1
$\begingroup$

I have two datasets plotted on two axis like this:

enter image description here

The datasets can be interpreted as a series of counts. The x and y arrays that form the blue line, for example look like

x = [0, 1, 2, ...]
y = [20788583, 4731125, 2534681 ...]

The interpretation is that there are 20.8 million counts at index 0; 4.7 million counts at index 1, etc.

This graph is messy, and I had the bright idea to use a gaussian KDE to smooth out this graph to better display my data. However, I'm struggling with implementing a kernel smoothing in python.

I am attempting to use scipy.stats.gaussian_kde() to smooth the data. But that function seems like it should take a univariate array where each instance of the index is entered separately. For example, my input array is to that function should look like

x_kde = np.concatenate([[i] * y[i] for i in range(len(y))])

Which will look like:

x_kde = [0, 0, 0, ...(20 million more)..., 0, 1, 1, ...(4.7 million)...]

However, as you may have noticed from the counts, this is a very long list, with a length over 100 million. In fact, that list is crushing the memory on my laptop.

The list I have is simply a compressed version of the list that I need to feed into gaussian_kde(), so surely there must be some way to use it as is.

How can I take a python array where the value represents the number of counts at that index and perform a KDE smoothing on it in python?

$\endgroup$
2
  • $\begingroup$ The KDE is unlikely to be an appropriate method to smooth these data. Your dataset doesn't even appear to be that large: the plot looks like two "curves," each formed by fewer than 300 points. Why not just apply a standard robust smoother, like Loess? Is there some particular feature of these data that suggests you need a KDE? What would it be? $\endgroup$
    – whuber
    Commented Jan 27, 2018 at 19:37
  • $\begingroup$ @whuber I guess the answer to that is that when you get an MS in Statistics these days, they teach you about kernel density estimates, but not about LOESS smoothing. $\endgroup$
    – kingledion
    Commented Jan 27, 2018 at 20:12

1 Answer 1

0
$\begingroup$

An appropriate method for treating data in this way is gaussian_filter1d from scipy.ndimage.filters.

from scipy.ndimage.filters import gaussian_filter1d
x_kde = gaussian_filter1d(x, s)

Here, s is the standard deviation for the Gaussian kernel.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.