Numpy 在散点图中显示置信限和预测限
我有两个数据数组,即High和weight:Numpy 在散点图中显示置信限和预测限,numpy,matplotlib,scipy,regression,seaborn,Numpy,Matplotlib,Scipy,Regression,Seaborn,我有两个数据数组,即High和weight: import numpy as np, matplotlib.pyplot as plt heights = np.array([50,52,53,54,58,60,62,64,66,67,68,70,72,74,76,55,50,45,65]) weights = np.array([25,50,55,75,80,85,50,65,85,55,45,45,50,75,95,65,50,40,45]) plt.plot(heights,weigh
import numpy as np, matplotlib.pyplot as plt
heights = np.array([50,52,53,54,58,60,62,64,66,67,68,70,72,74,76,55,50,45,65])
weights = np.array([25,50,55,75,80,85,50,65,85,55,45,45,50,75,95,65,50,40,45])
plt.plot(heights,weights,'bo')
plt.show()
我想制作与此类似的情节:
欢迎提出任何想法。您可以使用seaborn绘图库创建您想要的绘图
In [18]: import seaborn as sns
In [19]: heights = np.array([50,52,53,54,58,60,62,64,66,67, 68,70,72,74,76,55,50,45,65])
...: weights = np.array([25,50,55,75,80,85,50,65,85,55,45,45,50,75,95,65,50,40,45])
...:
In [20]: sns.regplot(heights,weights, color ='blue')
Out[20]: <matplotlib.axes.AxesSubplot at 0x13644f60>
[18]中的:导入seaborn作为sns
[19]中:高度=np.数组([50,52,53,54,58,60,62,64,66,67,68,70,72,74,76,55,50,45,65])
…:权重=np.数组([25,50,55,75,80,85,50,65,85,55,45,45,50,75,95,65,50,40,45])
...:
[20]中:sns.regplot(高度、权重、颜色='blue')
出[20]:
以下是我总结的内容。我试着模仿你的截图 给定的 一些用于绘制置信区间的详细辅助函数
import numpy as np
import scipy as sp
import scipy.stats as stats
import matplotlib.pyplot as plt
%matplotlib inline
def plot_ci_manual(t, s_err, n, x, x2, y2, ax=None):
"""Return an axes of confidence bands using a simple approach.
Notes
-----
.. math:: \left| \: \hat{\mu}_{y|x0} - \mu_{y|x0} \: \right| \; \leq \; T_{n-2}^{.975} \; \hat{\sigma} \; \sqrt{\frac{1}{n}+\frac{(x_0-\bar{x})^2}{\sum_{i=1}^n{(x_i-\bar{x})^2}}}
.. math:: \hat{\sigma} = \sqrt{\sum_{i=1}^n{\frac{(y_i-\hat{y})^2}{n-2}}}
References
----------
.. [1] M. Duarte. "Curve fitting," Jupyter Notebook.
http://nbviewer.ipython.org/github/demotu/BMC/blob/master/notebooks/CurveFitting.ipynb
"""
if ax is None:
ax = plt.gca()
ci = t * s_err * np.sqrt(1/n + (x2 - np.mean(x))**2 / np.sum((x - np.mean(x))**2))
ax.fill_between(x2, y2 + ci, y2 - ci, color="#b9cfe7", edgecolor="")
return ax
def plot_ci_bootstrap(xs, ys, resid, nboot=500, ax=None):
"""Return an axes of confidence bands using a bootstrap approach.
Notes
-----
The bootstrap approach iteratively resampling residuals.
It plots `nboot` number of straight lines and outlines the shape of a band.
The density of overlapping lines indicates improved confidence.
