Define a model about advancedhmc.jl

[torfjelde]

We should probably do something like:

struct LogDensityFunction{F}
    f::F
    dim::Int
end

LogDensityProblems.logdensity(ldf::LogDensityFunction, x) = ldf.f(x)
LogDensityProblems.dimension(ldf::LogDensityFunction) = ldf.dim
LogDensityProblems.capabilities(::Type{<:LogDensityFunction}) = LogDensityProblems.LogDensityOrder{0}()

which is going to be type-stable.

But IMO this is not something we should put in AdvancedHMC.jl 😕 Probably would be better suited to go in LogDensityProblems.jl itself or maaaybe AbstractMCMC.jl or something like this. @devmotion thoughts?