Reduce console output in tests

[jgabry]

Submission Checklist

• [x] Run unit tests
• [x] Declare copyright holder and agree to license (see below)

Summary

Uses utils::capture.output() and other tricks in more places to reduce the amount of output printed to the console when running the unit tests.

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): Columbia University

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)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)