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Feature/issue 2814 warmup auto #729
This is the interface component to stan-dev/stan#2814
Make the automatically chosen metric work with cmdstan!
How to Verify:
Any model built with this cmdstan can now use the 'auto_e' metric.
And that'll run and print some stuff out. Currently your output might look something like this:
The extra output (stuff starting with "adapt") is something I want to talk to the reviewer about (do we need any extra output? Is this the right output). Right now the results of computing the selection criteria from the paper are being printed. Smaller is better, and the adaptation will use for the next sampling stage whichever of the two metrics had a lower value.
Copyright and Licensing
Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company): Columbia University
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