make default iterations, chains etc configurable

Summary:

rstanarm always does generous 4 x 2000 MCMC iterations by default. These defaults cannot be altered.

Description:

A method to change the default does not seem to exist. Users quickly find themselves typing chain = 1, iter = 500 multiple times, when evaluating models.

Reproducible Steps:

None of the two established methods below works:

library(dplyr)
library(rstanarm)
d <- data_frame(x = runif(10, 0, 1), y = rnorm(10, x, .2))

formals(stan_glm)$iter = 300
formals(stan_glm)$chains = 1
m <- stan_glm(y ~ x, data = d)

rstan::rstan_options(iter = 300)
rstan::rstan_options(chains = 1)
m <- stan_glm(y ~ x, data = d)

RStanARM Version:

2.12.1

R Version:

3.3.1

Operating System:

Windows 7/10

Start with the stan_glm entry point and compare its iter and chains defaults with the rstan::rstan_options approach shown in the report. Determine how users can set package-wide defaults, then verify that a model call without explicit values uses those settings while explicit arguments still work.