Display warning message if no known progress logging frontend is loaded

[devmotion]

This PR is a take on #18 (comment). I'm not sure yet how reliable this approach detects if one of the known and recommend progress logging frontends is set up, or not.

[codecov]

Codecov Report

Merging #20 into master will increase coverage by 0.81%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master      #20      +/-   ##
==========================================
+ Coverage   92.42%   93.24%   +0.81%     
==========================================
  Files           1        1              
  Lines          66       74       +8     
==========================================
+ Hits           61       69       +8     
  Misses          5        5              

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[devmotion]

Not completely sure how to test this though, maybe one has to use SafeTestsets or manually create some modules?

[cpfiffer]

Not completely sure how to test this though, maybe one has to use SafeTestsets or manually create some modules?

Maybe

@safetestset "Warning test" begin 
    @test_logs (:warn, warning_message) using AbstractMCMC 
end

Although I'm not sure if this will scope correctly.