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ECDF Stat #832

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merged 17 commits into from
Aug 2, 2023
Merged

ECDF Stat #832

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be14e42
Basic version of the eCDF stat.
ASmirnov-HORIS Jul 26, 2023
d53551a
Refactor ECDFStat.
ASmirnov-HORIS Jul 27, 2023
c66b8ef
Add an interpolation to ECDF.
ASmirnov-HORIS Jul 27, 2023
e2eb316
Add autotests for the ECDFStat.
ASmirnov-HORIS Jul 27, 2023
5411aa4
Fix ECDFStat (case when in one group there is only NaN's).
ASmirnov-HORIS Jul 27, 2023
4159166
Add 'pad' parameter to the StepGeom (for the eCDF).
ASmirnov-HORIS Jul 27, 2023
9d017f5
Add stat_ecdf() function. Tiny fixes in other stat functions.
ASmirnov-HORIS Jul 27, 2023
49a8b21
Specify limits for the stat_ecdf() function.
ASmirnov-HORIS Jul 28, 2023
5447c08
Add docstrings for stat_ecdf().
ASmirnov-HORIS Jul 28, 2023
2fc1c01
Small fixes in StepGeom::getPads because of sampling.
ASmirnov-HORIS Jul 28, 2023
410b7d6
Move scaling of the Y axis inside the step geometry.
ASmirnov-HORIS Jul 31, 2023
cf1f5f1
Add demo notebook for the stat_ecdf().
ASmirnov-HORIS Jul 31, 2023
0c6a5b4
Mention stat_ecdf() in the future_changes.md file.
ASmirnov-HORIS Jul 31, 2023
8eb5f53
Merge branch 'master' into ecdf
ASmirnov-HORIS Aug 1, 2023
818cd96
Small refactor in the StepGeom.
ASmirnov-HORIS Aug 1, 2023
5ff48c2
Add pads to the ECDFStat.
ASmirnov-HORIS Aug 2, 2023
dd3cdd0
Add another one demo case for the eCDF.
ASmirnov-HORIS Aug 2, 2023
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Refactor ECDFStat.
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@ASmirnov-HORIS
ASmirnov-HORIS committed Jul 27, 2023
commit d53551aea580962d9e7075daa74c978e9026aff3
25 changes: 7 additions & 18 deletions plot-base/src/commonMain/kotlin/org/jetbrains/letsPlot/core/plot/base/stat/ECDFStat.kt
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Original file line number Diff line number Diff line change
Expand Up @@ -9,7 +9,6 @@ import org.jetbrains.letsPlot.core.plot.base.Aes
import org.jetbrains.letsPlot.core.plot.base.DataFrame
import org.jetbrains.letsPlot.core.plot.base.StatContext
import org.jetbrains.letsPlot.core.plot.base.data.TransformVar
import org.jetbrains.letsPlot.core.plot.base.stat.math3.UniformDistribution

class ECDFStat : BaseStat(DEF_MAPPING) {

Expand All @@ -22,28 +21,18 @@ class ECDFStat : BaseStat(DEF_MAPPING) {
return withEmptyStatValues()
}

val statData = buildStat(data.getNumeric(TransformVar.X))
val xs = data.getNumeric(TransformVar.X)
val xValues = xs.filter { it?.isFinite() ?: false }.map { it!! }
val ecdf: (Double) -> Double = { t -> xValues.count { x -> x <= t }.toDouble() / xValues.size }
val statX = xValues.distinct()
val statY = statX.map { ecdf(it) }

return DataFrame.Builder()
.putNumeric(Stats.X, statData.getValue(Stats.X))
.putNumeric(Stats.Y, statData.getValue(Stats.Y))
.putNumeric(Stats.X, statX)
.putNumeric(Stats.Y, statY)
.build()
}

private fun buildStat(
xs: List<Double?>
): MutableMap<DataFrame.Variable, List<Double>> {
val statX = xs.filter { it?.isFinite() ?: false }.map { it!! }.sorted()
val t = (1..statX.size).map { (it - 0.5) / statX.size }
val dist = UniformDistribution(0.0, 1.0)
val statY = t.map { dist.inverseCumulativeProbability(it) }

return mutableMapOf(
Stats.X to statX,
Stats.Y to statY
)
}

companion object {
private val DEF_MAPPING: Map<Aes<*>, DataFrame.Variable> = mapOf(
Aes.X to Stats.X,
Expand Down