Repository: arviz-devs/arviz

Issue:
Add docs references to plot_parallel docstring
Add links to the related functions and classes to all the places where they are mentioned in the [plot_parallel](https://arviz-devs.github.io/arviz/api/generated/arviz.plot_parallel.html) docstring.

## Sample PR:
You can see https://github.com/arviz-devs/arviz/pull/1816 for the function, `plot_autocorr`. 

## Source File
Source file: https://github.com/arviz-devs/arviz/blob/main/arviz/plots/parallelplot.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` and `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). 


## See also section
Add the following functions in the "See also" section:
1. [plot_pair](https://arviz-devs.github.io/arviz/api/generated/arviz.plot_pair.html)
2. [plot_trace](https://arviz-devs.github.io/arviz/api/generated/arviz.plot_trace.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:
Hi, I'd like to work on this issue. Is it possible? 
Yes, sure @LuigiStammati . I have assigned this issue to you. Let me know if you need any help. 

Resolving patch:
diff --git a/arviz/plots/parallelplot.py b/arviz/plots/parallelplot.py
--- a/arviz/plots/parallelplot.py
+++ b/arviz/plots/parallelplot.py
@@ -38,24 +38,25 @@ def plot_parallel(
     Parameters
     ----------
     data: obj
-        Any object that can be converted to an az.InferenceData object
-        Refer to documentation of az.convert_to_dataset for details
+        Any object that can be converted to an :class:`arviz.InferenceData` object
+        refer to documentation of :func:`arviz.convert_to_dataset` for details
     var_names: list of variable names
-        Variables to be plotted, if `None` all variable are plotted. Can be used to change the order
-        of the plotted variables. Prefix the variables by `~` when you want to exclude
+        Variables to be plotted, if `None` all variables are plotted. Can be used to change the
+        order of the plotted variables. Prefix the variables by ``~`` when you want to exclude
         them from the plot.
     filter_vars: {None, "like", "regex"}, optional, default=None
         If `None` (default), interpret var_names as the real variables names. If "like",
         interpret var_names as substrings of the real variables names. If "regex",
         interpret var_names as regular expressions on the real variables names. A la
-        `pandas.filter`.
+        ``pandas.filter``.
     coords: mapping, optional
-        Coordinates of var_names to be plotted. Passed to `Dataset.sel`
+        Coordinates of ``var_names`` to be plotted.
+        Passed to :meth:`xarray.Dataset.sel`.
     figsize: tuple
         Figure size. If None it will be defined automatically.
     textsize: float
         Text size scaling factor for labels, titles and lines. If None it will be autoscaled based
-        on figsize.
+        on ``figsize``.
     legend: bool
         Flag for plotting legend (defaults to True)
     colornd: valid matplotlib color
@@ -66,7 +67,7 @@ def plot_parallel(
         Alpha blending value for non-divergent points, between 0 (invisible) and 1 (opaque).
         Defaults to .025
     labeller : labeller instance, optional
-        Class providing the method `make_label_vert` to generate the labels in the plot.
+        Class providing the method ``make_label_vert`` to generate the labels in the plot.
         Read the :ref:`label_guide` for more details and usage examples.
     ax: axes, optional
         Matplotlib axes or bokeh figures.
@@ -76,10 +77,12 @@ def plot_parallel(
     backend: str, optional
         Select plotting backend {"matplotlib","bokeh"}. Default "matplotlib".
     backend_config: dict, optional
-        Currently specifies the bounds to use for bokeh axes. Defaults to value set in rcParams.
+        Currently specifies the bounds to use for bokeh axes.
+        Defaults to value set in ``rcParams``.
     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.
 
@@ -87,6 +90,12 @@ def plot_parallel(
     -------
     axes: matplotlib axes or bokeh figures
 
+    See Also
+    --------
+    plot_pair : Plot a scatter, kde and/or hexbin matrix with (optional) marginals on the diagonal.
+    plot_trace : Plot distribution (histogram or kernel density estimates) and sampled values
+                 or rank plot
+
     Examples
     --------
     Plot default parallel plot


Test patch: