# -*- coding: utf-8 -*- """ Created on Sun May 06 05:32:15 2012 Author: Josef Perktold editted by: Paul Hobson (2012-08-19) """ from scipy import stats from matplotlib import pyplot as plt import statsmodels.api as sm #example from docstring data = sm.datasets.longley.load(as_pandas=False) data.exog = sm.add_constant(data.exog, prepend=True) mod_fit = sm.OLS(data.endog, data.exog).fit() res = mod_fit.resid left = -1.8 #x coordinate for text insert fig = plt.figure() ax = fig.add_subplot(2, 2, 1) sm.graphics.qqplot(res, ax=ax) top = ax.get_ylim()[1] * 0.75 txt = ax.text(left, top, 'no keywords', verticalalignment='top') txt.set_bbox(dict(facecolor='k', alpha=0.1)) ax = fig.add_subplot(2, 2, 2) sm.graphics.qqplot(res, line='s', ax=ax) top = ax.get_ylim()[1] * 0.75 txt = ax.text(left, top, "line='s'", verticalalignment='top') txt.set_bbox(dict(facecolor='k', alpha=0.1)) ax = fig.add_subplot(2, 2, 3) sm.graphics.qqplot(res, line='45', fit=True, ax=ax) ax.set_xlim(-2, 2) top = ax.get_ylim()[1] * 0.75 txt = ax.text(left, top, "line='45', \nfit=True", verticalalignment='top') txt.set_bbox(dict(facecolor='k', alpha=0.1)) ax = fig.add_subplot(2, 2, 4) sm.graphics.qqplot(res, dist=stats.t, line='45', fit=True, ax=ax) ax.set_xlim(-2, 2) top = ax.get_ylim()[1] * 0.75 txt = ax.text(left, top, "dist=stats.t, \nline='45', \nfit=True", verticalalignment='top') txt.set_bbox(dict(facecolor='k', alpha=0.1)) fig.tight_layout() plt.gcf() # example with the new ProbPlot class import numpy as np x = np.random.normal(loc=8.25, scale=3.5, size=37) y = np.random.normal(loc=8.00, scale=3.25, size=37) pp_x = sm.ProbPlot(x, fit=True) pp_y = sm.ProbPlot(y, fit=True) # probability of exceedance fig2 = pp_x.probplot(exceed=True) # compare x quantiles to y quantiles fig3 = pp_x.qqplot(other=pp_y, line='45') # same as above with probabilities/percentiles fig4 = pp_x.ppplot(other=pp_y, line='45')