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Allow creation of InferenceData from CmdStanGQ objects
CmdStanPy allows you to run a standalone generated quantities run which returns a different data object than the standard .sample() method. That said, I believe it contains everything you'd need for a posterior-group-only InferenceData object.
This would be great for doing posterior predictive plotting - currently if I want to use arviz for this I need to re-run my whole model so I have a CmdStanMCMC object to pass to the arviz functions.
This was briefly mentioned in #844 but there appears to not be any more recent discussion
I need to check my code, I think I have this implemented somewhere.
Thank you, it would be very helpful. I think I could rig something using some of the older code in the cmdstanpy io portion if you aren't able to find anything