utility `bin/stansummary` - choose CIs

[mitzimorris]

Summary:

Currently bin/stansummary reports the central 90% credible interval.

cmdstan/src/cmdstan/stansummary.cpp

Lines 110 to 111 in fd7262e

	Eigen::VectorXd probs(3);
	probs << 0.05, 0.5, 0.95;

add command line option allowing user to specify set quantiles in the form of an ordered, comma-separated list, e,g, --percentiles "5,25,50,75,95" or --percentiles "5, 23, 50, 71, 89".

Description:

feature request from CmdStanPy: stan-dev/cmdstanpy#250

Current Version:

v2.23.0

[mitzimorris]

@rok, @syclik, @wd, @bbbales2: should we swap out use of homegrown command-line parser with https://www.boost.org/doc/libs/1_73_0/doc/html/program_options.html

[mitzimorris]

sorry - wrong rok - meant @rok-cesnovar ^^ use of boost program_options lib?

[mitzimorris]

will need to adjust makefile - https://stackoverflow.com/questions/43279924/clang-compile-simple-boost-program-linker-command-failed

Most Boost libraries are header only. You don't need to link any libraries for those. But a few do require linking in libraries, and Program Options is one of them