CmdStan guide lacks doc on columns of `diagnose` output

This came up in cmdstanr issue #826 from @ksvanhorn:

It's worth noting the the columns in the output aren't documented anywhere that I can find. I can guess what some of them are, but what are "param idx" and "value"?

One other note: it seems that the diagnose operation failed with a return code of 1, but none of the information I was able to gather told me why the program failed. I'm guessing that maybe an exception got thrown while evaluating an extremely large gradient, but it would be useful for the program to say more instead of just returning an error code of 1.

If I go to the CmdStan doc for the diagnose method I see that @ksvanhorn is right and the columns of the output have no explanations (although some are self explanatory, others could be a bit confusing, like param_idx).

Open the CmdStan guide page on diagnosing HMC by comparison of gradients and review the documented diagnose output. Add explanations for each output column, especially param_idx and value, then verify that the guide makes the table understandable without relying on guesses.