Arviz: Add transform argument

[aloctavodia]

A transform argument will allow users to pass a function that will be applied to one or more variables. This is related to pymc-devs/pymc3#3420 and pymc-devs/pymc3#3626

[amukh18]

I would like to work on this issue

[amukh18]

@aloctavodia Could you please give me a brief description of what "transformation of an MCMC sample" means?

[amukh18]

@aloctavodia I would also be grateful if you could link me to some resources that may give me an idea of what the transform function should do.

[ahartikainen]

Like np.log or np.exp done for the samples. So basically any transformation which might eat one more "variables" and outputs a new variable / variables.

[aloctavodia]

@amukh18 check this from an early version of arviz

[amukh18]

@ahartikainen I understand. Thank you!

[amukh18]

@aloctavodia So for the new argument would I need to create something like a new identity_transform function?

[ahartikainen]

I think it could be None by default (==identity_transform) and not do any transformations.