diagnose: the error argument is sent as epsilon; the output directory is never removed #871

Summary

CmdStanModel.diagnose (cmdstanpy develop at the time of writing, also 1.3.0) has two bugs:

1. The error argument is sent as epsilon. CmdStan never receives error=, and when both arguments are given, epsilon appears twice on the command line.
2. Each call leaves a temporary output directory under _TMPDIR, removed only at interpreter exit. This is the same pattern as log_prob leaves a temporary output directory per call until interpreter exit #867, which is being fixed for log_prob in Remove log_prob's temporary output directory when the call returns #869.

Where

cmdstanpy/model.py, CmdStanModel.diagnose, on develop:

if epsilon is not None:
    cmd.append(f"epsilon={epsilon}")
if error is not None:
    cmd.append(f"epsilon={error}")      # should be f"error={error}"
...
output_dir = tempfile.mkdtemp(prefix=self.name, dir=_TMPDIR)   # never removed

CmdStan 2.40.0's argument tree accepts both sub-arguments under diagnose test=gradient (output of <model> diagnose help-all):

gradient
  Valid subarguments: epsilon, error
  epsilon=<double>   Finite difference step size     Defaults to 1e-6
  error=<double>     Error threshold                 Defaults to 1e-6

Effect

• diagnose(error=x) silently sets the finite-difference step to x, and the error threshold stays at its default 1e-6. The gradient check then judges against a threshold the caller did not ask for, using a step size the caller did not ask for.
• diagnose(epsilon=a, error=b) passes epsilon=a epsilon=b.
• The output directory accumulates in long-running processes, as described in log_prob leaves a temporary output directory per call until interpreter exit #867.

Suggested fix

• Send f"error={error}".
• Scope the output directory with tempfile.TemporaryDirectory(prefix=self.name, dir=_TMPDIR), the approach agreed on Remove log_prob's temporary output directory when the call returns #869.
• Add a test asserting that the command carries error= (the logged command, as the log_prob tests do) and that _TMPDIR's entry count is unchanged after calls on both the success path and the failure path.

We can fold this into #869, or open a separate PR, whichever you prefer.

Versions

cmdstanpy develop (also 1.3.0), CmdStan 2.40.0, Python 3.12, Linux x86_64.