We being by loading NumPy, PyPlot, SUFTware:

import numpy as np
import matplotlib.pyplot as plt
import suftware as sw

# Enable interactive plotting

Next we simulate data from a Gamma distribution:

# Generate data from a Gamma distribution
data = np.random.gamma(shape=5, scale=1, size=100)

To estimate the probability density, do this:

# Perform DEFT density estimation using SUFTware
density = sw.DensityEstimator(data)

This creates an instance of the sw.DensityEstimator class. The DEFT density estimation algorithm is run as part as part of this object’s initialization process.

To quickly view the estimated probability density, use density.plot():

# Plot density estimate using built-in plotting routine and save to file

This will create a matplotlib figure resembling the one below. A histogram of the data is shown in orange, the optimal density estimate is shown in blue, and plausible densities are shown in light blue. Because the optional save_as argument is set, this plot is also saved to a PNG file. Other optional arguments to density.plot() can be used to specify styling options. See Documentation for more information.

Default density estimation plotting routine.

DEFT estimates each probability distribution on a grid contained within a finite bounding box. Both the bounding box and the grid were set automatically in this example, but these as well as other grid characteristics can be set by the user by passing additional parameters to the DensityEstimator constructor. See Documentation for more information.

Information about the grid and bounding box are stored in the attributes of density:

  • density.bounding_box: Lower and upper edges of the bounding box.
  • density.grid: Locations of the gridpoints used.
  • density.grid_spacing: Distance between neighboring grid points.
  • density.num_grid_points: Number of grid points used.

The values of the optimal density estimate at each grid point are stored in density.values. The density.evaluate() method allows this density to be evaluated at any other set of locations. The ensemble of posterior-sampled densities can be evaluated in a similar manner. Note that all estimated distributions evaluate to zero outside of the bounding box:

# Create new grid
new_grid = np.linspace(-5,20,10000)

# Evaluate optimal density on new grid
new_values = density.evaluate(new_grid)

# Evaluate sampled densities on new grid
new_sampled_values = density.evaluate_samples(new_grid)

# Create figure

# Plot optimal and posterior-sampled densities
plt.plot(new_grid, new_sampled_values, color='dodgerblue', alpha=.1)
plt.plot(new_grid, new_values, color='blue')

# Draw lines indicating bounding box
plt.axvline(density.bounding_box[0], linestyle='--', color='black')
plt.axvline(density.bounding_box[1], linestyle='--', color='black')

# Show plot
Custom plot of density estimates.

See Documentation for more information on the SUFTware API.