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Visualization of realization of 2D dirichlet random variable with area plot that shows uncertainty.
import numpy as np
import scipy.stats as st
import matplotlib.pyplot as plt
plt.style.use('ggplot')
pmat = np.vstack([np.linspace(1, 20, 20),
np.linspace(2, 10, 20),
np.linspace(3, 5, 20)]).T
p = np.asarray([st.dirichlet.rvs(p_, 200) for p_ in pmat])
_, ax = plt.subplots(1, 1, figsize=(10, 5))
C = ['C0', 'C1', 'C2']
for j in range(200):
pvec = p[:, j, :]
pvec_ = np.hstack([np.zeros((20, 1)), np.cumsum(pvec, axis=1)])
for i in range(3):
ax.fill_between(np.arange(20),
pvec_[:, i],
pvec_[:, i+1],
alpha=.01,
facecolor=C[i]);
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