animation example code: bayes_update.py

[source code]

"""
================
The Bayes update
================

This animation displays the posterior estimate updates as it is refitted when
new data arrives.
The vertical line represents the theoretical value to which the plotted
distribution should converge.
"""

# update a distribution based on new data.
import numpy as np
import matplotlib.pyplot as plt
import scipy.stats as ss
from matplotlib.animation import FuncAnimation


class UpdateDist(object):
    def __init__(self, ax, prob=0.5):
        self.success = 0
        self.prob = prob
        self.line, = ax.plot([], [], 'k-')
        self.x = np.linspace(0, 1, 200)
        self.ax = ax

        # Set up plot parameters
        self.ax.set_xlim(0, 1)
        self.ax.set_ylim(0, 15)
        self.ax.grid(True)

        # This vertical line represents the theoretical value, to
        # which the plotted distribution should converge.
        self.ax.axvline(prob, linestyle='--', color='black')

    def init(self):
        self.success = 0
        self.line.set_data([], [])
        return self.line,

    def __call__(self, i):
        # This way the plot can continuously run and we just keep
        # watching new realizations of the process
        if i == 0:
            return self.init()

        # Choose success based on exceed a threshold with a uniform pick
        if np.random.rand(1,) < self.prob:
            self.success += 1
        y = ss.beta.pdf(self.x, self.success + 1, (i - self.success) + 1)
        self.line.set_data(self.x, y)
        return self.line,

fig, ax = plt.subplots()
ud = UpdateDist(ax, prob=0.7)
anim = FuncAnimation(fig, ud, frames=np.arange(100), init_func=ud.init,
                     interval=100, blit=True)
plt.show()

Keywords: python, matplotlib, pylab, example, codex (see Search examples)