This is slightly modified version of densplot function
of a coda package to conform to my personal preferences.
densplot2(x, plot = TRUE, show.obs = FALSE, bwf, bty = "n", main = "", xlim, ylim, xlab, ylab, ...)TRUE this function works more or less in the
same way as coda function densplot function.
If FALSE this function returns one data frame for each chain
plot.default function.plot.default function.