Returns
-------
ax : axes
- Cluster of lines
- Upper and Lower bounds (high and low) (optional) Note: sensitive to outliers
References
----------
.. [1] J. Stults. "Visualizing Confidence Intervals", Various Consequences.
http://www.variousconsequences.com/2010/02/visualizing-confidence-intervals.html
"""
if ax is None:
ax = plt.gca()
bootindex = sp.random.randint
for _ in range(nboot):
resamp_resid = resid[bootindex(0, len(resid) - 1, len(resid))]
# Make coeffs of for polys
pc = sp.polyfit(xs, ys + resamp_resid, 1)
# Plot bootstrap cluster
ax.plot(xs, sp.polyval(pc, xs), "b-", linewidth=2, alpha=3.0 / float(nboot))
return ax
代码
# Computations ----------------------------------------------------------------
# Raw Data
heights = np.array([50,52,53,54,58,60,62,64,66,67,68,70,72,74,76,55,50,45,65])
weights = np.array([25,50,55,75,80,85,50,65,85,55,45,45,50,75,95,65,50,40,45])
x = heights
y = weights
# Modeling with Numpy
def equation(a, b):
"""Return a 1D polynomial."""
return np.polyval(a, b)
p, cov = np.polyfit(x, y, 1, cov=True) # parameters and covariance from of the fit of 1-D polynom.
y_model = equation(p, x) # model using the fit parameters; NOTE: parameters here are coefficients
# Statistics
n = weights.size # number of observations
m = p.size # number of parameters
dof = n - m # degrees of freedom
t = stats.t.ppf(0.975, n - m) # used for CI and PI bands
# Estimates of Error in Data/Model
resid = y - y_model
chi2 = np.sum((resid / y_model)**2) # chi-squared; estimates error in data
chi2_red = chi2 / dof # reduced chi-squared; measures goodness of fit
s_err = np.sqrt(np.sum(resid**2) / dof) # standard deviation of the error
# Plotting --------------------------------------------------------------------
fig, ax = plt.subplots(figsize=(8, 6))
# Data
ax.plot(
x, y, "o", color="#b9cfe7", markersize=8,
markeredgewidth=1, markeredgecolor="b", markerfacecolor="None"
)
# Fit
ax.plot(x, y_model, "-", color="0.1", linewidth=1.5, alpha=0.5, label="Fit")
x2 = np.linspace(np.min(x), np.max(x), 100)
y2 = equation(p, x2)
# Confidence Interval (select one)
plot_ci_manual(t, s_err, n, x, x2, y2, ax=ax)
#plot_ci_bootstrap(x, y, resid, ax=ax)
# Prediction Interval
pi = t * s_err * np.sqrt(1 + 1/n + (x2 - np.mean(x))**2 / np.sum((x - np.mean(x))**2))
ax.fill_between(x2, y2 + pi, y2 - pi, color="None", linestyle="--")
ax.plot(x2, y2 - pi, "--", color="0.5", label="95% Prediction Limits")
ax.plot(x2, y2 + pi, "--", color="0.5")
# Figure Modifications --------------------------------------------------------
# Borders
ax.spines["top"].set_color("0.5")
ax.spines["bottom"].set_color("0.5")
ax.spines["left"].set_color("0.5")
ax.spines["right"].set_color("0.5")
ax.get_xaxis().set_tick_params(direction="out")
ax.get_yaxis().set_tick_params(direction="out")
ax.xaxis.tick_bottom()
ax.yaxis.tick_left()
# Labels
plt.title("Fit Plot for Weight", fontsize="14", fontweight="bold")
plt.xlabel("Height")
plt.ylabel("Weight")
plt.xlim(np.min(x) - 1, np.max(x) + 1)
# Custom legend
handles, labels = ax.get_legend_handles_labels()
display = (0, 1)
anyArtist = plt.Line2D((0, 1), (0, 0), color="#b9cfe7") # create custom artists
legend = plt.legend(
[handle for i, handle in enumerate(handles) if i in display] + [anyArtist],
[label for i, label in enumerate(labels) if i in display] + ["95% Confidence Limits"],
loc=9, bbox_to_anchor=(0, -0.21, 1., 0.102), ncol=3, mode="expand"
)
frame = legend.get_frame().set_edgecolor("0.5")
# Save Figure
plt.tight_layout()
plt.savefig("filename.png", bbox_extra_artists=(legend,), bbox_inches="tight")
plt.show()
输出
使用plot\u ci\u manual()
:
使用plot\u ci\u bootstrap()
:
希望这有帮助。干杯
详细信息
%maplotlib inline
运行良好plot\u ci\u manual()
)是从另一个生成类似于OP的绘图的代码改编而来的。您可以通过取消注释第二个选项plot\u ci\u bootstrap()
,选择一种更高级的技术stats.t.ppf()
接受较低的尾部概率。根据以下参考资料,t=sp.stats.t.ppf(0.95,n-m)
被修正为t=sp.stats.t.ppf(0.975,n-m)
,以反映双侧95%t统计(或单侧97.5%t统计)。
- (谢谢@Bonlenfum和@tryptofan)
y2
已更新,以更灵活地响应给定模型(@RENATION)方程
函数来包装模型函数。非线性回归是可能的,尽管没有得到证明。根据需要修改适当的变量(谢谢@PJW)- 使用
库打印标注栏时statsmodels
- 在绘制带和计算带有
库(在单独的环境中小心安装)李>不确定性的置信区间时
import numpy as np
import scipy as sp
import scipy.stats as stats
import matplotlib.pyplot as plt
%matplotlib inline
def plot_ci_manual(t, s_err, n, x, x2, y2, ax=None):
"""Return an axes of confidence bands using a simple approach.
