Add R* convergence diagnostic

[avehtari]

Add R* diagnostic as described in

• Ben Lambert and Aki Vehtari (2020). R*: A robust MCMC convergence diagnostic with uncertainty using gradient-boosted machines. arXiv preprint arXiv:2003.07900

The reference R code available at

• https://github.com/ben18785/ml-mcmc-convergence

[ahartikainen]

Adding some initial tests here

https://gist.github.com/ahartikainen/b892b487df9c067d8e91cdd4d986d3af

I'm not sure what library we should use. And if we select some, then I think it should be "optional".

I think we should also do a comparison test between different libs to see how they perform (time vs accuracy).

[sethaxen]

In case it's useful, here's an example calling MCMCChains.jl's implementation of R* on the same data: https://gist.github.com/sethaxen/b22d9a9ca70530d8f0bce1687a09633f.