Use threads instead of num_threads for pathfinder, consistent with the rest of cmdstanr

[jgabry]

Submission Checklist

• Run unit tests
• Declare copyright holder and agree to license (see below)

Summary

Deprecate num_threads in favor of threads for consistency with the rest of the package.
Even though we will be doing v1.0 and could simply remove num_threads instead of deprecating,
deprecating feels like the right choice here.

Copyright and Licensing

Please list the copyright holder for the work you are submitting
(this will be you or your assignee, such as a university or company):
Jonah Gabry

By submitting this pull request, the copyright holder is agreeing to
license the submitted work under the following licenses:

• Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
• Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 91.10%. Comparing base (b957945) to head (83189b9).

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1194      +/-   ##
==========================================
- Coverage   91.24%   91.10%   -0.15%     
==========================================
  Files          15       15              
  Lines        6146     6125      -21     
==========================================
- Hits         5608     5580      -28     
- Misses        538      545       +7     

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