Geweke-like diagnostic to verify steady state convergence

[mekise]

Is your feature request related to a problem? Please describe.
There is no test in place to verify convergence. While this is not always needed, we should consider adding an optional parameter to turn it on.

Describe the solution you'd like
Add a parameter to diffeqsolver to turn on the convergence check. Use https://turinglang.org/MCMCDiagnosticTools.jl/stable/#MCMCDiagnosticTools.gewekediag maybe?

Describe alternatives you've considered
Make our own test, nothing fancy, something checking the first couple of moments?