Use GH action to install reviewdog

[dstansby]

PR summary

I presume this is more recent than when reviewdog was setup. Saves a few lines and makes for easier maintenance in the future.

PR checklist

• "closes #0000" is in the body of the PR description to link the related issue
• new and changed code is tested
• Plotting related features are demonstrated in an example
• New Features and API Changes are noted with a directive and release note
• Documentation complies with general and docstring guidelines

[ksunden]

I guess my personal opinion is that if we are going to curl | sh, I'd rather be up front about it and not hide it in layers of obfuscation... (That is, in fact, what reviewdog's action does, modulo allowing wget instead of curl and the precise location that it gets installed to)

It just feels like we are adding steps and not getting any benefit from it, and just making it harder to figure out what went wrong if it does go wrong (though the counterargument there is that we would have other people looking for the error simultaneously).

[ksunden]

It does look like there was a temporary problem affecting some PRs where the install script required an argument but that appears to have been reverted such that no argument is equivalent to "latest"

[dstansby]

I was thinking if they change the URL it's one less thing to maintain on our end, and I think having other eyes on it so bugs get reported and fixed faster outweights us having to track down something by ourselves when it goes wrong. There are reportedly 1.9k repos using the action, so it is widely used.

[tacaswell]

I'm in favor of deferring this to an action.