def plot_power(self,
dep_var='nobs',
nobs=None,
effect_size=None,
alpha=0.05,
ax=None,
title=None,
plt_kwds=None,
**kwds):
'''plot power with number of observations or effect size on x-axis
Parameters
----------
dep_var : str in ['nobs', 'effect_size', 'alpha']
This specifies which variable is used for the horizontal axis.
If dep_var='nobs' (default), then one curve is created for each
value of ``effect_size``. If dep_var='effect_size' or alpha, then
one curve is created for each value of ``nobs``.
nobs : scalar or array_like
specifies the values of the number of observations in the plot
effect_size : scalar or array_like
specifies the values of the effect_size in the plot
alpha : float or array_like
The significance level (type I error) used in the power
calculation. Can only be more than a scalar, if ``dep_var='alpha'``
ax : None or axis instance
If ax is None, than a matplotlib figure is created. If ax is a
matplotlib axis instance, then it is reused, and the plot elements
are created with it.
title : str
title for the axis. Use an empty string, ``''``, to avoid a title.
plt_kwds : None or dict
not used yet
kwds : optional keywords for power function
These remaining keyword arguments are used as arguments to the
power function. Many power function support ``alternative`` as a
keyword argument, two-sample test support ``ratio``.
Returns
-------
fig : matplotlib figure instance
Notes
-----
This works only for classes where the ``power`` method has
``effect_size``, ``nobs`` and ``alpha`` as the first three arguments.
If the second argument is ``nobs1``, then the number of observations
in the plot are those for the first sample.
TODO: fix this for FTestPower and GofChisquarePower
TODO: maybe add line variable, if we want more than nobs and effectsize
'''
#if pwr_kwds is None:
# pwr_kwds = {}
from statsmodels.graphics import utils
from statsmodels.graphics.plottools import rainbow
fig, ax = utils.create_mpl_ax(ax)
import matplotlib.pyplot as plt
colormap = plt.cm.Dark2 #pylint: disable-msg=E1101
plt_alpha = 1 #0.75
lw = 2
if dep_var == 'nobs':
colors = rainbow(len(effect_size))
colors = [
colormap(i) for i in np.linspace(0, 0.9, len(effect_size))
]
for ii, es in enumerate(effect_size):
power = self.power(es, nobs, alpha, **kwds)
ax.plot(nobs,
power,
lw=lw,
alpha=plt_alpha,
color=colors[ii],
label='es=%4.2F' % es)
xlabel = 'Number of Observations'
elif dep_var in ['effect size', 'effect_size', 'es']:
colors = rainbow(len(nobs))
colors = [colormap(i) for i in np.linspace(0, 0.9, len(nobs))]
for ii, n in enumerate(nobs):
power = self.power(effect_size, n, alpha, **kwds)
ax.plot(effect_size,
power,
lw=lw,
alpha=plt_alpha,
color=colors[ii],
label='N=%4.2F' % n)
xlabel = 'Effect Size'
elif dep_var in ['alpha']:
# experimental nobs as defining separate lines
colors = rainbow(len(nobs))
for ii, n in enumerate(nobs):
power = self.power(effect_size, n, alpha, **kwds)
ax.plot(alpha,
power,
lw=lw,
alpha=plt_alpha,
color=colors[ii],
label='N=%4.2F' % n)
xlabel = 'alpha'
else:
raise ValueError('depvar not implemented')
if title is None:
title = 'Power of Test'
ax.set_xlabel(xlabel)
ax.set_title(title)
ax.legend(loc='lower right')
return fig
def interaction_plot(x, trace, response, func=np.mean, ax=None, plottype='b',
xlabel=None, ylabel=None, colors=None, markers=None,
linestyles=None, legendloc='best', legendtitle=None,
**kwargs):
"""
Interaction plot for factor level statistics.
Note. If categorial factors are supplied levels will be internally
recoded to integers. This ensures matplotlib compatibility. Uses
a DataFrame to calculate an `aggregate` statistic for each level of the
factor or group given by `trace`.
Parameters
----------
x : array_like
The `x` factor levels constitute the x-axis. If a `pandas.Series` is
given its name will be used in `xlabel` if `xlabel` is None.
trace : array_like
The `trace` factor levels will be drawn as lines in the plot.
