Improving VarInfo Documentation

[ParadaCarleton]

The documentation on VarInfo probably needs some work. If VarInfo data is meant to be accessed by users or developers who want to get information like the log PDF of the parameters up to a constant, VarInfo probably shouldn't be under compiler design. I never would have thought to look in there, since I was looking for a user-facing API that lets me access this kind of information, rather than details on how Turing code is compiled. The documentation on VarInfo also doesn't give much in the way of details, or any examples of how to use these objects. I'm trying to build Julia code that uses VarInfo objects to perform PSIS, but couldn't really find the information that I'd need to do that, namely:

1. Is there a way to get the log-likelihood of each observation? (Or, alternatively, the log-pdf leaving each observation out, but I expect that to be more complicated -- it's easier just to subtract out the log-likelihood.)
2. How do I get out the log-pdf of the parameters?
3. How do I extract a VarInfo object from a Turing model?

The other thing is that Turing's documentation is split between the documentation on Turing.ml and the documentation for each individual package, which made it hard to figure out where I could find information on this -- I wasn't sure whether the right documentation would be under MCMCChains or on Turing.ml for instance, since "Objects that hold information about models fit with Turing" is usually part of MCMCChains. I'd love it if the documentation for all of the Turing-related packages was collected in some place, and broken down into an easy-to-understand table of contents. For instance:

1. Samplers
   • Particle Samplers
   • Hamiltonian Samplers
   • ...
2. Tutorials
   • ...

[ParadaCarleton]

(Worth noting: I got the answers to my questions on the Slack already, so there's not a need to answer in this thread. This is here because @yebai asked me to open an issue.)

[ParadaCarleton]

Ironic, I came in here asking this question and I’m coming out answering it

[yebai]

Fixed by #417 thanks to @torfjelde!