: do the cmdstan output files contain comment lines (beginning with #)? Normally they do; set this argument to FALSE only if you have already removed such lines (for slightly faster parsing of the files).

verbose

a single logical value: should we update on progress reading in the files?

Value

a dataframe binding the contents of all the output files: one row per sample from the posterior, one column per parameter (and an extra column indicating which chain that sample came from, if that can be detected from the file names).