More helpful message on how to handle deprecations

[rok-cesnovar]

With deprecated syntax, stanc3 in 2.29 prints out this warning:

Warning in '/tmp/RtmpfALmCi/model-1d8e6aeb78c2.stan', line 6, column 18: normal_log
    is deprecated and will be removed in Stan 2.32.0. Use normal_lpdf
    instead. This can be automatically changed using the canonicalize flag
    for stanc

As @avehtari mentioned, the suggestion could be more helpful. We can't change what stanc3 prints, nor can we have stanc3 spit out a helpful warning for all possible interfaces.

I think the best plan would be to:

• add a vignette on how to address deprecations
• catch if any stanc3 message mentions deprecations and print an R warning pointing to the online vignette

[jgabry]

Sounds good to me!

[rok-cesnovar]

A draft of this vignette is now available here: https://rok-cesnovar.github.io/cmdstanr/articles/deprecations.html

The corresponding PR is available here: #644 Comments/suggestions are very welcome.

Once that is merged I will include the URL in the warning message.

[jgabry]

I think this can be closed now, but if not feel free to reopen.