Following the class reference, you can’t do this anymore (and it’s a little strange to me).
Maybe you can create a child class of the CActiveRecord class, and rewrite it’s __construct method to accept $data argument, and then use this class as a parent for your existing classes. But this way you’ll need to write some code too, and I am not sure it is the best way.
Also don’t forget about the new way of defining safe attributes (for massive assign).