Helper R function to read output csv files generated by CmdStan

read_cmd_stan_output.R

read_cmd_stan_output <- function (dir, file_prefix, n_chains = 4) {
  csvfiles <- character(n_chains)
  for (i in 1:n_chains)
    csvfiles[i] <- paste0(dir, file_prefix, i, ".csv")
  stan_fit <- rstan::read_stan_csv(csvfiles)
  return(stan_fit)
}

# Assume /my/base/dir/ contains stan_output_model_1.csv, 
# stan_output_model__2.csv, stan_output_model_3.csv, 
# stan_output_model_4.csv

base_dir <- "/my/base/dir/"
prefix <- "stan_output_model_"
fit <- read_cmd_stan_output(base_dir, prefix, n_chains = 4)