Adding a build step for CmdStan inside a Julia package

Getting this to work would be so awesome!
Unfortunately I got stuck at some linker issues when trying to use Clang_jll, which was a bit above my abilities. Getting make to work was no issue though, and I think there are already standalone stanc3 binaries available on the stanc3 repository.

Thanks. I actually figured out how to make a cached artifact on Gitlab for it, but cmdstan compiled is actually so huge (around 1.1 GB I last checked) that downloading the cached artifact is slower in CI than building it via Github Actions (15 min vs 2-4 min).

Now I am not so sure that pursuing generating an artifact makes sense. Not for something this large.

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Just to provide an update to this, recent versions of Stan support installation via conda, so it is pretty easy to bundle a CmdStan installation with a project using CondaPkg.jl.

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