Make warnings optional

[eigenvivek]

im using mgc to do multiple independence tests

when the pvalue is greater than 0.05, mgc issues a warning (see code here)

i've tried suppressing this warning, but it's temperamental. can you please add a flag so i can suppress this warning?

[tathey1]

bump

[bdpedigo]

+1

[anibalsolon]

i would say to use the logging module (instead of warnings) to print the message and let the user supress the message by configuring the logging level :)