Created
October 11, 2019 12:04
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Kernel Density estimation and visualization to compare multiple distributions together
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#r @"..\packages\MathNet.Numerics.FSharp.4.8.1\lib\net45\MathNet.Numerics.FSharp.dll" | |
#r @"..\packages\MathNet.Numerics.4.8.1\lib\net461\MathNet.Numerics.dll" | |
#r @"..\packages\FSharp.Plotly.1.1.21\lib\net47\FSharp.Plotly.dll" | |
#r @"..\packages\FSharp.Data.3.1.1\lib\net45\FSharp.Data.dll" | |
open FSharp.Data | |
open MathNet.Numerics | |
open FSharp.Plotly | |
(* | |
Sample based on NY Taxi data | |
https://www1.nyc.gov/site/tlc/about/tlc-trip-record-data.page | |
Shows how to calculate Kernel Densities of taxi fare (distributions) | |
by payment type (e.g. cash, credit card, etc.) | |
*) | |
type Trip = CsvProvider< @"C:\s\AutoMLDemo\taxi-fare-test.csv" > | |
let trips = Trip.GetSample() | |
let trows = trips.Rows |> Seq.toArray | |
let fareByPaymentType = | |
trows | |
|> Array.groupBy(fun x->x.Payment_type) | |
|> Array.map (fun (p,xs)->p, xs |> Array.map (fun x->float x.Fare_amount)) | |
let histograms() = | |
fareByPaymentType | |
|> Array.map (fun (v,fs)-> | |
Chart.Histogram fs | |
|> Chart.withTitle v | |
|> Chart.Show | |
) | |
open MathNet.Numerics.Statistics | |
let densityByPaymentType() = | |
let dsByV = | |
fareByPaymentType | |
|> Array.map(fun (v,fares) -> | |
let frs = fares //|> Seq.sample (0.5) |> Seq.toArray | |
let sfrs = Array.sort frs | |
let xs = [|for i in 0.0 .. 0.1 .. 100.0 -> i|] | |
let ds = xs |> Array.map (fun x -> KernelDensity.EstimateGaussian(x,1.0,sfrs)) | |
v,xs,ds) | |
let area xs = Chart.Area(xs, Opacity=0.1) | |
let colors = [|"blue"; "red"|] | |
dsByV | |
|> Array.mapi (fun i (v,xs,ds) -> | |
Array.zip xs ds | |
|> area | |
|> Chart.withTraceName v) | |
|> Chart.Combine | |
|> Chart.withTitle "Fare Density by Payment Type" | |
|> Chart.Show | |
Author
fwaris
commented
Oct 11, 2019
Note that Ploty charts are interactive. You can hide/show plots by clicking on the legend
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