2-Phase Strategy in `within` or `pyfixest`?

[s3alfisc]

Last week we discussed to support a two-phase strategy of

• first trying to solve the problem with MAP and checking if it converges quickly
• if not, moving over to CGS

Should this logic live in here, or over at pyfixest?

Advantage of having it here is that non-pyfixest users of within would benefit from the (potential) speedup, at the cost of broadening the scope of the package a bit?