remove unconventional of Eigen from chains.hpp

[bob-carpenter]

Right now, mcmc/chains.hpp is abusing Eigen to create Eigen vectors of std::string and Eigen vectors of Eigen vectors.

• [x] replace Eigen vectors of strings with std::vector<std::string>
• [ ] replace Eigen vector of vectors with Eigen matrix
• [ ] review rest of code so that Eigen is only used for vectors or matrices of double values
• [ ] use Eigen::Map where possible to allow for use without allocating memory
• [ ] include an interrupt callback