Add plotting via Makie as Extension

Project.toml

@@ -27,6 +27,12 @@ StatsFuns = "4c63d2b9-4356-54db-8cca-17b64c39e42c"
 TableTraits = "3783bdb8-4a98-5b6b-af9a-565f29a5fe9c"
 Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
 
+[weakdeps]
+Makie = "ee78f7c6-11fb-53f2-987a-cfe4a2b5a57a"
+
+[extensions]
+MCMCChainsMakieExt = "Makie"
+
 [compat]
 AbstractMCMC = "0.4, 0.5, 1.0, 2.0, 3.0, 4, 5"
 AxisArrays = "0.4.4"

ext/MCMCChainsMakieExt.jl

@@ -0,0 +1,116 @@
+module MCMCChainsMakieExt
+
+import MCMCChains
+import Makie
+
+
+function MCMCChains.trace(chns::T; figure=(;), colormap=Makie.to_colormap(:tol_vibrant)) where {T<:MCMCChains.Chains}
+    params = MCMCChains.names(chns, :parameters)
+
+    n_chains = length(MCMCChains.chains(chns))
+    n_samples = length(chns)
+    n_params = length(params)
+
+
+    colormap = if colormap isa Symbol
+        Makie.to_colormap(colormap)
+    else
+        colormap
+    end
+    @show length(colormap)
+    colorindex(i) =
+        mod(i - 1, length(colormap)) + 1
+
+    # set size if not provided
+    figure = let
+        width = 600
+        height = max(400, 80 * n_params)
+        nt = (size=(width, height),)
+        merge(nt, figure)
+    end
+
+    fig = Makie.Figure(; figure...)
+
+    for (i, param) in enumerate(params)
+        ax = Makie.Axis(fig[i+1, 1]; ylabel=string(param))
+        for chain in 1:n_chains
+            values = chns[:, param, chain]
+            Makie.lines!(
+                ax,
+                1:n_samples,
+                values;
+                label=string(chain),
+                color=(colormap[colorindex(chain)], 0.7),
+                linewidth=0.7
+            )
+        end
+
+        Makie.hideydecorations!(ax; label=false)
+        if i < n_params
+            Makie.hidexdecorations!(ax; grid=false)
+        else
+            ax.xlabel = "Iteration"
+        end
+    end
+
+    for (i, param) in enumerate(params)
+        ax = Makie.Axis(fig[i+1, 2]; ylabel=string(param))
+        for chain in 1:n_chains
+            values = chns[:, param, chain]
+            Makie.density!(
+                ax,
+                values;
+                label=string(chain),
+                color=(colormap[colorindex(chain)], 0.1),
+                strokewidth=1,
+                strokecolor=(colormap[colorindex(chain)], 0.7)
+            )
+        end
+
+        Makie.hideydecorations!(ax)
+        if i < n_params
+            Makie.hidexdecorations!(ax; grid=false)
+        else
+            ax.xlabel = "Parameter estimate"
+        end
+    end
+
+    axes = [only(Makie.contents(fig[i+1, 2])) for i in 1:n_params]
+    Makie.linkxaxes!(axes...)
+
+    Makie.Legend(fig[1, 1:2], first(axes), "Chain", orientation=:horizontal, titlehalign=:left, halign=:left, titleposition=:left)
+
+    Makie.rowgap!(fig.layout, 10)
+    Makie.colgap!(fig.layout, 10)
+
+    return fig
+end
+
+# https://docs.makie.org/stable/explanations/specapi#convert_arguments-for-GridLayoutSpec
+import Makie.SpecApi as S
+
+# Our custom type we want to write a conversion method for
+struct PlotGrid
+    nplots::Tuple{Int,Int}
+end
+
+# If we want to use the `color` attribute in the conversion, we have to
+# mark it via `used_attributes`
+Makie.used_attributes(::T) where {T<:MCMCChains.Chains} = (:linewidth, :alpha)
+
+# The conversion method creates a grid of `Axis` objects with `Lines` plot inside
+# We restrict to Plot{plot}, so that only `plot(PlotGrid(...))` works, but not e.g. `scatter(PlotGrid(...))`.
+function Makie.convert_arguments(::Type{Makie.Plot{Makie.plot}}, chn::T; linewidth=0.7, alpha=0.6) where {T<:MCMCChains.Chains}
+    n_iterations, n_params, n_chains = size(chn)
+    axes_left = [
+        S.Axis(plots=[S.Lines(chn.value[:, p, i]; linewidth, alpha, label=string(i)) for i in 1:n_chains])
+        for p in 1:n_params
+    ]
+    axes_right = [
+        S.Axis(plots=[S.Density(chn.value[:, p, i]; alpha, label=string(i)) for i in 1:n_chains])
+        for p in 1:n_params
+    ]
+    return S.GridLayout(hcat(axes_left, axes_right))
+end
+
+end

src/MCMCChains.jl

@@ -69,6 +69,7 @@ export rafterydiag
 export rstar
 
 export hpd
+export trace
 
 """
     Chains
@@ -108,4 +109,20 @@ include("plot.jl")
 include("tables.jl")
 include("rstar.jl")
 
+
+### trace function via Extensions still needs to define a base function
+function trace end
+
+function __init__()
+
+    Base.Experimental.register_error_hint(MethodError) do io, exc, argtypes, kwargs
+        if exc.f in [trace]
+            if isempty(methods(exc.f))
+                print(io, "\n$(exc.f) has no methods, yet. Makie has to be loaded for the plotting extension to be activated. Run `using Makie`, `using CairoMakie`, `using GLMakie` or any other package that also loads Makie.")
+            end
+        end
+    end
+end
+
+
 end # module