New features
- Stats and plotting functions that provide `var_names` arg can now filter parameters based on partial naming (`filter="like"`) or regular expressions (`filter="regex"`) (see [1154](https://github.com/arviz-devs/arviz/pull/1154)).
- Add `true_values` argument for `plot_pair`. It allows for a scatter plot showing the true values of the variables ([1140](https://github.com/arviz-devs/arviz/pull/1140))
- Allow xarray.Dataarray input for plots.([1120](https://github.com/arviz-devs/arviz/pull/1120))
- Revamped the `hpd` function to make it work with mutidimensional arrays, InferenceData and xarray objects ([1117](https://github.com/arviz-devs/arviz/pull/1117))
- Skip test for optional/extra dependencies when not installed ([1113](https://github.com/arviz-devs/arviz/pull/1113))
- Add option to display rank plots instead of trace ([1134](https://github.com/arviz-devs/arviz/pull/1134))
- Add out-of-sample groups (`predictions` and `predictions_constant_data`) to `from_dict` ([1125](https://github.com/arviz-devs/arviz/pull/1125))
- Add out-of-sample groups (`predictions` and `predictions_constant_data`) and `constant_data` group to pyro and numpyro translation ([1090](https://github.com/arviz-devs/arviz/pull/1090), [1125](https://github.com/arviz-devs/arviz/pull/1125))
- Add `num_chains` and `pred_dims` arguments to from_pyro and from_numpyro ([1090](https://github.com/arviz-devs/arviz/pull/1090), [1125](https://github.com/arviz-devs/arviz/pull/1125))
- Integrate jointplot into pairplot, add point-estimate and overlay of plot kinds ([1079](https://github.com/arviz-devs/arviz/pull/1079))
- New grayscale style. This also add two new cmaps `cet_grey_r` and `cet_grey_r`. These are perceptually uniform gray scale cmaps from colorcet (linear_grey_10_95_c0) ([1164](https://github.com/arviz-devs/arviz/pull/1164))
- Add warmup groups to InferenceData objects, initial support for PyStan ([1126](https://github.com/arviz-devs/arviz/pull/1126)) and PyMC3 ([1171](https://github.com/arviz-devs/arviz/pull/1171))
- `hdi_prob` will not plot hdi if argument `hide` is passed. Previously `credible_interval` would omit HPD if `None` was passed ([1176](https://github.com/arviz-devs/arviz/pull/1176))
- Add `stats.ic_pointwise` rcParam ([1173](https://github.com/arviz-devs/arviz/pull/1173))
- Add `var_name` argument to information criterion calculation: `compare`,
`loo` and `waic` ([1173](https://github.com/arviz-devs/arviz/pull/1173))
Maintenance and fixes
- Fixed `plot_pair` functionality for two variables with bokeh backend ([1179](https://github.com/arviz-devs/arviz/pull/1179))
- Changed `diagonal` argument for `marginals` and fixed `point_estimate_marker_kwargs` in `plot_pair` ([1167](https://github.com/arviz-devs/arviz/pull/1167))
- Fixed behaviour of `credible_interval=None` in `plot_posterior` ([1115](https://github.com/arviz-devs/arviz/pull/1115))
- Fixed hist kind of `plot_dist` with multidimensional input ([1115](https://github.com/arviz-devs/arviz/pull/1115))
- Fixed `TypeError` in `transform` argument of `plot_density` and `plot_forest` when `InferenceData` is a list or tuple ([1121](https://github.com/arviz-devs/arviz/pull/1121))
- Fixed overlaid pairplots issue ([1135](https://github.com/arviz-devs/arviz/pull/1135))
- Update Docker building steps ([1127](https://github.com/arviz-devs/arviz/pull/1127))
- Updated benchmarks and moved to asv_benchmarks/benchmarks ([1142](https://github.com/arviz-devs/arviz/pull/1142))
- Moved `_fast_kde`, `_fast_kde_2d`, `get_bins` and `_sturges_formula` to `numeric_utils` and `get_coords` to `utils` ([1142](https://github.com/arviz-devs/arviz/pull/1142))
- Rank plot: rename `axes` argument to `ax` ([1144](https://github.com/arviz-devs/arviz/pull/1144))
- Added a warning specifying log scale is now the default in compare/loo/waic functions ([1150](https://github.com/arviz-devs/arviz/pull/1150)).
- Fixed bug in `plot_posterior` with rcParam "plot.matplotlib.show" = True ([1151](https://github.com/arviz-devs/arviz/pull/1151))
- Set `fill_last` argument of `plot_kde` to False by default ([1158](https://github.com/arviz-devs/arviz/pull/1158))
- plot_ppc animation: improve docs and error handling ([1162](https://github.com/arviz-devs/arviz/pull/1162))
- Fix import error when wrapped function docstring is empty ([1192](https://github.com/arviz-devs/arviz/pull/1192))
- Fix passing axes to plot_density with several datasets ([1198](https://github.com/arviz-devs/arviz/pull/1198))
Deprecation
- `hpd` function deprecated in favor of `hdi`. `credible_interval` argument replaced by `hdi_prob`throughout with exception of `plot_loo_pit` ([1176](https://github.com/arviz-devs/arviz/pull/1176))
- `plot_hpd` function deprecated in favor of `plot_hdi`. ([1190](https://github.com/arviz-devs/arviz/pull/1190))
Documentation
- Add classifier to `setup.py` including Matplotlib framework ([1133](https://github.com/arviz-devs/arviz/pull/1133))
- Image thumbs generation updated to be Bokeh 2 compatible ([1116](https://github.com/arviz-devs/arviz/pull/1116))
- Add new examples for `plot_pair` ([1110](https://github.com/arviz-devs/arviz/pull/1110))
- Add examples for `psislw` and `r2_score` ([1129](https://github.com/arviz-devs/arviz/pull/1129))
- Add more examples on 2D kde customization ([1158](https://github.com/arviz-devs/arviz/pull/1158))
- Make docs compatible with sphinx3 and configure `intersphinx` for better
references ([1184](https://github.com/arviz-devs/arviz/pull/1184))
- Extend the developer guide and add it to the website ([1184](https://github.com/arviz-devs/arviz/pull/1184))