Add Gadfly examples

[rikhuijzer]

I have been working on moving the Gadfly plotting functionality from my package into MCMCChains.jl. However, I figured that I was basically

1. Catching calls to Gadfly.plot(chn::Chains, args...; vargs..., filter=nothing)
2. Converting chn to df::DataFrame
3. Applying filter to df
4. Invoking Gadfly.plot(df, args...; vargs...)

So, most of this could be replaced by using the DataFrames constructor provided by MCMCChains.jl. Since this is easy in use, but can be hard to figure out, I've added a few examples to the docs.

Some examples from the generated documentation:

I wonder if parts of these examples should be implemented in src. I don't think so given the relative easy of use, but am not sure about it.

What would possibly be interesting is to implement a function which uses Gadfly.hstack to show the density and trace side by side. From my package:

For the examples, creating such a hstack was a bit too involved.

Vertical bars for credibility intervals

On a side-note, my package was also showing vertical bars for credibility intervals, like

This functionality is hopefully going to be merged into Gadfly, see GiovineItalia/Gadfly.jl#1521.

[cpfiffer]

I'm down with it, thanks!

[storopoli]

Great addition! Congratulations!

[mkborregaard]

are you replacing the StatsPlots functionality with Gadfly here?

[rikhuijzer]

are you replacing the StatsPlots functionality with Gadfly here?

I don't know about the plans of the Turing developers, but I can say that that has never been my intention! I personally like Gadfly, but I also respect people who like Plots.jl. I think both plotting libraries have their strengths and weaknesses.

[mkborregaard]

So loading Gadfly here would not break the session for Plots users (due to conflicting definitions of plot)?

[cpfiffer]

are you replacing the StatsPlots functionality with Gadfly here?

No, we have no intention of replacing StatsPlots with Gadfly. This stuff is only loaded if someone really wants to use Gadfly -- we don't enforce any of this in the core package code and probably won't.