Feature/test nan lmgamma

#### Summary:
Added NaN tests for lmgamma in math/functions, agrad/fwd/functions, and agrad/rev/functions with doc on behavior at NaN.

#### Intended Effect:
Added NaN tests for lmgamma in agrad/fwd/functions, and agrad/rev/functions with doc on behavior at NaN. 

#### How to Verify:
Run test/unit-agrad-fwd/functions/lmgamma, test/unit-agrad-rev/functions/lmgamma

#### Side Effects:
None.

#### Documentation:
Added doc on behavior of lmgamma at NaN and partial derivatives.

#### Reviewer Suggestions:
Anyone.