summary percentiles should allow real and empty values

[bob-carpenter]

This issue was moved from CmdStanPy, so it may not have the right language here. The issue is around this specification for stansummary

Summary:

The function stansummary should be extended so that 1. the argument percentiles accepts real values, and 2. it's legal to supply an empty sequence of values.

Description:

Without (1), we can't print central 95% intervals as they require percentiles (2.5, 97.5). Without allowing empty sequences, we can't remove those columns from the output.

Here's the current CmdStan doc for stansummary:

 -p, --percentiles [values]  Percentiles to report as ordered set of
                              comma-separated integers from (1,99), inclusive.
                              Default is 5,50,95.

CmdStanPy requires the sequence to be non-empty, so I'm assuming that's a requirement here. If not, then obviously no need to worry about (2).

Current Version:

2.30

[WardBrian]

That description comes from the stansummary executable command in cmdstan, so this feature request is probably better there