The discussion about a data.table format reminded me of something I wanted to bring up for a while. I wonder if we can have a non-rvar format that can handle high dimensional arrays of posterior draws? Otherwise behaving like a draws_matrix, i.e., storing chains only as an attribute. If I remember correctly, this is kind of how we store draws in rvars behind the scenes without making this its own format.

The reason for bringing this up is that some brms post-processing function return multi-dimensional output (+ the draws dim) and we don't really represent this in posterior so far except for in rvar. Using rvar as a default output in brms however would be too much a backwards compatibility breaking change (although it will become a non-default option in brms 3.0) and perhaps a bit too adventurous too. That is why I am looking for a "low-level" alternative that resembles what brms already does, namely just outputting high-dimensional arrays.

What are your thoughts on this? Specifically, what does @mjskay think?