{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "\n# The Bayes update\n\nThis animation displays the posterior estimate updates as it is refitted when\nnew data arrives.\nThe vertical line represents the theoretical value to which the plotted\ndistribution should converge.\n\nOutput generated via `matplotlib.animation.Animation.to_jshtml`.\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "import math\n\nimport matplotlib.pyplot as plt\nimport numpy as np\n\nfrom matplotlib.animation import FuncAnimation\n\n\ndef beta_pdf(x, a, b):\n return (x**(a-1) * (1-x)**(b-1) * math.gamma(a + b)\n / (math.gamma(a) * math.gamma(b)))\n\n\nclass UpdateDist:\n def __init__(self, ax, prob=0.5):\n self.success = 0\n self.prob = prob\n self.line, = ax.plot([], [], 'k-')\n self.x = np.linspace(0, 1, 200)\n self.ax = ax\n\n # Set up plot parameters\n self.ax.set_xlim(0, 1)\n self.ax.set_ylim(0, 10)\n self.ax.grid(True)\n\n # This vertical line represents the theoretical value, to\n # which the plotted distribution should converge.\n self.ax.axvline(prob, linestyle='--', color='black')\n\n def start(self):\n # Used for the *init_func* parameter of FuncAnimation; this is called when\n # initializing the animation, and also after resizing the figure.\n return self.line,\n\n def __call__(self, i):\n # This way the plot can continuously run and we just keep\n # watching new realizations of the process\n if i == 0:\n self.success = 0\n self.line.set_data([], [])\n return self.line,\n\n # Choose success based on exceed a threshold with a uniform pick\n if np.random.rand() < self.prob:\n self.success += 1\n y = beta_pdf(self.x, self.success + 1, (i - self.success) + 1)\n self.line.set_data(self.x, y)\n return self.line,\n\n# Fixing random state for reproducibility\nnp.random.seed(19680801)\n\n\nfig, ax = plt.subplots()\nud = UpdateDist(ax, prob=0.7)\nanim = FuncAnimation(fig, ud, init_func=ud.start, frames=100, interval=100, blit=True)\nplt.show()" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ ".. tags:: animation, plot-type: line\n\n" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.13.2" } }, "nbformat": 4, "nbformat_minor": 0 }