Bugfix/3301 stan csv reader

[mitzimorris]

Submission Checklist

• Run unit tests: ./runTests.py src/test/unit
• Run cpplint: make cpplint
• Declare copyright holder and open-source license: see below

Summary

Better parsing of Stan CSV files to allow for getting MCMC sample from fixed_param and samples with saved warmup draws (bug #3301) and be able to correctly get ADVI sample.

Intended Effect

Always provide valid sample from parsed stan_csv object.

How to Verify

Unit tests

Side Effects

Methods to parse segments of the Stan CSV file - header, etc. no longer take argument out to record warnings and instead throw std::invalid_input errors.

Documentation

N/A

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):

Columbia University

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)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

[mitzimorris]

ready for review.
this will cause CmdStan's bin/stansummary to fail.

[WardBrian]

This looks good to me!

How do you want to handle the cmdstan failure? It seems like it would be annoying if that CI fails until the new R-Hat etc make it all the way in

[mitzimorris]

have branch of CmdStan queued up here: https://github.com/stan-dev/cmdstan/tree/update/3301-stan-csv-reader
can submit PR on CmdStan