Automatically handle warmup draws and sampling metadata from_pymc3

[michaelosthege]

Tell us about it

The trace.report in PyMC3 now has attributes n_tune, n_draws and t_sampling (see pymc-devs/pymc#3827).

I have this snippet to store those metadata with the trace:

idat = arviz.from_pymc3(trace)
if hasattr(trace.report, 'n_tune'):
        idat.posterior.attrs['n_tune'] = trace.report.n_tune
        idat.posterior.attrs['n_draws'] = trace.report.n_draws
        idat.posterior.attrs['t_sampling'] = trace.report.t_sampling

Using n_draws, one can now slice a trace that contains warmup iterations:

trace_warmup = trace[:-trace.report.n_draws]   # <-- may result in len(trace_warmup) == 0
trace_posterior = trace[-trace.report.n_draws:]

Thoughts on implementation

I suppose both snippets should find their place in the PyMC3Converter, but I'm not sure how saving the warmup should be done.