Fix xlabels and ax argument in plot_elpd (#1601)

* fix ax argument for numvars > 2 and xlabels

* update changelog

* fix xlabels

CHANGELOG.md

@@ -26,6 +26,7 @@
 * Fix `from_numpyro` crash when importing model with `thinning=x` for `x > 1` ([1619](https://github.com/arviz-devs/arviz/pull/1619))
 * Upload updated mypy.ini in ci if mypy copilot fails ([1624](https://github.com/arviz-devs/arviz/pull/1624))
 * Added type checking to raise an error whenever `InferenceData` object is passed using `io_pymc3`'s `trace` argument ([1629](https://github.com/arviz-devs/arviz/pull/1629))
+* Fix `xlabels` in `plot_elpd` ([1601](https://github.com/arviz-devs/arviz/pull/1601))
 
 ### Deprecation
 * Deprecated `index_origin` and `order` arguments in `az.summary` ([1201](https://github.com/arviz-devs/arviz/pull/1201))

arviz/plots/backends/matplotlib/elpdplot.py

@@ -138,10 +138,10 @@ def plot_elpd(
                 squeeze=False,
                 constrained_layout=not xlabels,
                 sharey="row",
-                sharex="all",
+                sharex="col",
             )
         else:
-            fig = ax.get_figure()
+            fig = ax.ravel()[0].get_figure()
 
         for i in range(0, numvars - 1):
             var1 = pointwise_data[i]
@@ -179,7 +179,8 @@ def plot_elpd(
                     "{} - {}".format(models[i], models[j + 1]), fontsize=titlesize, wrap=True
                 )
         if xlabels:
-            set_xticklabels(ax[-1, -1], coord_labels)
+            for i in range(len(ax)):
+                set_xticklabels(ax[-1, i], coord_labels)
             fig.autofmt_xdate()
             fig.tight_layout()
         if legend: