standalone generated quantities need way to run stansummary on resulting csv file

[mitzimorris]

Summary:

The CmdStan method generate_quantities doesn't directly provide a way to summarize the output csv file;
either modify stansummary to recognize generate quantities output, or create new utility.

Description:

The csv output file isn't a proper Stan csv output file - it's missing:

• initial comment with "thin" information
• final comments for timing information

Add comments to CSV file so that it looks like a Stan CSV file that can be parsed
by stan::io::csv_reader; modify stansummary so that missing sampler params columns are OK.

Current Version:

v2.23.0

[mitzimorris]

CmdStanPy and CmdStanR wrappers provide ways to get a summarize the sample - it only requires computing stats on each column's worth of output; all the StanSummary analysis of correlation between samples isn't necessary.

[mitzimorris]

this could be done by perl or awk.
https://www.commandlinefu.com/commands/view/2967/sum-columns-from-csv-column-col