Feature Request: Function to strip stanfit of extra parameters

Summary:

I often find myself capturing the entire output of all parameters, transformed parameters, and generated data when running a stan model. However, this object is very large, too large in fact for things like shinystan. It would be nice to have a built in way strip the stanfit object down to the essential variables.

Description:

I wrote the following function, which could be potentially integrated into the RStan package. I would do a pull request, but I'm not too familiar with S4 classes so don't know how to integrate it.

cleanObject <- function(object,pars){
  pars <- c(pars,'lp__')
  nn <- paste0('^',pars,'(\\[|$)',collapse="|")
  ids <-  grep(nn,  object@sim$fnames_oi)
  ids.2 <- which(names(object@par_dims) %in% pars)
  for(i in 1:4){
    a <- attributes(object@sim$samples[[i]])
    x <- object@sim$samples[[i]][ids]
    for(j in c('names','inits','mean_pars'))
      a[[j]] <- a[[j]][ids]
    attributes(x) <- a
    object@sim$samples[[i]] <- x
  }
  object@par_dims <- object@par_dims[ids.2]
  object@sim$dims_oi <-   object@sim$dims_oi[ids.2]  
  object@sim$pars_oi<- object@sim$pars_oi[ids.2]
  object@sim$fnames_oi <-  object@sim$fnames_oi[ids]
  object@sim$n_flatnames <- length(object@sim$fnames_oi)
  object
}

RStan Version:

packageVersion("rstan")
[1] ‘2.15.1’

R Version:

Start by locating the stanfit S4 class and the cleanObject function described in the issue, including the sim and par_dims slots it modifies. Define the supported parameter-selection behavior and verify that the resulting object retains the requested variables and lp__ while remaining usable; the issue names no implementation file or test.