If `trace` is a `pandas.Series` its name will be used as the
`legendtitle` if `legendtitle` is None.
response : array_like
The reponse or dependent variable. If a `pandas.Series` is given
its name will be used in `ylabel` if `ylabel` is None.
func : function
Anything accepted by `pandas.DataFrame.aggregate`. This is applied to
the response variable grouped by the trace levels.
ax : axes, optional
Matplotlib axes instance
plottype : str {'line', 'scatter', 'both'}, optional
The type of plot to return. Can be 'l', 's', or 'b'
xlabel : str, optional
Label to use for `x`. Default is 'X'. If `x` is a `pandas.Series` it
will use the series names.
ylabel : str, optional
Label to use for `response`. Default is 'func of response'. If
`response` is a `pandas.Series` it will use the series names.
colors : list, optional
If given, must have length == number of levels in trace.
markers : list, optional
If given, must have length == number of levels in trace
linestyles : list, optional
If given, must have length == number of levels in trace.
legendloc : {None, str, int}
Location passed to the legend command.
legendtitle : {None, str}
Title of the legend.
**kwargs
These will be passed to the plot command used either plot or scatter.
If you want to control the overall plotting options, use kwargs.
Returns
-------
Figure
The figure given by `ax.figure` or a new instance.
Examples
--------
>>> import numpy as np
>>> np.random.seed(12345)
>>> weight = np.random.randint(1,4,size=60)
>>> duration = np.random.randint(1,3,size=60)
>>> days = np.log(np.random.randint(1,30, size=60))
>>> fig = interaction_plot(weight, duration, days,
... colors=['red','blue'], markers=['D','^'], ms=10)
>>> import matplotlib.pyplot as plt
>>> plt.show()
.. plot::
import numpy as np
from statsmodels.graphics.factorplots import interaction_plot
np.random.seed(12345)
weight = np.random.randint(1,4,size=60)
duration = np.random.randint(1,3,size=60)
days = np.log(np.random.randint(1,30, size=60))
fig = interaction_plot(weight, duration, days,
colors=['red','blue'], markers=['D','^'], ms=10)
import matplotlib.pyplot as plt
#plt.show()
"""
from pandas import DataFrame
fig, ax = utils.create_mpl_ax(ax)
response_name = ylabel or getattr(response, 'name', 'response')
ylabel = '%s of %s' % (func.__name__, response_name)
xlabel = xlabel or getattr(x, 'name', 'X')
legendtitle = legendtitle or getattr(trace, 'name', 'Trace')
ax.set_ylabel(ylabel)
ax.set_xlabel(xlabel)
x_values = x_levels = None
if isinstance(x[0], str):
x_levels = [l for l in np.unique(x)]
x_values = lrange(len(x_levels))
x = _recode(x, dict(zip(x_levels, x_values)))
data = DataFrame(dict(x=x, trace=trace, response=response))
plot_data = data.groupby(['trace', 'x']).aggregate(func).reset_index()
# return data
# check plot args
n_trace = len(plot_data['trace'].unique())
linestyles = ['-'] * n_trace if linestyles is None else linestyles
markers = ['.'] * n_trace if markers is None else markers
colors = rainbow(n_trace) if colors is None else colors
if len(linestyles) != n_trace:
raise ValueError("Must be a linestyle for each trace level")
if len(markers) != n_trace:
raise ValueError("Must be a marker for each trace level")
if len(colors) != n_trace:
raise ValueError("Must be a color for each trace level")
if plottype == 'both' or plottype == 'b':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.plot(group['x'], group['response'], color=colors[i],
marker=markers[i], label=label,
linestyle=linestyles[i], **kwargs)
elif plottype == 'line' or plottype == 'l':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.plot(group['x'], group['response'], color=colors[i],
label=label, linestyle=linestyles[i], **kwargs)
elif plottype == 'scatter' or plottype == 's':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.scatter(group['x'], group['response'], color=colors[i],
label=label, marker=markers[i], **kwargs)
else:
raise ValueError("Plot type %s not understood" % plottype)
ax.legend(loc=legendloc, title=legendtitle)
ax.margins(.1)
if all([x_levels, x_values]):
ax.set_xticks(x_values)
ax.set_xticklabels(x_levels)
return fig
linestyles = ['-'] * n_trace
if markers:
try:
assert len(markers) == n_trace
except AssertionError, err:
raise ValueError("Must be a linestyle for each trace level")
else: # set a default
markers = ['.'] * n_trace
if colors:
try:
assert len(colors) == n_trace
except AssertionError, err:
raise ValueError("Must be a linestyle for each trace level")
else: # set a default
#TODO: how to get n_trace different colors?
