""" ================ The Bayes update ================ This animation displays the posterior estimate updates as it is refitted when new data arrives. The vertical line represents the theoretical value to which the plotted distribution should converge. Output generated via `matplotlib.animation.Animation.to_jshtml`. """ import math import matplotlib.pyplot as plt import numpy as np from matplotlib.animation import FuncAnimation def beta_pdf(x, a, b): return (x**(a-1) * (1-x)**(b-1) * math.gamma(a + b) / (math.gamma(a) * math.gamma(b))) class UpdateDist: def __init__(self, ax, prob=0.5): self.success = 0 self.prob = prob self.line, = ax.plot([], [], 'k-') self.x = np.linspace(0, 1, 200) self.ax = ax # Set up plot parameters self.ax.set_xlim(0, 1) self.ax.set_ylim(0, 10) self.ax.grid(True) # This vertical line represents the theoretical value, to # which the plotted distribution should converge. self.ax.axvline(prob, linestyle='--', color='black') def start(self): # Used for the *init_func* parameter of FuncAnimation; this is called when # initializing the animation, and also after resizing the figure. return self.line, def __call__(self, i): # This way the plot can continuously run and we just keep # watching new realizations of the process if i == 0: self.success = 0 self.line.set_data([], []) return self.line, # Choose success based on exceed a threshold with a uniform pick if np.random.rand() < self.prob: self.success += 1 y = beta_pdf(self.x, self.success + 1, (i - self.success) + 1) self.line.set_data(self.x, y) return self.line, # Fixing random state for reproducibility np.random.seed(19680801) fig, ax = plt.subplots() ud = UpdateDist(ax, prob=0.7) anim = FuncAnimation(fig, ud, init_func=ud.start, frames=100, interval=100, blit=True) plt.show() # %% # .. tags:: animation, plot-type: line