Warn that FFTW.jl must be imported to use FFTESSMethod

[sethaxen]

ess_rhat with FFTESSMethod requires methods of AbstractFFTs.plan_fft! and AbstractFFTs.plan_ifft! that are defined in FFTW.jl, so if the user doesn't call using FFTW, they get a very unhelpful message:

julia> x = randn(1000, 10, 4);

julia> ess_rhat(x; method=FFTESSMethod())
ERROR: MethodError: no method matching plan_fft!(::Matrix{ComplexF64}, ::Int64)
Closest candidates are:
  plan_fft!(::AbstractArray; kws...) at /Users/sethaxen/.julia/packages/AbstractFFTs/JebmH/src/definitions.jl:52

It would be better to give the user a more helpful message telling them to load FFTW first.

[devmotion]

They don't have to use FFTW (it's the main point that you can pick the FFT backend, e.g. you can also use https://github.com/JuliaApproximation/FastTransforms.jl). I agree though that it would be good to document it better.