fix stacklevel of hdi warning

[MarcoGorelli]

Description

Checklist

• Follows official PR format
• Includes a sample plot to visually illustrate the changes (only for plot-related functions)
• New features are properly documented (with an example if appropriate)?
• Includes new or updated tests to cover the new feature
• Code style correct (follows pylint and black guidelines)
• Changes are listed in changelog

On main, this warning shows the line number from ArviZ code. On this branch, it'll show the line number from the user's code.

I wanted to add a test, but running

pytest arviz/tests/base_tests/test_stats.py -k test_hdp_2darray -W error

doesn't throw any errors, neither here nor on main - do the warnings get silenced somewhere during tests?

It shows the warning if I just execute the code:

>>> import numpy as np
>>> import arviz
>>> arviz.hdi(np.random.randn(2, 2))
<stdin>:1: FutureWarning: hdi currently interprets 2d data as (draw, shape) but this will change in a future release to (chain, draw) for coherence with other functions
array([[-1.85791612,  1.28256026],
       [ 1.23431573,  1.91356814]])
>>> 

[OriolAbril]

doesn't throw any errors, neither here nor on main - do the warnings get silenced somewhere during tests?

I think it could be due to https://github.com/arviz-devs/arviz/blob/main/pytest.ini, we do have tests that use pytest.warns though, and those work.

[ahartikainen]

When working locally, try -s tag

[MarcoGorelli]

Thanks - indeed, using pytest.warns does work

Unfortunately, it doesn't check the stacklevel (pytest-dev/pytest#4343), but to demo the difference:

(venv) marco@marco-Predator-PH315-52:~/arviz-dev$ git checkout main
Switched to branch 'main'
Your branch is up-to-date with 'upstream/main'.
(venv) marco@marco-Predator-PH315-52:~/arviz-dev$ cat t.py 
import arviz as az
import numpy as np

az.hdi(np.random.randn(2, 2))
(venv) marco@marco-Predator-PH315-52:~/arviz-dev$ python t.py 
/home/marco/arviz-dev/arviz/stats/stats.py:494: FutureWarning: hdi currently interprets 2d data as (draw, shape) but this will change in a future release to (chain, draw) for coherence with other functions
  warnings.warn(
(venv) marco@marco-Predator-PH315-52:~/arviz-dev$ git checkout fix-stacklevel-of-hdi-warning 
Switched to branch 'fix-stacklevel-of-hdi-warning'
Your branch is up-to-date with 'origin/fix-stacklevel-of-hdi-warning'.
(venv) marco@marco-Predator-PH315-52:~/arviz-dev$ python t.py 
t.py:4: FutureWarning: hdi currently interprets 2d data as (draw, shape) but this will change in a future release to (chain, draw) for coherence with other functions
  az.hdi(np.random.randn(2, 2))

---

note how in the first case, the warning is from /home/marco/arviz-dev/arviz/stats/stats.py:494, while in the second it's from t.py:4

[codecov]

Codecov Report

Merging #1730 (bd66f46) into main (edfbcf9) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##             main    #1730   +/-   ##
=======================================
  Coverage   90.86%   90.86%           
=======================================
  Files         109      109           
  Lines       11844    11844           
=======================================
  Hits        10762    10762           
  Misses       1082     1082           

Impacted Files	Coverage Δ
arviz/stats/stats.py	96.60% <ø> (ø)

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[canyon289]

So should we merge this?