Allow relative path with USER_HEADER cpp_options

[rok-cesnovar]

For external C++ files users can do this:

library(cmdstanr)

stan_file <- "bernoulli_external.stan"

mod <- cmdstan_model(
  stan_file,
  cpp_options = list(USER_HEADER="/home/rok/Desktop/testing/external/make_odds.hpp"),
  stanc_options = list("allow-undefined")
)
data_list <- list(N = 10, y = c(0,1,0,0,0,0,0,0,0,1))
fit <- mod$sample(data = data_list)

The user_header right now needs to be absolute path. We could handle that automatically.

[rok-cesnovar]

@jgabry what do you think if we add a user_header argument to $compile() similar to how @WardBrian did it for cmdstanpy: stan-dev/cmdstanpy#464 (comment)

I like that solution. So it would simplify the above code to:

stan_file <- "bernoulli_external.stan"

mod <- cmdstan_model(
  stan_file,
  user_header = "make_odds.hpp"
)

[jgabry]

@jgabry what do you think if we add a user_header argument to $compile() similar to how @WardBrian did it for cmdstanpy

I like it!