Implement calculate_lp, diagnostic args for laplace

[WardBrian]

Submisison Checklist

• Run tests: ./runCmdStanTests.py src/test
• Declare copyright holder and open-source license: see below

Summary:

Exposes new arguments for laplace from stan-dev/stan#3261.

calculate_lp is a boolean subarg of laplace which controls whether or not log_prob is called for each approximate draw. Default is true (existing behavior).

For the hessian and other information, I re-used the diagnostic_file argument of output. This matches with e.g. the JSON outputs of Pathfinder, but if we want a dedicated argument I can add one.

Intended Effect:

Expose new arguments to the laplace sample algorithm

How to Verify:

These are tested in the Stan implementation. I can add more here if desired.

Side Effects:

Documentation:

TBD

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):

Simons Foundation

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/)

[WardBrian]

Just to check: @avehtari - does this sound like it does everything you wanted?

[avehtari]

Sounds good