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通过重复输入绘制置信度和预测间隔

[英]Plotting confidence and prediction intervals with repeated entries

I have a correlation plot for two variables, the predictor variable (temperature) on the x-axis, and the response variable (density) on the y-axis. 我有两个变量的相关图,x轴上的预测变量(温度)和y轴上的响应变量(密度)。 My best fit least squares regression line is a 2nd order polynomial. 我最适合的最小二乘回归线是二阶多项式。 I would like to also plot confidence and prediction intervals. 我还想绘制置信度和预测间隔。 The method described in this answer seems perfect. 这个答案中描述的方法似乎很完美。 However, my dataset (n=2340) has repeated entries for many (x,y) pairs. 但是,我的数据集(n = 2340)重复了许多(x,y)对的条目。 My resulting plot looks like this: 我得到的情节看起来像这样: 在此输入图像描述

Here is my relevant code (slightly modified from linked answer above): 这是我的相关代码(从上面的链接答案略微修改):

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from statsmodels.sandbox.regression.predstd import wls_prediction_std
import statsmodels.formula.api as smf    
from statsmodels.stats.outliers_influence import summary_table

d = {'temp': x, 'dens': y}
df = pd.DataFrame(data=d)

x = df.temp
y = df.dens

plt.figure(figsize=(6 * 1.618, 6))
plt.scatter(x,y, s=10, alpha=0.3)
plt.xlabel('temp')
plt.ylabel('density')

# points linearly spaced for predictor variable
x1 = pd.DataFrame({'temp': np.linspace(df.temp.min(), df.temp.max(), 100)})

# 2nd order polynomial
poly_2 = smf.ols(formula='dens ~ 1 + temp + I(temp ** 2.0)',   data=df).fit()

# this correctly plots my single 2nd-order poly best-fit line:
plt.plot(x1.temp, poly_2.predict(x1), 'g-', label='Poly n=2  $R^2$=%.2f' % poly_2.rsquared, 
     alpha=0.9)

prstd, iv_l, iv_u = wls_prediction_std(poly_2)

st, data, ss2 = summary_table(poly_2, alpha=0.05)

fittedvalues = data[:,2]
predict_mean_se  = data[:,3]
predict_mean_ci_low, predict_mean_ci_upp = data[:,4:6].T
predict_ci_low, predict_ci_upp = data[:,6:8].T

# check we got the right things
print np.max(np.abs(poly_2.fittedvalues - fittedvalues))
print np.max(np.abs(iv_l - predict_ci_low))
print np.max(np.abs(iv_u - predict_ci_upp))

plt.plot(x, y, 'o')
plt.plot(x, fittedvalues, '-', lw=2)
plt.plot(x, predict_ci_low, 'r--', lw=2)
plt.plot(x, predict_ci_upp, 'r--', lw=2)
plt.plot(x, predict_mean_ci_low, 'r--', lw=2)
plt.plot(x, predict_mean_ci_upp, 'r--', lw=2)

The print statements evaluate to 0.0, as expected. 正如预期的那样,print语句的计算结果为0.0。 However, I need single lines for the polynomial best fit line, and the confidence and prediction intervals (rather than the multiple lines I currently have in my plot). 但是,我需要单线用于多项式最佳拟合线,以及置信度和预测间隔(而不是我目前在我的图中具有的多条线)。 Any ideas? 有任何想法吗?

Update: Following first answer from @kpie , I ordered my confidence and prediction interval arrays according to temperature: 更新:@kpie的第一个回答之后 ,我根据温度命令了我的置信度和预测间隔数组:

data_intervals = {'temp': x, 'predict_low': predict_ci_low, 'predict_upp': predict_ci_upp, 'conf_low': predict_mean_ci_low, 'conf_high': predict_mean_ci_upp}

df_intervals = pd.DataFrame(data=data_intervals)

df_intervals_sort = df_intervals.sort(columns='temp')

This achieved desired results: 这取得了预期的结果: 在此输入图像描述

You need to order your predict values based on temperature. 您需要根据温度订购预测值。 I think* 我认为*

So to get nice curvy lines you will have to use numpy.polynomial.polynomial.polyfit This will return a list of coefficients. 因此,为了得到漂亮的曲线,你将不得不使用numpy.polynomial.polynomial.polyfit这将返回一个系数列表。 You will have to split the x and y data into 2 lists so it fits in the function. 您必须将x和y数据拆分为2个列表,以便它适合函数。

You can then plot this function with: 然后,您可以使用以下方式绘制此函

def strPolynomialFromArray(coeffs):
    return("".join([str(k)+"*x**"+str(n)+"+" for n,k in enumerate(coeffs)])[0:-1])

from numpy import *
from matplotlib.pyplot import *
x = linespace(-15,45,300) # your smooth line will be made of 300 smooth pieces
y = exec(strPolynomialFromArray(numpy.polynomial.polynomial.polyfit(xs,ys,degree)))
plt.plot(x , y)

You can look more into plotting smooth lines here just remember all lines are linear splines, becasue continuous curvature is irrational. 您可以在这里更多地考虑绘制平滑线条只记得所有线条都是线性样条曲线,因为连续曲率是不合理的。

I believe that the polynomial fitting is done with least squares fitting (process described here ) 我相信多项式拟合是用最小二乘拟合完成的( 这里描述的过程)

Good Luck! 祝好运!

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