Fit a curve to a histogram in Python

Question

I am trying to make to fit a curve to the values in a matplotlib generated histogram:

n, bins, patches = plt.hist(myData)

Where "plt" stands for matplotlib.pyplot and myData is an array with number of occurrences every index like [9,3,3,....]

I want bins to be my x-data and n to be my y-data. That is, I want to extract info about how often number x occors vs. number x. However, I cannot get bins and n to be of the same size.

So basically, I would like to be able to fit a curve to n(bins, params).

How would one do this?

Answer 1

From the documentation of matplotlib.pyplot.hist :

Returns

n : array or list of arrays

The values of the histogram bins. See normed and weights for a description of the possible semantics. If input x is an array, then this is an array of length nbins . If input is a sequence arrays [data1, data2,..] , then this is a list of arrays with the values of the histograms for each of the arrays in the same order.

bins : array

The edges of the bins. Length nbins + 1 (nbins left edges and right edge of last bin). Always a single array even when multiple data sets are passed in.

patches : list or list of lists

Silent list of individual patches used to create the histogram or list of such list if multiple input datasets.

As you can see the second return is actually the edges of the bins, so it contains one more item than there are bins.

The easiest way to get the bin centers is:

import numpy as np
bin_center = bin_borders[:-1] + np.diff(bin_borders) / 2

Which just adds half of the width (with np.diff ) between two borders (width of the bins) to the left bin border. Excluding the last bin border because it's the right border of the rightmost bin.

So this will actually return the bin centers - an array with the same length as n .

Note that if you have numba you could speed up the borders-to-centers-calculation:

import numba as nb

@nb.njit
def centers_from_borders_numba(b):
    centers = np.empty(b.size - 1, np.float64)
    for idx in range(b.size - 1):
        centers[idx] = b[idx] + (b[idx+1] - b[idx]) / 2
    return centers

def centers_from_borders(borders):
    return borders[:-1] + np.diff(borders) / 2

It's quite a bit faster:

bins = np.random.random(100000)
bins.sort()

# Make sure they are identical
np.testing.assert_array_equal(centers_from_borders_numba(bins), centers_from_borders(bins))

# Compare the timings
%timeit centers_from_borders_numba(bins)
# 36.9 µs ± 275 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)
%timeit centers_from_borders(bins)
# 150 µs ± 704 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each)

Even if it's faster numba is quite a heavy dependency that you don't add lightly. However it's fun to play around with and really fast, but in the following I'll use the NumPy version because it's will be more helpful for most future visitors.

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As for the general task of fitting a function to the histogram: You need to define a function to fit to the data and then you can use scipy.optimize.curve_fit . For example if you want to fit a Gaussian curve:

import numpy as np
import matplotlib.pyplot as plt

from scipy.optimize import curve_fit

Then define the function to fit and some sample dataset. The sample dataset is just for the purpose of this question, you should use your dataset and define your function you want to fit:

def gaussian(x, mean, amplitude, standard_deviation):
    return amplitude * np.exp( - (x - mean)**2 / (2*standard_deviation ** 2))
    
x = np.random.normal(10, 5, size=10000)

Fitting the curve and plotting it:

bin_heights, bin_borders, _ = plt.hist(x, bins='auto', label='histogram')
bin_centers = bin_borders[:-1] + np.diff(bin_borders) / 2
popt, _ = curve_fit(gaussian, bin_centers, bin_heights, p0=[1., 0., 1.])

x_interval_for_fit = np.linspace(bin_borders[0], bin_borders[-1], 10000)
plt.plot(x_interval_for_fit, gaussian(x_interval_for_fit, *popt), label='fit')
plt.legend()

Note that you can also use NumPys histogram and Matplotlibs bar -plot instead. The difference is that np.histogram doesn't return the "patches" array and that you need the bin-widths for Matplotlibs bar-plot:

bin_heights, bin_borders = np.histogram(x, bins='auto')
bin_widths = np.diff(bin_borders)
bin_centers = bin_borders[:-1] + bin_widths / 2
popt, _ = curve_fit(gaussian, bin_centers, bin_heights, p0=[1., 0., 1.])

x_interval_for_fit = np.linspace(bin_borders[0], bin_borders[-1], 10000)

plt.bar(bin_centers, bin_heights, width=bin_widths, label='histogram')
plt.plot(x_interval_for_fit, gaussian(x_interval_for_fit, *popt), label='fit', c='red')
plt.legend()

Of course you can also fit other functions to your histograms. I generally like Astropy s models for fitting , because you don't need to create the functions yourself and it also supports compound models and different fitters.

For example to fit a Gaussian curve using Astropy to the data set:

from astropy.modeling import models, fitting

bin_heights, bin_borders = np.histogram(x, bins='auto')
bin_widths = np.diff(bin_borders)
bin_centers = bin_borders[:-1] + bin_widths / 2

t_init = models.Gaussian1D()
fit_t = fitting.LevMarLSQFitter()
t = fit_t(t_init, bin_centers, bin_heights)

x_interval_for_fit = np.linspace(bin_borders[0], bin_borders[-1], 10000)
plt.figure()
plt.bar(bin_centers, bin_heights, width=bin_widths, label='histogram')
plt.plot(x_interval_for_fit, t(x_interval_for_fit), label='fit', c='red')
plt.legend()

Fitting a different model to the data is possible then just by replacing the:

t_init = models.Gaussian1D()

with a different model. For example a Lorentz1D (like a Gaussian but a with wider tails):

t_init = models.Lorentz1D()

Not exactly a good model given my sample data, but it's really easy to use if there's already an Astropy model that matches the needs.

Answer 2

One way of doing it is to plot the PDF or the PMF of the curve with the same parameters as your histogram. For example, if you think you want to check how your histogram fits the normal distribution, you can plot the PDF of the Normal with the same mean & variance as your histogram. Create a random normal with the numpy.random.normal() function and plot its PDF. The way to do that is explained on the Numpy official page: https://numpy.org/doc/stable/reference/random/generated/numpy.random.normal.html