Repository: arviz-devs/arviz

Issue:
Add docs references to plot_energy docstring
Add links to the related functions and classes to all the places where they are mentioned in the [plot_energy](https://arviz-devs.github.io/arviz/api/generated/arviz.plot_energy.html) docstring.

## Sample PR:
You can see https://github.com/arviz-devs/arviz/pull/1816 for the function, `plot_autocorr`. 
> ⚠️ Always create a new branch for changes. Don't make any changes to the `main` branch. 


## Source File
Source file: https://github.com/arviz-devs/arviz/blob/main/arviz/plots/energyplot.py

## How to add links
Add the links in the docstring of doc. You can also check the docstring by going to the `[source]`. 

* Add links to the ArviZ functions and classes using [Cross-referencing with Sphinx](https://docs.readthedocs.io/en/stable/guides/cross-referencing-with-sphinx.html).
* Add links to the xarray functions and classes using [Intersphinx](https://docs.readthedocs.io/en/stable/guides/intersphinx.html).
* Add the rest of the external links using this [syntax](https://sublime-and-sphinx-guide.readthedocs.io/en/latest/references.html#links-to-external-web-pages).

## `backend_kwargs`, `plot_kwargs` and `fill_kwargs`
For adding `backend_kwargs` as they have been added in #1816, see [Adding backend_kwargs guide](https://github.com/arviz-devs/arviz/wiki/ArviZ-Hacktoberfest-2021#adding-backend_kwargs). Follow the same process for `fill_kwargs` and `plot_kwargs`.

## See also section
Add the following functions in the "See also" section:
1. [bfmi](https://arviz-devs.github.io/arviz/api/generated/arviz.bfmi.html)


See [Adding "see also" section](https://github.com/arviz-devs/arviz/wiki/ArviZ-Hacktoberfest-2021#adding-see-also-section) for more details. 

## Checking the preview of docs
For checking the preview of docs, you don't need t set up the project on your local machine. Just follow the [checking the preview guide](https://github.com/arviz-devs/arviz/wiki/ArviZ-Hacktoberfest-2021#how-to-check-the-preview-of-docs). 


Discussion:
Hey, can I work on this?

Resolving patch:
diff --git a/arviz/plots/energyplot.py b/arviz/plots/energyplot.py
--- a/arviz/plots/energyplot.py
+++ b/arviz/plots/energyplot.py
@@ -29,41 +29,44 @@ def plot_energy(
 
     Parameters
     ----------
-    data : xarray dataset, or object that can be converted (must represent
-           `sample_stats` and have an `energy` variable)
+    data : obj
+        :class:`xarray.Dataset`, or any object that can be converted (must represent
+        ``sample_stats`` and have an ``energy`` variable).
     kind : str
-        Type of plot to display {"kde", "hist")
+        Type of plot to display ("kde", "hist").
     bfmi : bool
         If True add to the plot the value of the estimated Bayesian fraction of missing information
     figsize : tuple
         Figure size. If None it will be defined automatically.
     legend : bool
-        Flag for plotting legend (defaults to True)
+        Flag for plotting legend. Defaults to True.
     fill_alpha : tuple of floats
         Alpha blending value for the shaded area under the curve, between 0
-        (no shade) and 1 (opaque). Defaults to (1, .75)
+        (no shade) and 1 (opaque). Defaults to (1, .75).
     fill_color : tuple of valid matplotlib color
         Color for Marginal energy distribution and Energy transition distribution.
-        Defaults to ('C0', 'C5')
+        Defaults to ('C0', 'C5').
     bw: float or str, optional
         If numeric, indicates the bandwidth and must be positive.
         If str, indicates the method to estimate the bandwidth and must be
-        one of "scott", "silverman", "isj" or "experimental". Defaults to "experimental"
-        Only works if `kind='kde'`
+        one of "scott", "silverman", "isj" or "experimental". Defaults to "experimental".
+        Only works if ``kind='kde'``.
     textsize: float
         Text size scaling factor for labels, titles and lines. If None it will be autoscaled based
         on figsize.
     fill_kwargs : dicts, optional
-        Additional keywords passed to `arviz.plot_kde` (to control the shade)
+        Additional keywords passed to :func:`arviz.plot_kde` (to control the shade).
     plot_kwargs : dicts, optional
-        Additional keywords passed to `arviz.plot_kde` or `plt.hist` (if type='hist')
+        Additional keywords passed to :func:`arviz.plot_kde` or :func:`matplotlib.pyplot.hist`
+        (if ``type='hist'``).
     ax: axes, optional
-        Matplotlib axes or bokeh figures.
+        :class:`matplotlib.axes.Axes` or :class:`bokeh.plotting.Figure`.
     backend: str, optional
-        Select plotting backend {"matplotlib","bokeh"}. Default "matplotlib".
+        Select plotting backend {"matplotlib", "bokeh"}. Defaults to "matplotlib".
     backend_kwargs: bool, optional
-        These are kwargs specific to the backend being used. For additional documentation
-        check the plotting method of the backend.
+        These are kwargs specific to the backend being used, passed to
+        :func:`matplotlib.pyplot.subplots` or
+        :func:`bokeh.plotting.figure`.
     show : bool, optional
         Call backend show function.
 
@@ -71,6 +74,10 @@ def plot_energy(
     -------
     axes : matplotlib axes or bokeh figures
 
+    See Also
+    --------
+    bfmi : Calculate the estimated Bayesian fraction of missing information (BFMI).
+
     Examples
     --------
     Plot a default energy plot


Test patch: