Matplotlib

Matplotlib

11.1 Plotting a function

Plot the function

$$f(x)=sin^2(x-2)e^{-x^2}$$
over the interval [0,2]. Add proper axis labels, a title, etc.

import matplotlib.pyplot as plt
import numpy as np


size = 100
f, ax = plt.subplots()
ones = np.ones(size)
x = np.linspace(0., 2., size)
y1 = 0.5 * (ones - np.cos(2 * (x - ones * 2)))
y2 = np.power(np.e, -1 * np.multiply(x, x))
y = np.multiply(y1, y2)
ax.plot(x, y)
ax.set_xlabel("x")
ax.set_ylabel("y")
ax.set_title("$sin^2(x-2){e^{-x^2}}$")
plt.tight_layout()
plt.show()

11.2 Data

Create a data matrix X with 20 observations of 10 variables. Generate a vector b with parameters Then generate the response vector y = Xb+z where z is a vector with standard normally distributed variables.

Now (by only using y and X), find an estimator for b, by solving

$$\hat{b}=arg {min}_b||Xb-y||_2$$

Plot the true parameters b and estimated parameters $\hat{b}$. See Figure 1 for an example plot.

import matplotlib.pyplot as plt
import numpy as np
import seaborn as sns
X = np.random.random_sample((20, 10)) * 10
b = np.random.random(10) * 3 - 1.5
z = np.random.normal((20,))
y = X.dot(b) + z
b_ = np.array(np.linalg.lstsq(X, y, rcond=-1)[0])
x = np.arange(0, 10)

f, ax = plt.subplots()
ax.set_xlim(0, 19)
ax.set_ylim(-1.5, 2)
ax.set_xlabel("index")
ax.set_ylabel("value")
ax.plot(x, b, 'rx', label='True coefficients')
ax.plot(x, b_, 'bo', label='Estimated coefficients')
plt.hlines(0, 0, 19, colors='k', linestyle="--")
plt.tight_layout()
plt.show()

11.3: Histogram and density estimation

Generate a vector z of 10000 observations from your favorite exotic distribution. Then make a plot that shows a histogram of z (with 25 bins), along with an estimate for the density, using a Gaussian kernel density estimator (see scipy.stats). See Figure 2 for an example plot.

import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns


z = np.random.normal(0.5, 0.1, size=(10000,))
sns.distplot(z, bins=25,kde_kws={'color':'r'})
plt.show()