Microarviz

New features
* Added InferenceData dataset containing circular variables ([1265](https://github.com/arviz-devs/arviz/pull/1265))
* Added `is_circular` argument to `plot_dist` and `plot_kde` allowing for a circular histogram (Matplotlib, Bokeh) or 1D KDE plot (Matplotlib). ([1266](https://github.com/arviz-devs/arviz/pull/1266))
* Added `to_dict` method for InferenceData object ([1223](https://github.com/arviz-devs/arviz/pull/1223))
* Added `circ_var_names` argument to `plot_trace` allowing for circular traceplot (Matplotlib) ([1336](https://github.com/arviz-devs/arviz/pull/1336))
* Ridgeplot is hdi aware. By default displays truncated densities at the specified `hdi_prop` level ([1348](https://github.com/arviz-devs/arviz/pull/1348))
* Added `plot_separation` ([1359](https://github.com/arviz-devs/arviz/pull/1359))
* Extended methods from `xr.Dataset` to `InferenceData` ([1254](https://github.com/arviz-devs/arviz/pull/1254))
* Add `extend` and `add_groups` to `InferenceData` ([1300](https://github.com/arviz-devs/arviz/pull/1300) and [1386](https://github.com/arviz-devs/arviz/pull/1386))
* Added `__iter__` method (`.items`) for InferenceData ([1356](https://github.com/arviz-devs/arviz/pull/1356))
* Add support for discrete variables in `plot_bpv` ([1379](https://github.com/arviz-devs/arviz/pull/1379))

Maintenance and fixes
* Automatic conversion of list/tuple to numpy array in distplot ([1277](https://github.com/arviz-devs/arviz/pull/1277))
* `plot_posterior` fix overlap of hdi and rope ([1263](https://github.com/arviz-devs/arviz/pull/1263))
* `plot_dist` bins argument error fixed ([1306](https://github.com/arviz-devs/arviz/pull/1306))
* Improve handling of circular variables in `az.summary` ([1313](https://github.com/arviz-devs/arviz/pull/1313))
* Removed change of default warning in `ELPDData` string representation ([1321](https://github.com/arviz-devs/arviz/pull/1321))
* Update `radon` example dataset to current InferenceData schema specification ([1320](https://github.com/arviz-devs/arviz/pull/1320))
* Update `from_cmdstan` functionality and add warmup groups ([1330](https://github.com/arviz-devs/arviz/pull/1330) and [1351](https://github.com/arviz-devs/arviz/pull/1351))
* Restructure plotting code to be compatible with mpl>=3.3 ([1312](https://github.com/arviz-devs/arviz/pull/1312) and [1352](https://github.com/arviz-devs/arviz/pull/1352))
* Replaced `_fast_kde()` with `kde()` which now also supports circular variables via the argument `circular` ([1284](https://github.com/arviz-devs/arviz/pull/1284)).
* Increased `from_pystan` attrs information content ([1353](https://github.com/arviz-devs/arviz/pull/1353))
* Allow `plot_trace` to return and accept axes ([1361](https://github.com/arviz-devs/arviz/pull/1361))
* Update diagnostics to be on par with posterior package ([1366](https://github.com/arviz-devs/arviz/pull/1366))
* Use method="average" in `scipy.stats.rankdata` ([1380](https://github.com/arviz-devs/arviz/pull/1380))
* Add more `plot_parallel` examples ([1380](https://github.com/arviz-devs/arviz/pull/1380))
* Bump minimum xarray version to 0.16.1 ([1389](https://github.com/arviz-devs/arviz/pull/1389)
* Fix multi rope for `plot_forest` ([1390](https://github.com/arviz-devs/arviz/pull/1390))
* Bump minimum xarray version to 0.16.1 ([1389](https://github.com/arviz-devs/arviz/pull/1389))
* `from_dict` will now store warmup groups even with the main group missing ([1386](https://github.com/arviz-devs/arviz/pull/1386))
* increase robustness for repr_html handling ([1392](https://github.com/arviz-devs/arviz/pull/1392))

