Set bw in mcmc_dens_overlay

[lindeloev]

It would be great if mcmc_dens_overlay had a "bw" argument to set the bandwidth of the kernel used for computing the density. mcmc_dens_chains and mcmc_dens_chains_data already have this.

It looks like mcmc_dens_overlay uses the default "nrd0" in density which is very smooth. I have a density with truly abrupt changes which bw = "SJ" captures it much better. Compare mcmc_dens_overlay:

to plot(density(samples$cp_1, bw = "SJ")):