Make MCMCDiagnosticTools an optional dependency

[sethaxen]

PSIS is generally useful for diagnosing importance sampling, but importance weights are not always generated with MCMC. Since MCMCDiagnosticTools is a somewhat heavy dependency, it's a shame it makes this package less lightweight for non-MCMC applications.

We could instead make MCMCDT a conditional dependency using Requires. I propose something like the following methods:

psis(log_ratios; kwargs...): computes PSIS assuming r_eff=1
psis(log_ratios, r_eff; kwargs...): computes PSIS using the user-provided r_eff.
psis(log_ratios; ess_method::MCMCDiagnosticTools.AbstractESSMethod, kwargs...): defined if MCMCDiagnosticTools.jl is loaded using Requires; computes r_eff using the provided ESS method and calls psis(log_ratios, r_eff; kwargs...)

[devmotion]

Since MCMCDiagnosticTools is a somewhat heavy dependency, it's a shame it makes this package less lightweight for non-MCMC applications.

Even without the MCMCDiagnosticTools dependency this package is far from being lightweight:

ParetoSmooth.jl/Project.toml

Lines 7 to 24 in 425404f

	AxisKeys = "94b1ba4f-4ee9-5380-92f1-94cde586c3c5"
	Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
	DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
	FFTW = "7a1cc6ca-52ef-59f5-83cd-3a7055c09341"
	InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
	LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
	LoopVectorization = "bdcacae8-1622-11e9-2a5c-532679323890"
	MCMCDiagnosticTools = "be115224-59cd-429b-ad48-344e309966f0"
	NamedDims = "356022a1-0364-5f58-8944-0da4b18d706f"
	Polyester = "f517fe37-dbe3-4b94-8317-1923a5111588"
	PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
	Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
	Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
	Requires = "ae029012-a4dd-5104-9daa-d747884805df"
	Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
	StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
	StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
	Tullio = "bc48ee85-29a4-5162-ae0b-a64e1601d4bc"

Maybe this could/should be changed but since I haven't used ParetoSmooth and don't plan to in the near future, others should discuss and decide this.

[sethaxen]

Yes, this is one of several dependency-related issues, see #44

[devmotion]

Since MCMCDiagnosticTools is a somewhat heavy dependency, it's a shame it makes this package less lightweight for non-MCMC applications.

Actually, I think it is not a heavy dependency: #44 (comment)

[sethaxen]

Hm, I seem to recall it taking longer to load in the past. I wonder if invalidations were recently fixed in a dependency.