Saturday, September 29, 2012

Weighted random choice

Weighted random choice makes you able to select a random value out of a set of values using a distribution specified though a set of weights. So, given a list we want to pick randomly some elements from it but we need that the chances to pick a specific element is defined using a weight. In the following code we have a function that implements the weighted random choice mechanism and an example of how to use it:
from numpy import cumsum, sort, sum, searchsorted
from numpy.random import rand
from pylab import hist,show,xticks

def weighted_pick(weights,n_picks):
  Weighted random selection
  returns n_picks random indexes.
  the chance to pick the index i 
  is give by the weight weights[i].
 t = cumsum(weights)
 s = sum(weights)
 return searchsorted(t,rand(n_picks)*s)

# weights, don't have to sum up to one
w = [0.1, 0.2, 0.5, 0.5, 1.0, 1.1, 2.0]

# picking 10000 times
picked_list = weighted_pick(w,10000)

# plotting the histogram
The code above plots the distribution of the selected indexes:

We can observe that the chance to pick the element i is proportional to the weight w[i].

Friday, September 14, 2012

Boxplot with matplotlib

A boxplot (also known as a box-and-whisker diagram) is a way of summarizing a set of data measured on an interval scale. In this post I will show how to make a boxplot with pylab using a dataset that contains the monthly totals of the number of new cases of measles, mumps, and chicken pox for New York City during the years 1931-1971. The data was extracted from the Hipel-McLeod Time Series Datasets Collection and you can download it from here in the matlab format.
Let's make a box plot of the monthly distribution of chicken pox cases:
from pylab import *
from import loadmat

NYCdiseases = loadmat('NYCDiseases.mat') # it's a matlab file

# multiple box plots on one figure
# Chickenpox cases by month
# NYCdiseases['chickenPox'] is a matrix 
# with 30 rows (1 per year) and 12 columns (1 per month)
labels = ('Jan', 'Feb', 'Mar', 'Apr', 'May', 'Jun', 
          'Jul', 'Aug', 'Sep', 'Oct', 'Nov', 'Dec')
xticks(range(1,13),labels, rotation=15)
ylabel('Chickenpox cases')
title('Chickenpox cases in NYC 1931-1971')
The result should be as follows:

On each box, the central mark is the median, the edges of the box are the lower hinge (defined as the 25th percentile) and the upper hinge (the 75th percentile), the whiskers extend to the most extreme data points not considered outliers, these ones are plotted individually.
Using the graph we can compare the range and distribution of the chickenpox cases for each month. We can observe that March and April are the month with the highest number of cases but also the ones with the greatest variability. We can compare the distribution of the three diseases in the same way:
# building the data matrix
data = [NYCdiseases['measles'], 
        NYCdiseases['mumps'], NYCdiseases['chickenPox']]

xticks([1,2,3],('measles','mumps','chickenPox'), rotation=15)
ylabel('Monthly cases')
title('Contagious childhood disease in NYC 1931-1971')

And this is the result:

Here, we can observe that the chicken pox distribution has the median higher than the other diseases. The mumps distribution seems to have small variability compared to the other ones and the measles distribution has a low median but a very high number of outliers.