Compress only a subset of types

[ahartikainen]

Fixes #2079

Description

Filter out object dtype from compression.

Checklist

• Follows official PR format
• Includes new or updated tests to cover the new feature
• Code style correct (follows pylint and black guidelines)
• Changes are listed in changelog

[codecov]

Codecov Report

Merging #2129 (8296e50) into main (d4a5eca) will decrease coverage by 0.16%.
The diff coverage is 80.00%.

@@            Coverage Diff             @@
##             main    #2129      +/-   ##
==========================================
- Coverage   90.88%   90.71%   -0.17%     
==========================================
  Files         117      118       +1     
  Lines       12505    12551      +46     
==========================================
+ Hits        11365    11386      +21     
- Misses       1140     1165      +25     

Impacted Files	Coverage Δ
arviz/data/inference_data.py	82.95% <80.00%> (-0.05%)	⬇️
arviz/data/converters.py	67.12% <0.00%> (-0.02%)	⬇️
arviz/data/__init__.py	100.00% <0.00%> (ø)
arviz/data/io_beanmachine.py	39.47% <0.00%> (ø)

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[ahartikainen]

I have not tested timedelta or datetime, but they could probably also work.

https://numpy.org/doc/stable/reference/generated/numpy.dtype.kind.html