5 Best Ways to Plot CDF in Matplotlib in Python

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💡 Problem Formulation: When working with statistical data in Python, it’s often useful to plot the Cumulative Distribution Function (CDF) to understand the probability distribution of a dataset. Let’s assume you have an array of values and you want to plot the CDF to visualize the proportion of data points below a certain value. This article explores multiple methods of achieving this using Matplotlib, each with its unique approach and level of customization.

Method 1: Using NumPy and Matplotlib

The first method involves using NumPy to calculate the CDF of a dataset, and then plotting it using Matplotlib. NumPy’s np.linspace() and np.sort() functions are instrumental in generating the x-axis and y-axis data for the CDF plot. This approach provides fine control over the plot’s appearance and grid settings in Matplotlib.

Here’s an example:

import numpy as np
import matplotlib.pyplot as plt

data = np.random.randn(1000)
x = np.sort(data)
y = np.linspace(0, 1, len(data), endpoint=False)

plt.plot(x, y)
plt.title('CDF of Random Data')
plt.xlabel('Value')
plt.ylabel('CDF')
plt.grid(True)
plt.show()

The code snippet above generates a simple plot of the CDF of a dataset containing 1000 random numbers.

This approach smoothly integrates with Matplotlib’s plotting capabilities, providing a traditional way to plot a CDF. By sorting the data and using a linear space for the y-axis, we effectively create a step-by-step representation of the cumulative distribution.

Method 2: Using Matplotlib’s hist() Function

Matplotlib’s hist() function can be utilized with the cumulative parameter set to True for a histogram-based CDF. This method is fast and convenient, suitable for quick analysis without the need for additional libraries.

Here’s an example:

import matplotlib.pyplot as plt
import numpy as np

data = np.random.randn(1000)

plt.hist(data, bins=30, cumulative=True, color='blue', alpha=0.7, rwidth=0.85, density=True)
plt.title('CDF using Histogram')
plt.xlabel('Value')
plt.ylabel('Probability')
plt.grid(True)
plt.show()

The output is a histogram plot that effectively shows the CDF through accumulating bin counts, normalized as a probability.

This method exploits Matplotlib’s integrated hist function to plot a CDF, offering a quick and straightforward approach. It is particularly useful for binned data where interpolation of CDF values between bins is not crucial.

Method 3: Using ECDF from Statsmodels

Statsmodels is a Python module that allows for many statistical calculations and analyses, and it includes an Empirical CDF (ECDF) function. This method produces a step function over the range of data, representing the proportion of observations less than or equal to a particular value.

Here’s an example:

import numpy as np
import matplotlib.pyplot as plt
from statsmodels.distributions.empirical_distribution import ECDF

data = np.random.randn(1000)
ecdf = ECDF(data)

plt.step(ecdf.x, ecdf.y)
plt.title('CDF using ECDF from Statsmodels')
plt.xlabel('Value')
plt.ylabel('CDF')
plt.grid(True)
plt.show()

The code snippet above plots the ECDF of a dataset with 1000 random numbers.

Utilizing the ECDF function streamlines the process of plotting a CDF by handling the calculations internally and providing a ready-to-plot step function. This method is beneficial when the analysis relies on statistical modeling.

Method 4: Custom Function for CDF

Creating a custom CDF plotting function in Python might be needed for specialized analysis. This involves composing a unique function that takes a data array, computes the CDF, and plots the result using Matplotlib. It can be tailored for distinct data manipulation or presentation needs.

Here’s an example:

import numpy as np
import matplotlib.pyplot as plt

def plot_cdf(data):
    x = np.sort(data)
    y = np.arange(1, len(data) + 1) / len(data)
    plt.plot(x, y, marker='.', linestyle='none')
    plt.grid(True)
    plt.xlabel('Value')
    plt.ylabel('CDF')
    plt.title('Custom CDF Plot')
    plt.show()

data = np.random.randn(1000)
plot_cdf(data)

The code snippet above demonstrates creating and using a custom function to plot the CDF of a dataset.

A custom function for CDF plotting provides the highest level of flexibility. The major benefit of this method is that it allows for a straightforward extension or adaptation for specific dataset requirements or plotting preferences.

Bonus One-Liner Method 5: Using Pandas

Pandas, a powerful data manipulation library for Python, offers a quick one-liner solution to plot CDFs by combining pandas with Matplotlib. Using Pandas’ built-in plotting capabilities, you can generate a CDF plot with minimal code.

Here’s an example:

import pandas as pd
import numpy as np

data = pd.Series(np.random.randn(1000))
data.plot(kind='hist', cumulative=True, bins=30, density=True, alpha=0.7, legend=False)
plt.show()

The output is a concise and quick CDF plot using Pandas and Matplotlib.

This one-liner approach minimizes the code needed for CDF plotting and benefits from Pandas’ easy-to-use data structures. It is optimal for data stored in pandas Series or DataFrames and offers a clean, concise syntax.

Summary/Discussion

  • Method 1: Using NumPy and Matplotlib. Strengths: Offers fine control over the plot settings and grid. Weaknesses: Requires more lines of code than some other methods.
  • Method 2: Using Matplotlib’s hist() Function. Strengths: Fast and convenient, integrated into Matplotlib. Weaknesses: Less detailed than actual CDF for small sample sizes.
  • Method 3: Using ECDF from Statsmodels. Strengths: Straightforward and statistical model-ready. Weaknesses: Adds an external dependency to the project.
  • Method 4: Custom Function for CDF. Strengths: Highly customizable and extensible. Weaknesses: More complex, requires deeper understanding of CDF.
  • Method 5: Using Pandas. Strengths: Efficient for data stored in pandas structures, simple syntax. Weaknesses: Requires knowledge of Pandas library and its integration with Matplotlib.