Create a group named ``chain#`` to store all data for this chain.

def _initialize(self, funs_to_tally, length):
        """Create a group named ``chain#`` to store all data for this chain."""

        chain = self.nchains
        self._chains[chain] = self._h5file.create_group(
            '/', 'chain%d' % chain, 'chain #%d' % chain)

        for name, fun in six.iteritems(funs_to_tally):

            arr = np.asarray(fun())

            assert arr.dtype != np.dtype('object')

            array = self._h5file.createEArray(
                self._chains[chain], name,
                tables.Atom.from_dtype(arr.dtype), (0,) + arr.shape,
                filters=self.filter)

            self._arrays[chain, name] = array
            self._traces[name] = Trace(name, getfunc=fun, db=self)
            self._traces[name]._initialize(self.chains, length)

        self.trace_names.append(list(funs_to_tally.keys()))