Notes
-----
.. math:: \left| \: \hat{\mu}_{y|x0} - \mu_{y|x0} \: \right| \; \leq \; T_{n-2}^{.975} \; \hat{\sigma} \; \sqrt{\frac{1}{n}+\frac{(x_0-\bar{x})^2}{\sum_{i=1}^n{(x_i-\bar{x})^2}}}
.. math:: \hat{\sigma} = \sqrt{\sum_{i=1}^n{\frac{(y_i-\hat{y})^2}{n-2}}}
References
----------
.. [1] M. Duarte. "Curve fitting," Jupyter Notebook.
http://nbviewer.ipython.org/github/demotu/BMC/blob/master/notebooks/CurveFitting.ipynb
"""
if ax is None:
ax = plt.gca()
ci = t * s_err * np.sqrt(1/n + (x2 - np.mean(x))**2 / np.sum((x - np.mean(x))**2))
ax.fill_between(x2, y2 + ci, y2 - ci, color="#b9cfe7", edgecolor="")
return ax
def plot_ci_bootstrap(xs, ys, resid, nboot=500, ax=None):
"""Return an axes of confidence bands using a bootstrap approach.
Notes
-----
The bootstrap approach iteratively resampling residuals.
It plots `nboot` number of straight lines and outlines the shape of a band.
The density of overlapping lines indicates improved confidence.
Returns
-------
ax : axes
- Cluster of lines
- Upper and Lower bounds (high and low) (optional) Note: sensitive to outliers
References
----------
.. [1] J. Stults. "Visualizing Confidence Intervals", Various Consequences.
http://www.variousconsequences.com/2010/02/visualizing-confidence-intervals.html
"""
if ax is None:
ax = plt.gca()
bootindex = sp.random.randint
for _ in range(nboot):
resamp_resid = resid[bootindex(0, len(resid) - 1, len(resid))]
# Make coeffs of for polys
pc = sp.polyfit(xs, ys + resamp_resid, 1)
# Plot bootstrap cluster
ax.plot(xs, sp.polyval(pc, xs), "b-", linewidth=2, alpha=3.0 / float(nboot))
return ax
在线性回归的情况下:
import numpy as np
import matplotlib.pyplot as plt
from tsmoothie.smoother import *
from tsmoothie.utils_func import sim_randomwalk
# generate 10 randomwalks of length 50
np.random.seed(33)
data = sim_randomwalk(n_series=10, timesteps=50,
process_noise=10, measure_noise=30)
# operate smoothing
smoother = PolynomialSmoother(degree=1)
smoother.smooth(data)
# generate intervals
low_pi, up_pi = smoother.get_intervals('prediction_interval', confidence=0.05)
low_ci, up_ci = smoother.get_intervals('confidence_interval', confidence=0.05)
# plot the first smoothed timeseries with intervals
plt.figure(figsize=(11,6))
plt.plot(smoother.smooth_data[0], linewidth=3, color='blue')
plt.plot(smoother.data[0], '.k')
plt.fill_between(range(len(smoother.data[0])), low_pi[0], up_pi[0], alpha=0.3, color='blue')
