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.

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

@@             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     

:umbrella: View full report in Codecov by Sentry.
:loudspeaker: Have feedback on the report? Share it here.

[WardBrian]

I will do a patch release tomorrow