[CI] Try using Docker

[seantalts]

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Columbia University

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[seantalts]

Hey @bgoodri, I'm getting further here but this line is throwing an error and I'm not sure what the intention was here:

> update(devtools::package_deps("rstan"), repos = "https://cran.r-project.org")
Error: 'package_deps' is not an exported object from 'namespace:devtools'

Did you mean devtools::revdep?

[jgabry]

Can this be closed now that GitHub actions was set up? Or is this orthogonal to that? Either way is fine, just checking since this has been open since 2019.