colors = rainbow(n_trace)
if plottype == 'both' or plottype == 'b':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.plot(group['x'], group['response'], color=colors[i],
marker=markers[i], label=label,
linestyle=linestyles[i], **kwargs)
elif plottype == 'line' or plottype == 'l':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.plot(group['x'], group['response'], color=colors[i],
label=label, linestyle=linestyles[i], **kwargs)
elif plottype == 'scatter' or plottype == 's':
def plot_power(self, dep_var='nobs', nobs=None, effect_size=None,
alpha=0.05, ax=None, title=None, plt_kwds=None, **kwds):
'''plot power with number of observations or effect size on x-axis
Parameters
----------
dep_var : string in ['nobs', 'effect_size', 'alpha']
This specifies which variable is used for the horizontal axis.
If dep_var='nobs' (default), then one curve is created for each
value of ``effect_size``. If dep_var='effect_size' or alpha, then
one curve is created for each value of ``nobs``.
nobs : scalar or array_like
specifies the values of the number of observations in the plot
effect_size : scalar or array_like
specifies the values of the effect_size in the plot
alpha : float or array_like
The significance level (type I error) used in the power
calculation. Can only be more than a scalar, if ``dep_var='alpha'``
ax : None or axis instance
If ax is None, than a matplotlib figure is created. If ax is a
matplotlib axis instance, then it is reused, and the plot elements
are created with it.
title : string
title for the axis. Use an empty string, ``''``, to avoid a title.
plt_kwds : None or dict
not used yet
kwds : optional keywords for power function
These remaining keyword arguments are used as arguments to the
power function. Many power function support ``alternative`` as a
keyword argument, two-sample test support ``ratio``.
Returns
-------
fig : matplotlib figure instance
Notes
-----
This works only for classes where the ``power`` method has
``effect_size``, ``nobs`` and ``alpha`` as the first three arguments.
If the second argument is ``nobs1``, then the number of observations
in the plot are those for the first sample.
TODO: fix this for FTestPower and GofChisquarePower
TODO: maybe add line variable, if we want more than nobs and effectsize
'''
#if pwr_kwds is None:
# pwr_kwds = {}
from statsmodels.graphics import utils
from statsmodels.graphics.plottools import rainbow
fig, ax = utils.create_mpl_ax(ax)
import matplotlib.pyplot as plt
colormap = plt.cm.Dark2 #pylint: disable-msg=E1101
plt_alpha = 1 #0.75
lw = 2
if dep_var == 'nobs':
colors = rainbow(len(effect_size))
colors = [colormap(i) for i in np.linspace(0, 0.9, len(effect_size))]
for ii, es in enumerate(effect_size):
power = self.power(es, nobs, alpha, **kwds)
ax.plot(nobs, power, lw=lw, alpha=plt_alpha,
color=colors[ii], label='es=%4.2F' % es)
xlabel = 'Number of Observations'
elif dep_var in ['effect size', 'effect_size', 'es']:
colors = rainbow(len(nobs))
colors = [colormap(i) for i in np.linspace(0, 0.9, len(nobs))]
for ii, n in enumerate(nobs):
power = self.power(effect_size, n, alpha, **kwds)
ax.plot(effect_size, power, lw=lw, alpha=plt_alpha,
color=colors[ii], label='N=%4.2F' % n)
xlabel = 'Effect Size'
elif dep_var in ['alpha']:
# experimental nobs as defining separate lines
colors = rainbow(len(nobs))
for ii, n in enumerate(nobs):
power = self.power(effect_size, n, alpha, **kwds)
ax.plot(alpha, power, lw=lw, alpha=plt_alpha,
color=colors[ii], label='N=%4.2F' % n)
xlabel = 'alpha'
else:
raise ValueError('depvar not implemented')
if title is None:
title = 'Power of Test'
ax.set_xlabel(xlabel)
ax.set_title(title)
ax.legend(loc='lower right')
return fig
def interaction_plot(x, trace, response, func=np.mean, ax=None, plottype='b',
xlabel=None, ylabel=None, colors=None, markers=None,
linestyles=None, legendloc='best', legendtitle=None,
**kwargs):
"""
Interaction plot for factor level statistics.
Note. If categorial factors are supplied levels will be internally
recoded to integers. This ensures matplotlib compatiblity.
uses pandas.DataFrame to calculate an `aggregate` statistic for each
level of the factor or group given by `trace`.
