Interface for defining which prior log densities are stored for priorsense

[avehtari]

Currently, brms stores all prior log densities in lprior variable. This is fine as the default behavior and makes it easy to use priorsense for quick tests without increasing the memory usage too much. To be able to focus on specific priors, we could allow priors to be tagged with labels.

For example, using a modified version of the example from set_prior doc

make_stancode(rating ~ treat + period + carry + (1|subject),
              data = inhaler, family = cumulative(),
              prior = c(prior(normal(0,10), class = "b", lprior = "b"),
                        prior(normal(1,2), class = "b", coef = "treat", lprior = "treat"),
                        prior(cauchy(0,2), class = "sd", group = "subject", coef = "Intercept"))

This would store the corresponding priors in variables lprior_b and lprior_treat. The same tag could be used for several priors, in which case the log density contributions from those priors would be summed together.

ping @n-kall

[n-kall]

In the separate_scaling branch of priorsense I have implemented the selection of priors and likelihood contributions in the case that lprior and log_lik are arrays. Currently the user needs to keep track of which element of the array corresponds to which prior, but perhaps the mapping can be stored.