Add exit() to the language about stanc3 HOT 5 CLOSED

I think action is on me to come up with possible exceptions to throw.

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I would suggest using std::system_error (introduced in C++11).
http://www.cplusplus.com/reference/system_error/system_error/

It takes a string and an error code. With pull request stan-dev/stan#2307, this should pass through and stop the samplers.

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This is a very small language change, but there are still a fair number of places in Stan where we are catching std::exception generically and not re-throwing it. One is in base_hamiltonian: https://github.com/stan-dev/stan/blob/develop/src/stan/mcmc/hmc/hamiltonians/base_hamiltonian.hpp#L65

So if your model initializes, no exception will cause it to stop. For example:

parameters {
  real mu;
}
model {
  mu ~ normal(0, 1);
  
  if (mu < 0) {
    array[1] int sigma;
    print(sigma[2]);
  }
}

If the indexing exception occurs during initialization, it will exit. But if initialization succeeds (e.g., keep re-running this program), you'll get a program which runs until sampling is complete, even though all these non-recoverable exceptions are thrown

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We could go in and fix the base Hamiltonian here. I don't like that it just swallows an exception without actually fixing it. At least it will cause a rejection.

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I've opened stan-dev/stan#3258 about the places I believe we would need changes in Stan.

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