Empirical Cumulative Distribution Function Plot

A function to conveniently plot an empirical cumulative distribution function.

from mlxtend.ecdf import ecdf

Overview

A function to conveniently plot an empirical cumulative distribution function (ECDF) and adding percentile thresholds for exploratory data analysis.

References

  • -

Example 1 - ECDF

from mlxtend.data import iris_data
from mlxtend.plotting import ecdf
import matplotlib.pyplot as plt

X, y = iris_data()

ax, _, _ = ecdf(x=X[:, 0], x_label='sepal length (cm)')
plt.show()

png

Example 2 - Multiple ECDFs

from mlxtend.data import iris_data
from mlxtend.plotting import ecdf
import matplotlib.pyplot as plt

X, y = iris_data()

# first ecdf
x1 = X[:, 0]
ax, _, _ = ecdf(x1, x_label='cm')

# second ecdf
x2 = X[:, 1]
ax, _, _ = ecdf(x2, ax=ax)

plt.legend(['sepal length', 'sepal width'])
plt.show()

png

Example 3 - ECDF with Percentile Thresholds

from mlxtend.data import iris_data
from mlxtend.plotting import ecdf
import matplotlib.pyplot as plt

X, y = iris_data()

ax, threshold, count = ecdf(x=X[:, 0], 
                            x_label='sepal length (cm)',
                            percentile=0.8)

plt.show()

print('Feature threshold at the 80th percentile:', threshold)
print('Number of samples below the threshold:', count)

png

Feature threshold at the 80th percentile: 6.5
Number of samples below the threshold: 120

API

ecdf(x, y_label='ECDF', x_label=None, ax=None, percentile=None, ecdf_color=None, ecdf_marker='o', percentile_color='black', percentile_linestyle='--')

Plots an Empirical Cumulative Distribution Function

Parameters

  • x : array or list, shape=[n_samples,]

    Array-like object containing the feature values

  • y_label : str (default='ECDF')

    Text label for the y-axis

  • x_label : str (default=None)

    Text label for the x-axis

  • ax : matplotlib.axes.Axes (default: None)

    An existing matplotlib Axes. Creates one if ax=None

  • percentile : float (default=None)

    Float between 0 and 1 for plotting a percentile threshold line

  • ecdf_color : matplotlib color (default=None)

    Color for the ECDF plot; uses matplotlib defaults if None

  • ecdf_marker : matplotlib marker (default='o')

    Marker style for the ECDF plot

  • percentile_color : matplotlib color (default='black')

    Color for the percentile threshold if percentile is not None

  • percentile_linestyle : matplotlib linestyle (default='--')

    Line style for the percentile threshold if percentile is not None

Returns

  • ax : matplotlib.axes.Axes object

  • percentile_threshold : float

    Feature threshold at the percentile or None if percentile=None

  • percentile_count : Number of if percentile is not None

    Number of samples that have a feature less or equal than the feature threshold at a percentile threshold or None if percentile=None

Examples

For usage examples, please see http://rasbt.github.io/mlxtend/user_guide/plotting/ecdf/