plt.fill_between(range(len(smoother.data[0])), low_ci[0], up_ci[0], alpha=0.3, color='blue')
对于阶数大于1的回归:
# operate smoothing
smoother = PolynomialSmoother(degree=5)
smoother.smooth(data)
# generate intervals
low_pi, up_pi = smoother.get_intervals('prediction_interval', confidence=0.05)
low_ci, up_ci = smoother.get_intervals('confidence_interval', confidence=0.05)
# plot the first smoothed timeseries with intervals
plt.figure(figsize=(11,6))
plt.plot(smoother.smooth_data[0], linewidth=3, color='blue')
plt.plot(smoother.data[0], '.k')
plt.fill_between(range(len(smoother.data[0])), low_pi[0], up_pi[0], alpha=0.3, color='blue')
plt.fill_between(range(len(smoother.data[0])), low_ci[0], up_ci[0], alpha=0.3, color='blue')
我还指出,tsmoothie可以以矢量化的方式对多个时间序列进行平滑处理。希望这能帮助别人我需要偶尔做这样的情节。。。这是我第一次用Python/Jupyter做这件事,这篇文章对我帮助很大,尤其是Pylang的详细答案 我知道有“更简单”的方法可以达到目的,但我认为这种方法更具说教性,可以让我一步一步地了解正在发生的事情。我甚至在这里学到了“预测间隔”!谢谢 下面是更简单的Pylang代码,包括Pearson相关性(以及r2)和均方误差(MSE)的计算。当然,最终的绘图(!)必须适用于每个数据集
将numpy导入为np
将matplotlib.pyplot作为plt导入
将scipy.stats导入为stats
高度=np.数组([50,52,53,54,58,60,62,64,66,67,68,70,72,74,76,55,50,45,65])
权重=np.数组([25,50,55,75,80,85,50,65,85,55,45,45,50,75,95,65,50,40,45])
x=高度
y=重量
斜率,截距=np.多元拟合(x,y,1)#线性模型平差
y#U模型=np.polyval([斜率,截距],x)#建模。。。
x_平均值=np.平均值(x)
y_平均值=np.平均值(y)
n=x.尺寸#样本数量
m=2#参数数量
自由度=n-m#自由度
t=stats.t.ppf(0.975,dof)#区间置信度的学生统计
残差=y-y_模型
标准误差=(np.总和(残差**2)/dof)**.5#误差的标准偏差
#计算r2
# https://www.statisticshowto.com/probability-and-statistics/coefficient-of-determination-r-squared/
#皮尔逊相关系数
分子=np.和((x-x_平均值)*(y-y_平均值))
分母=(np.和((x-x_平均值)**2)*np.和((y-y_平均值)**2))**.5
相关性系数=分子/分母
r2=相关性系数**2
#均方误差
MSE=1/n*np.和((y-y_模型)**2)
#绘制调整后的模型
x_line=np.linspace(np.min(x),np.max(x),100)
y_线=np.polyval([斜率,截距],x_线)
#置信区间
ci=t*std_误差*(1/n+(x_线-x_平均值)**2/np.和((x-x_平均值)**2))**.5
#预测区间
pi=t*std_误差*(1+1/n+(x_线-x_平均值)**2/np.和((x-x_平均值)**2))**.5
###############策划
plt.rcParams.update({'font.size':14})
图=plt.图()
ax=图中的添加轴([.1、.1、.8、.8])
ax.plot(x,y,'o',颜色='royalblue')
ax.plot(x_线,y_线,颜色=‘皇家蓝’)
ax.fill_-between(x_-line,y_-line+pi,y_-line-pi,颜色='lightcyan',标签='95%预测间隔')
ax.fill_-between(x_-line,y_-line+ci,y_-line-ci,颜色='skyblue',标签='95%置信区间')
ax.set_xlabel('x')
ax.set_ylabel('y'))
#必须针对每种情况和首选项更改舍入和位置
a=str(np.圆形(截距))
b=str(np.圆形(坡度,2))
r2s=str(np.round(r2,2))
MSEs=str(np.round(MSE))
ax.text(45110,'y='+a++'+b++'x')
ax.text(45100,$r^2$='+r2s+'MSE='+MSEs)
plt.图例(bbox_至_锚=(1.25),fontsize=12)