问题描述
我现在正在尝试在python中重新创建 exponential probability paper的图形。
为此,我必须将CDF函数线性化为:
x = a*g(Fx(x)) + b
然后绘制x
与g(Fx(x))
。
This image shows the parameters for different distributions
但是我对如何进行一无所知。显然,必须更改x轴的比例。我已经尝试过使用probplot,但结果却完全相同。
有什么想法吗?
import matplotlib.pyplot as plt
import numpy as np
from scipy.stats import expon
from scipy.stats import probplot
# Creating plot
fig,ax =plt.subplots()
newax=ax.twiny()
ax.grid()
# Lognormal
lambda_expon=0.04
i=1/lambda_expon
probs=np.arange(0.01,0.99,0.01) # array with probabilities
ppf =expon.ppf(probs,i)
cdf=expon.cdf(ppf,i)
x=-np.log(1-cdf) # variable
y=-np.log(1-cdf)*i # linearized form CDF
ax.plot(x,y)
newax.set_xticks([0.01,0.5,0.8,0.9,0.96,0.99])
newax.set_xticks([0.01,0.90,0.99])
ax.plot()
解决方法
不确定,您为什么认为这是CDF图。如果在X轴上放置概率,而在Y轴上绘制x
,则看起来像分位数图。
在这种比例尺内置的Python / Matplotlib中看不到,logit
看起来是最好的近似值。
还是我误解了你的问题?
代码,Python 3.8 x64 Win10
import numpy as np
import matplotlib.pyplot as plt
# exponential distribution
def PDF(x,λ):
return λ*np.exp(-λ*x)
def CDF(x,λ):
return 1.0 - np.exp(-λ*x)
def Q(p,λ): # quantile
x = -np.log(1.0 - p)/λ
return x
# plots
λ = 0.04
p = np.linspace(0.01,0.99,101)
x = Q(p,λ)
fig = plt.figure()
ax = fig.add_subplot(2,1,1)
ax.set_xscale('logit')
ax.plot(p,x,'r-')
plt.show()
您会得到类似的东西
更新
如果您需要概率图,这里是
代码
from scipy.stats import expon
rve = expon(loc=0.0,scale=1.0/λ)
p = np.linspace(0.01,101)
x = rve.ppf(p) # Q(p,λ)
q = rve.rvs(size = 10000)
fig = plt.figure()
ax = fig.add_subplot(2,1)
res = stats.probplot(q,dist=rve,plot=ax)
plt.show()
和图形
好吧,当您发送消息时,我已经在编写代码了。无论如何将其放置在这里,看起来就像您要问的图形-具有自定义标签的线性图。
import matplotlib.ticker as ticker
def linear(x0,xn,y0,yn,x):
q = (x-x0)/(xn-x0)
return q * yn + (1.0 - q) * y0
pmin = 0.009
pmax = 0.991
xmin = Q(pmin,λ)
xmax = Q(pmax,λ)
x = np.linspace(xmin,xmax,2)
p = np.linspace(pmin,pmax,2)
tick_values = [0.01,0.50,0.80,0.90,0.96,0.99] # probabilies
tick_names = [str(v) for v in tick_values] # ticks to place on graph
tick_xvals = [Q(p,λ) for p in tick_values] # x values for each p
tick_places = [linear(xmin,pmin,x) for x in tick_xvals] # x from linear function
fig = plt.figure()
ax = fig.add_subplot(2,1)
ax.axes.xaxis.set_major_locator(ticker.FixedLocator((tick_places)))
ax.xaxis.set_major_formatter(ticker.FixedFormatter((tick_names)))
ax.plot(p,'r-')
plt.show()
和图形本身