绘制 95% 置信区间误差条 python pandas dataframes

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时间:2020-08-20 00:13:13  来源:igfitidea点击:

Plot 95% confidence interval errorbar python pandas dataframes

pythonpandasmatplotlib

提问by MaxNoe

I want to show 95% confidence interval with Python pandas, matpolib... But I stucked, because for usual .std()I would do smth like this:

我想用 Python 熊猫、matpolib 显示 95% 的置信区间……但我坚持了下来,因为通常.std()我会这样做:

import pandas as pd
import numpy as np

import matplotlib

matplotlib.use('Agg')

import matplotlib.pyplot as plt
import math

data = pd.read_table('output.txt',sep=r'\,', engine='python')
Ox = data.groupby(['Ox'])['Ox'].mean()
Oy = data.groupby(['Ox'])['Oy'].mean()
std = data.groupby(['Ox'])['Oy'].std()

plt.plot(Ox, Oy , label = 'STA = '+ str(x))
plt.errorbar(Ox, Oy, std, label = 'errorbar', linewidth=2)

plt.legend(loc='best', prop={'size':9.2})

plt.savefig('plot.pdf')
plt.close()

But I haven't found something in pandas methods which can help me. Does anybody know?

但是我还没有在 Pandas 方法中找到可以帮助我的东西。有人知道吗?

回答by MaxNoe

Using 2 * std to estimate the 95 % interval

使用 2 * std 估计 95% 间隔

In a normal distribution, the interval [μ - 2σ, μ + 2σ] covers 95.5 %, so you can use 2 * std to estimate the 95 % interval:

在正态分布中,区间 [μ - 2σ, μ + 2σ] 覆盖了 95.5 %,因此您可以使用 2 * std 来估计 95 % 的区间:

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt

df = pd.DataFrame()
df['category'] = np.random.choice(np.arange(10), 1000, replace=True)
df['number'] = np.random.normal(df['category'], 1)

mean = df.groupby('category')['number'].mean()
std = df.groupby('category')['number'].std()

plt.errorbar(mean.index, mean, xerr=0.5, yerr=2*std, linestyle='')
plt.show()

Result:

结果:

result

结果

Using percentiles

使用百分位数

If your distribution is skewed, it is better to use asymmetrical errorbars and get your 95% interval from the percentiles.

如果您的分布偏斜,最好使用不对称误差条并从百分位数中获得 95% 的区间。

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from scipy.stats import skewnorm

df = pd.DataFrame()
df['category'] = np.random.choice(np.arange(10), 1000, replace=True)
df['number'] = skewnorm.rvs(5, df['category'], 1)

mean = df.groupby('category')['number'].mean()
p025 = df.groupby('category')['number'].quantile(0.025)
p975 = df.groupby('category')['number'].quantile(0.975)

plt.errorbar(
    mean.index,
    mean,
    xerr=0.5,
    yerr=[mean - p025, p975 - mean],
    linestyle='',
)
plt.show()

Result:

结果:

enter image description here

在此处输入图片说明

回答by ImportanceOfBeingErnest

For a normal distribution ~95% of the values lie within a window of 4 standard deviations around the mean, or in other words, 95% of the values are within plus/minus 2 standard deviations from the mean. See, e.g. 68–95–99.7-rule.

对于正态分布,约 95% 的值位于均值周围 4 个标准差的窗口内,或者换句话说,95% 的值在均值的正负 2 个标准差范围内。参见,例如68-95-99.7 规则

plt.errorbar's yerrargument specifies the length of the single sided errorbar. Thus taking

plt.errorbaryerr参数指定单边误差条的长度。因此采取

plt.errorbar(x,y,yerr=2*std)

where stdis the standard deviation shows the errorbars of the 95% confidence interval.

其中std是标准偏差显示 95% 置信区间的误差条。