Add a num_threads helper argument to pathfinder()

[WardBrian]

Submission Checklist

• [x] Run unit tests
• [x] Declare copyright holder and open-source license: see below

Summary

Closes #738 by adding a keyword argument num_threads. This checks that the model was compiled with STAN_THREADS defined and if so, sets the environment variable STAN_NUM_THREADS to the desired value.

This also fixes a small oversight pointed out on the forums: https://discourse.mc-stan.org/t/pathfinder-does-not-accept-multiple-inits/34580/

Copyright and Licensing

Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):

By submitting this pull request, the copyright holder is agreeing to license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 79.67%. Comparing base (b420952) to head (71d22e0). Report is 5 commits behind head on develop.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## develop #741 +/- ## =========================================== - Coverage 79.81% 79.67% -0.14% =========================================== Files 75 25 -50 Lines 11502 3843 -7659 =========================================== - Hits 9180 3062 -6118 + Misses 2322 781 -1541 ```

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[WardBrian]

I will do a patch release tomorrow