arviz.plot_ess

arviz.plot_ess(idata, var_names=None, filter_vars=None, kind='local', relative=False, coords=None, figsize=None, grid=None, textsize=None, rug=False, rug_kind='diverging', n_points=20, extra_methods=False, min_ess=400, labeller=None, ax=None, extra_kwargs=None, text_kwargs=None, hline_kwargs=None, rug_kwargs=None, backend=None, backend_kwargs=None, show=None, **kwargs)[source]

Plot quantile, local or evolution of effective sample sizes (ESS).

Parameters
idata: obj

Any object that can be converted to an arviz.InferenceData object Refer to documentation of arviz.convert_to_dataset() for details

var_names: list of variable names, optional

Variables to be plotted. Prefix the variables by ~ when you want to exclude them from the plot.

filter_vars: {None, “like”, “regex”}, optional, default=None

If None (default), interpret var_names as the real variables names. If “like”, interpret var_names as substrings of the real variables names. If “regex”, interpret var_names as regular expressions on the real variables names. A la pandas.filter.

kind: str, optional

Options: local, quantile or evolution, specify the kind of plot.

relative: bool

Show relative ess in plot ress = ess / N.

coords: dict, optional

Coordinates of var_names to be plotted. Passed to xarray.Dataset.sel().

gridtuple

Number of rows and columns. Defaults to None, the rows and columns are automatically inferred.

figsize: tuple, optional

Figure size. If None it will be defined automatically.

textsize: float, optional

Text size scaling factor for labels, titles and lines. If None it will be autoscaled based on figsize.

rug: bool

Plot rug plot of values diverging or that reached the max tree depth.

rug_kind: bool

Variable in sample stats to use as rug mask. Must be a boolean variable.

n_points: int

Number of points for which to plot their quantile/local ess or number of subsets in the evolution plot.

extra_methods: bool, optional

Plot mean and sd ESS as horizontal lines. Not taken into account in evolution kind

min_ess: int

Minimum number of ESS desired.

labellerlabeller instance, optional

Class providing the method make_label_vert to generate the labels in the plot titles. Read the Label guide for more details and usage examples.

ax: numpy array-like of matplotlib axes or bokeh figures, optional

A 2D array of locations into which to plot the densities. If not supplied, Arviz will create its own array of plot areas (and return it).

extra_kwargs: dict, optional

If evolution plot, extra_kwargs is used to plot ess tail and differentiate it from ess bulk. Otherwise, passed to extra methods lines.

text_kwargs: dict, optional

Only taken into account when extra_methods=True. kwargs passed to ax.annotate for extra methods lines labels. It accepts the additional key x to set xy=(text_kwargs["x"], mcse)

hline_kwargs: dict, optional

kwargs passed to ax.axhline for the horizontal minimum ESS line.

rug_kwargs: dict

kwargs passed to rug plot.

backend: str, optional

Select plotting backend {“matplotlib”,”bokeh”}. Default “matplotlib”.

backend_kwargs: bool, optional

These are kwargs specific to the backend being used, passed to matplotlib.pyplot.subplots() or bokeh.plotting.figure(). For additional documentation check the plotting method of the backend.

show: bool, optional

Call backend show function.

**kwargs

Passed as-is to matplotlib.axes.Axes.hist() or matplotlib.axes.Axes.plot() function depending on the value of kind.

Returns
axes: matplotlib axes or bokeh figures

See also

ess

Calculate estimate of the effective sample size.

References

Examples

Plot local ESS. This plot, together with the quantile ESS plot, is recommended to check that there are enough samples for all the explored regions of parameter space. Checking local and quantile ESS is particularly relevant when working with HDI intervals as opposed to ESS bulk, which is relevant for point estimates.

>>> import arviz as az
>>> idata = az.load_arviz_data("centered_eight")
>>> coords = {"school": ["Choate", "Lawrenceville"]}
>>> az.plot_ess(
...     idata, kind="local", var_names=["mu", "theta"], coords=coords
... )
../../_images/arviz-plot_ess-1.png

Plot quantile ESS and exclude variables with partial naming

>>> az.plot_ess(
...     idata, kind="quantile", var_names=['~thet'], filter_vars="like", coords=coords
... )
../../_images/arviz-plot_ess-2.png

Plot ESS evolution as the number of samples increase. When the model is converging properly, both lines in this plot should be roughly linear.

>>> az.plot_ess(
...     idata, kind="evolution", var_names=["mu", "theta"], coords=coords
... )
../../_images/arviz-plot_ess-3.png

Customize local ESS plot to look like reference paper.

>>> az.plot_ess(
...     idata, kind="local", var_names=["mu"], drawstyle="steps-mid", color="k",
...     linestyle="-", marker=None, rug=True, rug_kwargs={"color": "r"}
... )
../../_images/arviz-plot_ess-4.png

Customize ESS evolution plot to look like reference paper.

>>> extra_kwargs = {"color": "lightsteelblue"}
>>> az.plot_ess(
...     idata, kind="evolution", var_names=["mu"],
...     color="royalblue", extra_kwargs=extra_kwargs
... )
../../_images/arviz-plot_ess-5.png