[FR] get mcmc.summary() as DataFrame

First of all thanks for the great package!

Issue Description

One of the useful features of the MCMC class is the MCMC.summary() method which prints summary statistics of the sampled chain.

In this issue I’m asking for the feature to be able to get this table as a Pandas DataFrame.

Code Snippet

def model(data):
    ...

nuts_kernel = NUTS(model)
mcmc = MCMC(nuts_kernel, num_samples=500)
mcmc.run(data)
mcmc.summary()

It would be very helpful if there was a simple way to get mcmc.summary as DataFrame or perhaps alternatively as a dict which can become a DataFrame.

[martinjankowiak]

i believe you need group_by_chain=False; please refer to the docstring for details

[fritzo]

Yes @noamsgl this would be a great first contribution! You’d need to

• implement the function
• add a docstring
• add a smoke test (this should be easy since pandas is already a test dependency)