Convert observed data to xarray.

def observed_data_to_xarray(self):
        """Convert observed data to xarray."""
        posterior_model = self.posterior_model
        if self.dims is None:
            dims = {}
        else:
            dims = self.dims
        observed_names = self.observed_data
        if isinstance(observed_names, str):
            observed_names = [observed_names]
        observed_data = OrderedDict()
        for key in observed_names:
            vals = np.atleast_1d(posterior_model.data[key])
            val_dims = dims.get(key)
            val_dims, coords = generate_dims_coords(
                vals.shape, key, dims=val_dims, coords=self.coords
            )
            observed_data[key] = xr.DataArray(vals, dims=val_dims, coords=coords)
        return xr.Dataset(data_vars=observed_data, attrs=make_attrs(library=self.stan))