make_imq: Create the (IMQ) Stein kernel function with a preconditioner
In wilson-ye-chen/stein.thinning: Stein Thinning

Create the (IMQ) Stein kernel function with a preconditioner

1	make_imq(smp, scr, pre = "id")

`smp`	n-by-d matrix of n d-dimensional sample points.
`scr`	n-by-d matrix of gradients of log target at `smp`.
`pre`	optional string, either "id" (default), "med", "sclmed", or "smpcov", specifying the preconditioner to be used. Alternatively, a numeric string can be passed as the single length-scale parameter of an isotropic kernel.