Progressively update docs references

Add links to related functions in docstrings (applies to both links to internal and external functions), also add See also sections where relevant. Follow up of #1184. Places where references are of particular importance are: kwargs description to ease consulting of the documentation relevant to the kwargs so users know what keys are supported; and functions that take as input the output of a previous one

For details on how to do so, read the hyperlinks section in the developer guide. Moreover, the docstring of hdi and plot_hdi are good examples.

External references

An example of external reference can be found at plot_hdi page (see how rendered page links to scipy, matplotlib and bokeh functions from this source).

Internal references

The same plot_hdi also has an internal reference to hdi. The links are the same as in the previous section.

See also section

An example of See also section can be found at compare page

Status

This should help tracking what has been done. We could open an issue for every single function but that would probably get out of hand fast and make keeping track harder. Functions where work is halfway will be listed below without checkmark, updated functions will be checked and all missing functions are free and unassigned.

If you are interested in working on this, check the list to see what functions are available and comment which (1-4 functions per PR seem like a reasonable number, don’t try to work on too many at the same time) would you like to tackle.

• plot_hdi: nearly finished, only external references for backend_kwargs are missing.
• hdi (maybe a reference would further improve the docstring)
• InferenceData.sel/InferenceData.isel: should have all references to xr.Dataset.sel/isel with hyperlink and also a see also section linking them to each other and to the respective xarray versions
• Other InferenceData methods: intersphinx is present and linking to relevant places, a see also section would be appreciated. This one is not begginer friendly as it should be added programatically by _extend_... cc @percygautam
• compare: extend see also section, maybe use references too? plot_separation is a good example on how to format references in docstrings
• all other functions…
  • plot_xyz
  • stats xyz
  • diagnostics xyz
  • …

[fairka]

Hey can I have this project?

[HayesJohnD]

Ok, I will start on the InferenceData.sel/InferenceData.isel part.