More intuitive chain extraction methods

Short Description

I’m happy to work on this myself, but before going down that path, is there a simple way to extract samples combined across multiple chains? I know how to do it programmatically, but it would be have this upfront for the user

Code Example or link

something like

param_div_free, param_div = fit.posterior.parameter.extract(combined=True, split_divergence=True)

Also include the ArviZ version and version of any other relevant packages.

Relevant documentation or public examples

I base this off of some of the functionality I enjoyed in the stan utility here:

https://github.com/betanalpha/jupyter_case_studies/issues/4

and things I added here:

https://github.com/grburgess/stan_utility

which I would prefer to abandon and add effort to this project.

[canyon289]

General note. Going to start tagging this with xarray label for things that fall under “Would be nice if we could do this”. Ive got a couple from my bambi work as well

[percygautam]

I tried the code. It’s working fine and returns a DatasetGroupBy object for idata.posterior.