How to plot cdf in matplotlib in Python?
As mentioned, cumsum
from numpy
works well. Make sure that your data is a proper PDF (ie. sums to one), otherwise the CDF won't end at unity as it should. Here is a minimal working example:
import numpy as np
from pylab import *
# Create some test data
dx = 0.01
X = np.arange(-2, 2, dx)
Y = exp(-X ** 2)
# Normalize the data to a proper PDF
Y /= (dx * Y).sum()
# Compute the CDF
CY = np.cumsum(Y * dx)
# Plot both
plot(X, Y)
plot(X, CY, 'r--')
show()
I know I'm late to the party. But, there is a simpler way if you just want the cdf for your plot and not for future calculations:
plt.hist(put_data_here, normed=True, cumulative=True, label='CDF',
histtype='step', alpha=0.8, color='k')
As an example,
plt.hist(dataset, bins=bins, normed=True, cumulative=True, label='CDF DATA',
histtype='step', alpha=0.55, color='purple')
# bins and (lognormal / normal) datasets are pre-defined
EDIT: This example from the matplotlib docs may be more helpful.