daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Generalized discrete Bayes with likelihood.

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All my code in this chapter hard coded the computation of the
likelihood inside the update() function, where it had no business.
Also, my treatment of the likelihood was rather hand wavey. By
pulling it out of update() and maing it explicit I have created
a firm foundation for the rest of the book.
This commit is contained in:
Roger Labbe
2016-01-17 12:02:00 -08:00
parent eca26a2422
commit d0b4a1f4bc
5 changed files with 647 additions and 561 deletions
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59
code/book_plots.py
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@@ -40,12 +40,38 @@ def show_legend():
plt.legend(loc='center left', bbox_to_anchor=(1, 0.5))
def bar_plot(pos, ylim=(0,1), x=None, title=None):
plt.cla()
def bar_plot(pos, x=None, ylim=(0,1), title=None, c='#30a2da',
**kwargs):
""" plot the values in `pos` as a bar plot.
**Parameters**
pos : list-like
list of values to plot as bars
x : list-like, optional
If provided, specifies the x value for each value in pos. If not
provided, the first pos element is plotted at x == 0, the second
at 1, etc.
ylim : (lower, upper), default = (0,1)
specifies the lower and upper limits for the y-axis
title : str, optional
If specified, provides a title for the plot
c : color, default='#30a2da'
Color for the bars
**kwargs : keywords, optional
extra keyword arguments passed to ax.bar()
"""
ax = plt.gca()
if x is None:
x = np.arange(len(pos))
ax.bar(x, pos, color='#30a2da')
ax.bar(x, pos, color=c, **kwargs)
if ylim:
plt.ylim(ylim)
plt.xticks(np.asarray(x)+0.4, x)
@@ -53,6 +79,33 @@ def bar_plot(pos, ylim=(0,1), x=None, title=None):
plt.title(title)
def plot_belief_vs_prior(belief, prior, **kwargs):
""" plots two discrete probability distributions side by side, with
titles "belief" and "prior"
"""
plt.subplot(121)
bar_plot(belief, title='belief', **kwargs)
plt.subplot(122)
bar_plot(prior, title='prior', **kwargs)
def plot_prior_vs_posterior(prior, posterior, reverse=False, **kwargs):
""" plots two discrete probability distributions side by side, with
titles "prior" and "posterior"
"""
if reverse:
plt.subplot(121)
bar_plot(posterior, title='posterior', **kwargs)
plt.subplot(122)
bar_plot(prior, title='prior', **kwargs)
else:
plt.subplot(121)
bar_plot(prior, title='prior', **kwargs)
plt.subplot(122)
bar_plot(posterior, title='posterior', **kwargs)
def set_labels(title=None, x=None, y=None):
""" helps make code in book shorter. Optional set title, xlabel and ylabel
"""