New features
* loo-pit plot. The kde is computed over the data interval (this could be shorter than [0, 1]). The HDI is computed analytically ([1215](https://github.com/arviz-devs/arviz/pull/1215))
* Added `html_repr` of InferenceData objects for jupyter notebooks. ([1217](https://github.com/arviz-devs/arviz/pull/1217))
* Added support for PyJAGS via the function `from_pyjags`. ([1219](https://github.com/arviz-devs/arviz/pull/1219) and [1245](https://github.com/arviz-devs/arviz/pull/1245))
* `from_pymc3` can now retrieve `coords` and `dims` from model context ([1228](https://github.com/arviz-devs/arviz/pull/1228), [1240](https://github.com/arviz-devs/arviz/pull/1240) and [1249](https://github.com/arviz-devs/arviz/pull/1249))
* `plot_trace` now supports multiple aesthetics to identify chain and variable
shape and support matplotlib aliases ([1253](https://github.com/arviz-devs/arviz/pull/1253))
* `plot_hdi` can now take already computed HDI values ([1241](https://github.com/arviz-devs/arviz/pull/1241))
* `plot_bpv`. A new plot for Bayesian p-values ([1222](https://github.com/arviz-devs/arviz/pull/1222))

Maintenance and fixes
* Include data from `MultiObservedRV` to `observed_data` when using
`from_pymc3` ([1098](https://github.com/arviz-devs/arviz/pull/1098))
* Added a note on `plot_pair` when trying to use `plot_kde` on `InferenceData`
objects. ([1218](https://github.com/arviz-devs/arviz/pull/1218))
* Added `log_likelihood` argument to `from_pyro` and a warning if log likelihood cannot be obtained ([1227](https://github.com/arviz-devs/arviz/pull/1227))
* Skip tests on matplotlib animations if ffmpeg is not installed ([1227](https://github.com/arviz-devs/arviz/pull/1227))
* Fix hpd bug where arguments were being ignored ([1236](https://github.com/arviz-devs/arviz/pull/1236))
* Remove false positive warning in `plot_hdi` and fixed matplotlib axes generation ([1241](https://github.com/arviz-devs/arviz/pull/1241))
* Change the default `zorder` of scatter points from `0` to `0.6` in `plot_pair` ([1246](https://github.com/arviz-devs/arviz/pull/1246))
* Update `get_bins` for numpy 1.19 compatibility ([1256](https://github.com/arviz-devs/arviz/pull/1256))
* Fixes to `rug`, `divergences` arguments in `plot_trace` ([1253](https://github.com/arviz-devs/arviz/pull/1253))

Deprecation
* Using `from_pymc3` without a model context available now raises a
`FutureWarning` and will be deprecated in a future version ([1227](https://github.com/arviz-devs/arviz/pull/1227))
* In `plot_trace`, `chain_prop` and `compact_prop` as tuples will now raise a
`FutureWarning` ([1253](https://github.com/arviz-devs/arviz/pull/1253))
* `hdi` with 2d data raises a FutureWarning ([1241](https://github.com/arviz-devs/arviz/pull/1241))

Documentation
* A section has been added to the documentation at InferenceDataCookbook.ipynb illustrating the use of ArviZ in conjunction with PyJAGS. ([1219](https://github.com/arviz-devs/arviz/pull/1219) and [1245](https://github.com/arviz-devs/arviz/pull/1245))
* Fixed inconsistent capitalization in `plot_hdi` docstring ([1221](https://github.com/arviz-devs/arviz/pull/1221))
* Fixed and extended `InferenceData.map` docs ([1255](https://github.com/arviz-devs/arviz/pull/1255))

Maintenance and fixes
* Restructured internals of `from_pymc3` to handle old pymc3 releases and
sliced traces and to provide useful warnings ([1211](https://github.com/arviz-devs/arviz/pull/1211))

Maintenance and fixes
* Fixed bug in `from_pymc3` for sliced `pymc3.MultiTrace` input ([1209](https://github.com/arviz-devs/arviz/pull/1209))

Maintenance and fixes
* Fixed bug in `from_pymc3` when used with PyMC3<3.9 ([1203](https://github.com/arviz-devs/arviz/pull/1203))
* Fixed enforcement of rcParam `plot.max_subplots` in `plot_trace` and
`plot_pair` ([1205](https://github.com/arviz-devs/arviz/pull/1205))
* Removed extra subplot row and column in in `plot_pair` with `marginal=True` ([1205](https://github.com/arviz-devs/arviz/pull/1205))
* Added latest PyMC3 release to CI in addition to using GitHub default branch ([1207](https://github.com/arviz-devs/arviz/pull/1207))

Documentation
* Use `dev` as version indicator in online documentation ([1204](https://github.com/arviz-devs/arviz/pull/1204))

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))