Add `insight::get_parameters(<CmdStanMCMC>)`

[mattansb]

library(cmdstanr)

file <- file.path(cmdstan_path(), "examples/bernoulli/bernoulli.stan")
mod <- cmdstan_model(file)
mod$compile(force_recompile = TRUE)

stan_data <- list(N = 10, y = c(0,1,0,0,0,0,0,0,0,1))

# Run MCMC using the 'sample' method
fit_mcmc <- mod$sample(
  data = stan_data,
  seed = 123,
  chains = 2,
  parallel_chains = 2
)

insight::get_parameters(fit_mcmc)
#> [1] Parameter
#> <0 rows> (or 0-length row.names)

[mattansb]

Is this enough for a PR?

get_parameters.CmdStanFit <- function(x, parameters = NULL, ...) {
  insight::check_if_installed("cmdstanr")

  out <- as.data.frame(x$draws(format = "draws_df"))
  out[c(".chain", ".iteration", ".draw")] <- NULL
  out[grepl("^lp_", colnames(out))] <- NULL

  if (!is.null(parameters)) {
    out <- out[, grepl(parameters, colnames(out)), drop = FALSE]
  }

  out
}

[strengejacke]

I think so.