interpolated plot

Author: mjhajharia

pymc3/distributions/continuous.py

@@ -4226,6 +4226,31 @@ class Interpolated(BoundedContinuous):
     ========  ===========================================
     Support   :math:`x \in [x\_points[0], x\_points[-1]]`
     ========  ===========================================
+    
+    import matplotlib.pyplot as plt
+    import numpy as np
+    import pymc3 as pm
+    import warnings
+    warnings.simplefilter(action="ignore", category=FutureWarning)
+    from scipy.stats import gamma
+    a = 1.99
+    mean, var, skew, kurt = gamma.stats(a, moments='mvsk')
+    rv = gamma(a)
+    x = np.linspace(rv.ppf(0.01),rv.ppf(0.99), 1000)
+    points = np.linspace(x[0], x[-1], 50)
+    pdf = rv.pdf(points)
+    interpolated = pm.Interpolated.dist(points, pdf)
+    plt.style.use('arviz-darkgrid')
+    plt.style.use('tableau-colorblind10')
+    #plt.set_cmap('coolwarm')
+    fig, ax = plt.subplots(1, 1)
+    ax.plot(x, rv.pdf(x), 'C0', linestyle = '--',  label='Original Gamma pdf',alpha=0.8,lw=2)
+    ax.plot(points, pdf, color='black', marker='o', label='Lattice Points',alpha=0.5,linestyle='')
+    ax.plot(x, np.exp(interpolated.logp(x).eval()),'C1',label='Interpolated pdf',alpha=0.8,lw=3)
+    r = interpolated.random(size=1000)
+    ax.hist(r, density=True, histtype='stepfilled', alpha=0.4,align ='right',color='grey')
+    ax.legend(loc='best', frameon=False)
+    plt.show()
 
     Parameters
     ----------