Add Palmer penguin dataset

[devmotion]

Would it make sense to add the Palmer penguin dataset? It was recently proposed as an alternative to the well-known Iris dataset due to growing sentiment about Ronald Fisher's eugenicist past. Since Iris is included in MLDataset, I assumed that it might fit in here quite well. Or should it rather be added to RDatasets (but then the same argument would apply to the Iris dataset, it seems)?

[devmotion]

I got the impression that it does not really fit into this package, even though it is intended to be a replacement of the Iris dataset since there are multiple categorical and numerical features without any specific targets. Moreover, for some observations some features are missing. Hence in contrast to the Iris dataset there exists no straightforward split of the Palmer penguins dataset into categorical labels of type Vector{String} and features of type Matrix{Float64}.

Thus instead for now I created a separate package PalmerPenguins.jl that allows to load a CSV.File object of the dataset with all columns and missing values.

[CarloLucibello]

I think this dataset would be a nice addition to this repo, can be ported here easily from PalmerPenguins.jl if anyone wants to do it and if @devmotion agrees

[devmotion]

Since both PalmerPenguins and MLDatasets use DataDeps, I guess one could just load PalmerPenguins.jl instead of re-implementing everything from scratch? I don't plan to retire PalmerPenguins anyways since it's much more lightweight.