allow reading and saving (save_object()) csv draws with DuckDB to avoid memory explosion

[stemangiola]

For large models (~13K paramemeters) the procedure

library(magrittr)
temp_rds_file <- tempfile(fileext = ".rds")
cmdstanr_fit$save_object(file = temp_rds_file) 
standalone_fit <- readRDS(temp_rds_file)

Takes an incredible amount of memory.

When loaded into memory, the cmdstanr_fit is around ~8Gb, and the operations pick at 54Gb.

This could be solved by handling ".csv" draws on-disk using DuckDB technology (toggling it with a parameter?)

Here an example of csv handling by DuckDB.

https://stackoverflow.com/questions/77797976/working-with-large-csv-file-using-duckdb-or-arrow-in-r

[jgabry]

We're definitely interested in ways to use less memory. I haven't used DuckDB but it seems promising. Right now a lot of the contributors to cmdstanr are pretty busy, but if someone else is interested and has time to work on this please let us know!