plot pointwise WAIC/LOO

[aloctavodia]

ArviZ is missing function to compare models in terms of pointwise ELPD. See figure 10.

Such a function could work for 2 models (like figure 10) or for more than 2 and return a grid of non-redundant subplots, like plot_pair.

[OriolAbril]

I will start working on this. Here is the main idea to make sure we are on the same page.

def plot_compare_pointwise(idata_dict, ic="waic", color=None, ...):
    """Graphical comparison of multiple models in terms of pointwise ELPD.

    idata_dict : mapping (str -> InferenceData)
        Dictionary mapping the name of each model to compare to its corresponding InfereceData
    ic : str, optional
        Information Criterion (WAIC or LOO) used to compare models. Default WAIC.
    color : str or array_like, optional
        Colors of the scatter plot, if color is a str all dots will have the same color, if it is the size of the observations, each dot will have the specified color, otherwise, it will be interpreted as a list of the dims to be used for the color code.
    """
    # behaviour similar to plot_pair with pointwise ELPD plots

I was also thinking that in addition to the color code, it may be useful to have a coords argument, in order to plot only a subset. It could be interesting in the radon case for instance. I will give some more thinking to the API and start a PR soon.