Showing posts with label distributions. Show all posts
Showing posts with label distributions. Show all posts

Tuesday, March 17, 2020

Ridgeline plots in pure matplotlib

A Ridgeline plot (also called Joyplot) allows us to compare several statistical distributions. In this plot each distribution is shown with a density plot, and all the distributions are aligned to the same horizontal axis and, sometimes, presented with a slight overlap.

There are many options to make a Ridgeline plot in Python (joypy being one of them) but I decided to make my own function using matplotlib to have full flexibility and minimal dependencies:
from scipy.stats.kde import gaussian_kde
from scipy.stats import norm
import numpy as np
import matplotlib.pyplot as plt

def ridgeline(data, overlap=0, fill=True, labels=None, n_points=150):
    """
    Creates a standard ridgeline plot.

    data, list of lists.
    overlap, overlap between distributions. 1 max overlap, 0 no overlap.
    fill, matplotlib color to fill the distributions.
    n_points, number of points to evaluate each distribution function.
    labels, values to place on the y axis to describe the distributions.
    """
    if overlap > 1 or overlap < 0:
        raise ValueError('overlap must be in [0 1]')
    xx = np.linspace(np.min(np.concatenate(data)),
                     np.max(np.concatenate(data)), n_points)
    curves = []
    ys = []
    for i, d in enumerate(data):
        pdf = gaussian_kde(d)
        y = i*(1.0-overlap)
        ys.append(y)
        curve = pdf(xx)
        if fill:
            plt.fill_between(xx, np.ones(n_points)*y, 
                             curve+y, zorder=len(data)-i+1, color=fill)
        plt.plot(xx, curve+y, c='k', zorder=len(data)-i+1)
    if labels:
        plt.yticks(ys, labels)
The function takes in input a list of datasets where each dataset contains the values to derive a single distribution. Each distribution is estimated using Kernel Density Estimation, just as we've seen previously, and plotted increasing the y value.

Let's generate data from few normal distributions with different means and have a look at the output of the function:
data = [norm.rvs(loc=i, scale=2, size=50) for i in range(8)]
ridgeline(data, overlap=.85, fill='y')


Not too bad, we can clearly see that each distribution has a different mean. Let's apply the function on real world data:
import pandas as pd
data_url = 'ftp://aftp.cmdl.noaa.gov/products/trends/co2/co2_weekly_mlo.txt'
co2_data = pd.read_csv(data_url, sep='\s+', comment='#', na_values=-999.99,
                       names=['year', 'month', 'day', 'decimal', 'ppm', 
                       'days', '1_yr_ago',  '10_yr_ago', 'since_1800'])
co2_data = co2_data[co2_data.year >= 2000]
co2_data = co2_data[co2_data.year != 2020]

plt.figure(figsize=(8, 10))
grouped = [(y, g.ppm.dropna().values) for y, g in co2_data.groupby('year')]
years, data = zip(*grouped)
ridgeline(data, labels=years, overlap=.85, fill='tomato')
plt.title('Distribution of CO2 levels per year since 2000',
          loc='left', fontsize=18, color='gray')
plt.gca().spines['left'].set_visible(False)
plt.gca().spines['right'].set_visible(False)
plt.gca().spines['top'].set_visible(False)
plt.xlabel('ppm')
plt.xlim((co2_data.ppm.min(), co2_data.ppm.max()))
plt.ylim((0, 3.1))
plt.grid(zorder=0)
plt.show()


In the snippet above we downloaded the measurements of the concentration of CO2 in the atmosphere, the same data was also used here, and grouped the values by year. Then, we generated a Ridgeline plot that shows the distribution of CO2 levels each year since 2000. We easily note that the average concentration went from 370ppm to 420pmm gradually increasing over the 19 years abserved. We also note that the span of each distribution is approximatively 10ppm.

Sunday, August 11, 2019

Visualizing distributions with scatter plots in matplotlib

Let's say that we want to study the time between the end of a marked point and next serve in a tennis game. After gathering our data, the first thing that we can do is to draw a histogram of the variable that we are interested in:

import pandas as pd
import matplotlib.pyplot as plt

url = 'https://raw.githubusercontent.com/fivethirtyeight'
url += '/data/master/tennis-time/serve_times.csv'
event = pd.read_csv(url)

plt.hist(event.seconds_before_next_point, bins=10)
plt.xlabel('Seconds before next serve')
plt.show()


The histogram reveals some interesting aspects of the distribution, indeed we can see that data is slightly skewed to the right and that on average the server takes 20 seconds. However, we couldn't tell how many time the serves happens before 10 seconds or after 35. Of course, one could increase the bins of the histogram, but this would lead to a chart which is not particularly elegant and that might hide some other details.

To have a better understanding of the situation we can draw a scatter plot of the variable we are studying:
import numpy as np
from scipy.stats.kde import gaussian_kde

def distribution_scatter(x, symmetric=True, cmap=None, size=None):
    """
    Plot the distribution of x showing all the points.
    The x axis represents the samples in x
    and the y axis is function of the probability of x
    and random assignment.
    
    Returns the position on the y axis.
    """
    pdf = gaussian_kde(x)
    w = np.random.rand(len(x))
    if symmetric:
        w = w*2-1
    pseudo_y = pdf(x) * w
    if cmap:
        plt.scatter(x, pseudo_y, c=x, cmap=cmap, s=size)
    else:
        plt.scatter(x, pseudo_y, s=size)
    return pseudo_y


In this chart each sample is represented with a point and the spread of the points in the y direction depends on the probability of occurrence. In this case we can easily see that 4 serves happened before 10 seconds and 3 after 35.

Since we're not really interested on the values on y axis but only on the spread, we can remove the axis and add few details on the outliers to enrich the chart:

url = 'https://raw.githubusercontent.com/fivethirtyeight'
url += '/data/master/tennis-time/serve_times.csv'
event = pd.read_csv(url)

plt.figure(figsize=(7, 11))
title = 'Time in seconds between'
title += '\nend of marked point and next serve'
title += '\nat 2015 French Open'
plt.title(title, loc='left', fontsize=18, color='gray')
py = distribution_scatter(event.seconds_before_next_point, cmap='cool');


cut_h = np.percentile(event.seconds_before_next_point, 98)
outliers = event.seconds_before_next_point> cut_h


ha = {True: 'right', False: 'left'}
for x, y, c in zip(event[outliers].seconds_before_next_point,
                   py[outliers],
                   event[outliers].server):
    plt.text(x, y+.0005, c,
             ha=ha[x<0], va='bottom', fontsize=12)

plt.xlabel('Seconds before next serve', fontsize=15)
plt.gca().spines['left'].set_visible(False)
plt.gca().spines['right'].set_visible(False)
plt.gca().spines['top'].set_visible(False)
plt.yticks([])
plt.xticks(np.arange(5, 41, 5))
plt.xlim([5, 40])
plt.show()


Where to go next: