Add output sig_figs

[rok-cesnovar]

Cmdstan 2.25 will have the output sig_figs argument, see stan-dev/cmdstan#922

cmdstan call will be:

./model sample data file=data.json output sig_figs=12

We should support that.

[jgabry]

Can we just always use max sig_figs and avoid adding a new argument? Or is it preferable not to default to max and make the user request it?

[rok-cesnovar]

In the CSV format more precision means larger files. Typically more than 6 sig figs do not really have a huge effect, but it sometimes does, like the case where this came up or this old issue in cmdstan: stan-dev/cmdstan#521.

We could go with something larger than 6 for default, but 18 is probably too much.

[jgabry]

Oh ok, good point. I think it's fine to add this argument then.

[rok-cesnovar]

You would probably have a better feeling how common these cases are and what would be a good default.

[jgabry]

Hmm, yeah I'm not sure but I'll think about it. I'm actually a bit surprised that issues like the one about outputting covariance matrices don't come up more often.