shadyquant
😎
This python package allows you to quantile and plot lines where you have multiple samples, typically for visualizing uncertainty. Your data should be shaped (N, T), where N is the number of samples, T is the dimension of your lines.
Install
pip install shadyquant
Usage
Consider you have 100 lines that you want to compute confidence intervals (quantiles) on:
import matplotlib.pyplot as plt
import numpy as np
x = np.linspace(0,2,1000)
y = np.sin(x)
plt.plot(x,y)
I'll make 100 examples of this plot, each scaled by a random number.
w = np.random.normal(size=100)**2
traj = y + y * w[:, None]
plt.plot(traj.T, color='C0')
plt.show()
You can use shadyquant to plot a 95% confidence interval (default):
import sq
sq.traj_quantile(traj)
You can also do weighted quantiling, if you have weights attached to each line
sq.traj_quantile(traj, weights=w)
You may want to do fancy shading, which just plots a series of quantiles as polygons with transparency. The quantiles overlap, which gives a nice blending. The outer edges of the polygons still correspond to the 95% confidence interval.
sq.traj_quantile(traj, fancy_shading=True)
Here are some further options you can modify:
plt.figure(figsize=(8, 3))
ax = plt.gca()
sq.traj_quantile(
traj,
ax=ax,
fancy_shading=True,
lower_q_bound=1 / 3,
upper_q_bound=2 / 3,
levels=100,
color="red",
alpha=0.01,
)
4 Dec 2, 2022
162 Nov 11, 2022
2 Nov 29, 2021
4 Jun 12, 2022
0 Jul 9, 2022
38 Dec 20, 2022
97 Nov 4, 2022
30 Dec 10, 2022
80 Sep 17, 2022
1 Dec 30, 2021
394 Dec 18, 2022
138 Dec 14, 2022
1.6k Jan 6, 2023
156 Jan 3, 2023
502 Dec 28, 2022
76 Dec 15, 2022
338 Nov 25, 2022
9 Sep 26, 2022
2.7k Jan 07, 2023
697 Jan 06, 2023
123 Dec 25, 2022
2 Nov 21, 2021
1 Dec 21, 2021
209 Sep 19, 2022
110 Dec 22, 2022
1.8k Jan 07, 2023
342 Oct 26, 2022
15 Dec 28, 2022
239 Nov 10, 2022
2.8k Jan 03, 2023
2 Feb 17, 2022
11 Oct 28, 2021
3 Oct 05, 2022
16 Nov 26, 2022
11 Dec 25, 2022
1.7k Jan 04, 2023
280 Dec 19, 2022