生成并绘制经验联合pdf和CDF

给定一对两个variables(X,Y),如何在vanilla MATLAB(无工具箱)中生成和绘制经验联合PDF和CDF?

原始答案(Matlab R2015a或更低版本)

数据是:

  • 随机variablesX,Y:定义为样本XY向量。
  • x,y轴上的bin边:由向量x_axisy_axis定义。 边缘必须明显增加,但不一定是均匀间隔的。

生成的PDF和CDF定义在由x和y边确定的矩形的中心。

要在3D中绘制结果,请使用surf(...)而不是imagesc(...)

 clear all %// Data (example): X = randn(1,1e5); %// random variables. Y = randn(1,1e5); x_axis = -3:.2:3; %// Define edges of bins for x axis. Column vector y_axis = -3:.2:3; %// Same for y axis %// Compute corners of 2D-bins: [x_mesh_upper,y_mesh_upper] = meshgrid(x_axis(2:end),y_axis(2:end)); [x_mesh_lower,y_mesh_lower] = meshgrid(x_axis(1:end-1),y_axis(1:end-1)); %// Compute centers of 1D-bins: x_centers = (x_axis(2:end)+x_axis(1:end-1))/2; y_centers = (y_axis(2:end)+y_axis(1:end-1))/2; %// Compute pdf: pdf = mean( bsxfun(@le, X(:), x_mesh_upper(:).') ... & bsxfun(@gt, X(:), x_mesh_lower(:).') ... & bsxfun(@le, Y(:), y_mesh_upper(:).') ... & bsxfun(@gt, Y(:), y_mesh_lower(:).') ); pdf = reshape(pdf,length(x_axis)-1,length(y_axis)-1); %// pdf values at the %// grid points defined by x_centers, y_centers pdf = pdf ./ (y_mesh_upper-y_mesh_lower) ./ (x_mesh_upper-x_mesh_lower); %// normalize pdf to unit integral %// Compute cdf: cdf = mean( bsxfun(@le, X(:), x_mesh_upper(:).') ... & bsxfun(@le, Y(:), y_mesh_upper(:).') ); cdf = reshape(cdf,length(x_axis)-1,length(y_axis)-1); %// Plot pdf figure imagesc(x_centers,y_centers,pdf) axis xy axis equal colorbar title 'pdf' %// Plot cdf figure imagesc(x_centers,y_centers,cdf) axis xy axis equal colorbar title 'cdf' 

PDF CDF

编辑答案(Matlab R2015b或更高版本)

Matlab R2015b包含一个histogram2function,可以完成所有的工作。 它会自动进行归一化以获得PDF(给定相应的input标记),甚至是CDF。

使用与上面相同的例子,

 clear all %// Data (example): X = randn(1,1e5); % random variables. Y = randn(1,1e5); x_axis = -3:.2:3; % Define edges of bins for x axis. Column vector y_axis = -3:.2:3; % Same for y axis %// Compute and plot pdf figure histogram2(X, Y, x_axis, y_axis, 'Normalization', 'pdf') %// Compute and plot cdf figure histogram2(X, Y, x_axis, y_axis, 'Normalization', 'cdf') 

PDF,R2010b CDF,R2015b

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