Compute contour levels

get_contour_levels.py

def get_contour_levels(data, nsigmas=(2,1)):
    
    assert data.ndim == 2
    assert np.all(data >= 0)
    assert np.sum(data) <= 1 + 1e-6
    assert np.all(np.asarray(nsigmas) > 0)
    assert np.all(np.diff(nsigmas) < 0)
    
    # Convert sigmas to confidence levels
    CL = scipy.stats.chi2.cdf(x=np.asarray(nsigmas) ** 2, df=1)
    # Sort 2D bin values.
    values = np.sort(data, axis=None)[::-1]
    sums = np.cumsum(values)
    # Interpolate to get CL contour levels.
    return np.interp(CL[::-1], sums, values)[::-1]