Parameters
----------
x : array-like
The `x` factor levels constitute the x-axis. If a `pandas.Series` is
given its name will be used in `xlabel` if `xlabel` is None.
trace : array-like
The `trace` factor levels will be drawn as lines in the plot.
If `trace` is a `pandas.Series` its name will be used as the
`legendtitle` if `legendtitle` is None.
response : array-like
The reponse or dependent variable. If a `pandas.Series` is given
its name will be used in `ylabel` if `ylabel` is None.
func : function
Anything accepted by `pandas.DataFrame.aggregate`. This is applied to
the response variable grouped by the trace levels.
plottype : str {'line', 'scatter', 'both'}, optional
The type of plot to return. Can be 'l', 's', or 'b'
ax : axes, optional
Matplotlib axes instance
xlabel : str, optional
Label to use for `x`. Default is 'X'. If `x` is a `pandas.Series` it
will use the series names.
ylabel : str, optional
Label to use for `response`. Default is 'func of response'. If
`response` is a `pandas.Series` it will use the series names.
colors : list, optional
If given, must have length == number of levels in trace.
linestyles : list, optional
If given, must have length == number of levels in trace.
markers : list, optional
If given, must have length == number of lovels in trace
kwargs
These will be passed to the plot command used either plot or scatter.
If you want to control the overall plotting options, use kwargs.
Returns
-------
fig : Figure
The figure given by `ax.figure` or a new instance.
Examples
--------
>>> import numpy as np
>>> np.random.seed(12345)
>>> weight = np.random.randint(1,4,size=60)
>>> duration = np.random.randint(1,3,size=60)
>>> days = np.log(np.random.randint(1,30, size=60))
>>> fig = interaction_plot(weight, duration, days,
... colors=['red','blue'], markers=['D','^'], ms=10)
>>> import matplotlib.pyplot as plt
>>> plt.show()
.. plot::
import numpy as np
from statsmodels.graphics.factorplots import interaction_plot
np.random.seed(12345)
weight = np.random.randint(1,4,size=60)
duration = np.random.randint(1,3,size=60)
days = np.log(np.random.randint(1,30, size=60))
fig = interaction_plot(weight, duration, days,
colors=['red','blue'], markers=['D','^'], ms=10)
import matplotlib.pyplot as plt
#plt.show()
"""
from pandas import DataFrame
fig, ax = utils.create_mpl_ax(ax)
response_name = ylabel or getattr(response, 'name', 'response')
ylabel = '%s of %s' % (func.__name__, response_name)
xlabel = xlabel or getattr(x, 'name', 'X')
legendtitle = legendtitle or getattr(trace, 'name', 'Trace')
ax.set_ylabel(ylabel)
ax.set_xlabel(xlabel)
x_values = x_levels = None
if isinstance(x[0], str):
x_levels = [l for l in np.unique(x)]
x_values = lrange(len(x_levels))
x = _recode(x, dict(zip(x_levels, x_values)))
data = DataFrame(dict(x=x, trace=trace, response=response))
plot_data = data.groupby(['trace', 'x']).aggregate(func).reset_index()
# return data
# check plot args
n_trace = len(plot_data['trace'].unique())
linestyles = ['-'] * n_trace if linestyles is None else linestyles
markers = ['.'] * n_trace if markers is None else markers
colors = rainbow(n_trace) if colors is None else colors
if len(linestyles) != n_trace:
raise ValueError("Must be a linestyle for each trace level")
if len(markers) != n_trace:
raise ValueError("Must be a marker for each trace level")
if len(colors) != n_trace:
raise ValueError("Must be a color for each trace level")
if plottype == 'both' or plottype == 'b':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.plot(group['x'], group['response'], color=colors[i],
marker=markers[i], label=label,
linestyle=linestyles[i], **kwargs)
elif plottype == 'line' or plottype == 'l':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.plot(group['x'], group['response'], color=colors[i],
label=label, linestyle=linestyles[i], **kwargs)
elif plottype == 'scatter' or plottype == 's':
for i, (values, group) in enumerate(plot_data.groupby(['trace'])):
# trace label
label = str(group['trace'].values[0])
ax.scatter(group['x'], group['response'], color=colors[i],
label=label, marker=markers[i], **kwargs)
else:
raise ValueError("Plot type %s not understood" % plottype)
ax.legend(loc=legendloc, title=legendtitle)
ax.margins(.1)
if all([x_levels, x_values]):
ax.set_xticks(x_values)
ax.set_xticklabels(x_levels)
return fig
