aded kde plot

mlair/plotting/postprocessing_plotting.py

@@ -1119,12 +1119,14 @@ class PlotSampleUncertaintyFromBootstrap(AbstractPlotClass):  # pragma: no cover
         # plot raw metric (mse)
         for orientation, utest, agg_type in variants:
             self._plot(orientation=orientation, apply_u_test=utest, agg_type=agg_type, season=_season)
+            self._plot_kde(agg_type=agg_type, season=_season)
 
         if apply_root is True:
             # plot root of metric (rmse)
             self._apply_root()
             for orientation, utest, agg_type in variants:
                 self._plot(orientation=orientation, apply_u_test=utest, agg_type=agg_type, tag="_sqrt", season=_season)
+                self._plot_kde(agg_type=agg_type, tag="_sqrt", season=_season)
 
         self._data_table = None
         self._n_boots = None
@@ -1153,6 +1155,60 @@ class PlotSampleUncertaintyFromBootstrap(AbstractPlotClass):  # pragma: no cover
         self.error_measure = f"root {self.error_measure}"
         self.error_unit = self.error_unit.replace("$^2$", "")
 
+    def _plot_kde(self, agg_type="single", tag="", season=""):
+        self.plot_name = self.default_plot_name + "_kde" + "_" + agg_type + tag + {"": ""}.get(season, f"_{season}")
+        data_table = self._data_table
+        if agg_type == "multi":
+            return  # nothing to do
+        if self.ahead_dim not in data_table.index.names and agg_type == "panel":
+            return  # nothing to do
+        n_boots = self._n_boots
+        error_label = self.error_measure if self.error_unit is None else f"{self.error_measure} (in {self.error_unit})"
+        if agg_type == "single":
+            fig, ax = plt.subplots()
+            if self.ahead_dim in data_table.index.names:
+                data_table = data_table.groupby(level=0).mean()
+            sns.kdeplot(data=data_table, ax=ax)
+            ylims = list(ax.get_ylim())
+            ax.set_ylim([ylims[0], ylims[1]*1.025])
+            ax.set_xlabel(error_label)
+
+            text = f"n={n_boots}"
+            if self.block_length is not None:
+                text = f"{self.block_length}, {text}"
+            if len(season) > 0:
+                text = f"{season}, {text}"
+            loc = "upper left"
+            text_box = AnchoredText(text, frameon=True, loc=loc, pad=0.5, bbox_to_anchor=(0., 1.0),
+                                    bbox_transform=ax.transAxes)
+            plt.setp(text_box.patch, edgecolor='k', facecolor='w')
+            ax.add_artist(text_box)
+            ax.get_legend().set_title(None)
+            plt.tight_layout()
+        else:
+            g = sns.FacetGrid(data_table.stack(self.model_type_dim).reset_index(), **{"col": self.ahead_dim},
+                              hue=self.model_type_dim, legend_out=True)
+            g.map(sns.kdeplot, 0)
+            g.add_legend(title="")
+            fig = plt.gcf()
+            _labels = [str(i) + self.sampling for i in data_table.index.levels[1].values]
+            for axi, title in zip(g.axes.flatten(), _labels):
+                axi.set_title(title)
+            for axi in g.axes.flatten():
+                axi.set_xlabel(None)
+            fig.supxlabel(error_label)
+            text = f"n={n_boots}"
+            if self.block_length is not None:
+                text = f"{self.block_length}, {text}"
+            if len(season) > 0:
+                text = f"{season}, {text}"
+            loc = "upper right"
+            text_box = AnchoredText(text, frameon=True, loc=loc)
+            plt.setp(text_box.patch, edgecolor='k', facecolor='w')
+            g.axes.flatten()[0].add_artist(text_box)
+        self._save()
+        plt.close("all")
+
     def _plot(self, orientation: str = "v", apply_u_test: bool = False, agg_type="single", tag="", season=""):
         self.plot_name = self.default_plot_name + {"v": "_vertical", "h": "_horizontal"}[orientation] + \
                          {True: "_u_test", False: ""}[apply_u_test] + "_" + agg_type + tag + \