document that NUTS-HMC adaptive samplers modify/override any specified stepsize parameter.

[mitzimorris]

The CmdStan (and CmdStanPy, CmdStanR) interfaces should document that the adaptive sampler initializes the stepsize before starting warmup. The function stan::mcmc::init_stepsize - https://github.com/stan-dev/stan/blob/6d0d863b93c7c34dfec4b013863678b233dc9fc7/src/stan/mcmc/hmc/base_hmc.hpp#L93-L162 - sets the stepsize using the value of the services layer specified stepsize as well as the random inits and value of the inverse metric. The resulting initial stepsize won't correspond to the user's specification.

tldr; samplers which have any number of warmup iterations determine the initial stepsize automatically.