Plots a PDF

plot_pdf.py

def pdf(data, bins=50):
    data = np.array(data, dtype=float)
    minimum = np.min(data) - .000001
    maximum = np.max(data) + .000001
    pos = np.linspace(minimum, maximum, bins + 1)
    xs = np.linspace(minimum, maximum, bins + 1)[:-1]
    ys = np.linspace(minimum, maximum, bins + 1)[1:]
    pdf = np.ndarray(shape=(bins + 1, 1))
    pdf[0] = 0
    for i, (x, y) in enumerate(zip(xs, ys)):
        region = len(data[np.where((data >= x) & (data < y))])
        prob = region / float(len(data))
        pdf[i + 1] = prob
    return pos, pdf
    
def plot_pdf(data, bins=50, ax=None, **kwargs):
    if ax is None:
        ax = plt.gca()
    x, y = pdf(data, bins=bins)
    ax.plot(x, y, **kwargs)