53 lines
1.5 KiB
Python
53 lines
1.5 KiB
Python
import numpy as np
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import matplotlib.pyplot as plt
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# data:
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rng = np.random.RandomState(981)
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data = rng.randn(100)
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xs = np.sort(data)
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cdf = np.arange(len(xs))/float(len(xs))
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# Gauss:
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dx = 0.01
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xx = np.arange(-4.0, 4.0, dx)
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gauss = np.exp(-0.5*xx*xx)/np.sqrt(2.0*np.pi)
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gausscdf = np.cumsum(gauss)*dx
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# plot:
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plt.xkcd()
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fig = plt.figure( figsize=(6, 2.6) )
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ax = fig.add_subplot(1, 1, 1)
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ax.spines['right'].set_visible(False)
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ax.spines['top'].set_visible(False)
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ax.yaxis.set_ticks_position('left')
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ax.xaxis.set_ticks_position('bottom')
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ax.set_xlabel( 'x' )
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ax.set_xlim(-3.2, 3.2)
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ax.set_xticks( np.arange( -3.0, 3.1, 1.0 ) )
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ax.set_ylabel( 'F(x)' )
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ax.set_ylim(-0.05, 1.05)
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ax.set_yticks( np.arange( 0.0, 1.1, 0.2 ) )
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med = xs[cdf>=0.5][0]
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ax.plot([-3.2, med, med], [0.5, 0.5, 0.0], 'k', lw=1, zorder=-5)
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ax.text(-2.8, 0.55, 'F=0.5')
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ax.text(0.15, 0.25, 'median at %.2f' % med)
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q3 = xs[cdf>=0.75][0]
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ax.plot([-3.2, q3, q3], [0.75, 0.75, 0.0], 'k', lw=1, zorder=-5)
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ax.text(-2.8, 0.8, 'F=0.75')
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ax.text(0.8, 0.5, '3. quartile at %.2f' % q3)
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p = cdf[xs>=-1.0][0]
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ax.plot([-3.2, -1.0, -1.0], [p, p, 0.0], 'k', lw=1, zorder=-5)
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ax.text(-2.8, 0.2, 'F=%.2f' % p)
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ax.text(-0.9, 0.05, '-1')
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ax.plot(xx, gausscdf, '-', color='#0000ff', lw=2, zorder=-1)
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ax.plot(xs, cdf, '-', color='#cc0000', lw=4, zorder=-1)
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ax.plot([-3.2, 3.2], [1.0, 1.0], '--', color='k', lw=2, zorder=-10)
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plt.subplots_adjust(left=0.1, right=0.98, bottom=0.15, top=0.98, wspace=0.35, hspace=0.3)
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fig.savefig( 'cumulative.pdf' )
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#plt.show()
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