plotEmpiricalCDF

Plot empirical cumulative distribution function (ecdf) of a variable specified for data drift detection

Syntax

plotEmpiricalCDF(DDiagnostics)

plotEmpiricalCDF(DDiagnostics,Variable=variable)

plotEmpiricalCDF(ax,___)

St = plotEmpiricalCDF(___)

Description

plotEmpiricalCDF(DDiagnostics) plots the ecdf values of the baseline and target data for the continuous variable with the lowest p-value. If the data does not contain any continuous variables, then plotEmpiricalCDF does not generate a plot and, instead, returns a warning.

If you set the value of EstimatePValues to false in the call to detectdrift, then plotEmpiricalCDF displays NaN for the p-value and the drift status.

plotEmpiricalCDF(DDiagnostics,Variable=variable) plots the ecdf for the variable specified by variable.

plotEmpiricalCDF(ax,___) plots on the axes ax instead of gca, using any of the input argument combinations in the previous syntaxes.

St = plotEmpiricalCDF(___) plots the ecdf and returns an array of Stair objects St. Use this to inspect and modify the properties of the object. To learn more, see Stair Properties.

Examples

Plot ECDF for Variable with Lowest p-Value

Generate baseline and target data with three variables, where the distribution parameters of the second and third variables change for the target data.

rng('default') % For reproducibility
baseline = [normrnd(0,1,100,1),wblrnd(1.1,1,100,1),betarnd(1,2,100,1)];
target = [normrnd(0,1,100,1),wblrnd(1.2,2,100,1),betarnd(1.7,2.8,100,1)];

Perform permutation testing for all variables to check for any drift between the baseline and target data.

DDiagnostics = detectdrift(baseline,target)

DDiagnostics = 
  DriftDiagnostics

              VariableNames: ["x1"    "x2"    "x3"]
       CategoricalVariables: []
                DriftStatus: ["Stable"    "Drift"    "Warning"]
                    PValues: [0.3850 0.0050 0.0910]
        ConfidenceIntervals: [2×3 double]
    MultipleTestDriftStatus: "Drift"
             DriftThreshold: 0.0500
           WarningThreshold: 0.1000


  Properties, Methods

Plot the ecdf for the variable with the lowest p-value.

plotEmpiricalCDF(DDiagnostics)

By default, plotEmpiricalCDF plots the ecdf of the baseline and target data for the variable with the lowest p-value, which is x2 in this case. You can see the difference between the two empirical cumulative distribution functions. The plot also displays the p-value and the drift status for variable x2.

Plot ECDF for Specified Variable

Generate baseline and target data with three variables, where the distribution parameters of the second and third variables change for the target data.

rng('default') % For reproducibility
baseline = [normrnd(0,1,100,1),wblrnd(1.1,1,100,1),betarnd(1,2,100,1)];
target = [normrnd(0,1,100,1),wblrnd(1.2,2,100,1),betarnd(1.7,2.8,100,1)];

Perform permutation testing for all variables to check for any drift between the baseline and target data.

DDiagnostics = detectdrift(baseline,target)

DDiagnostics = 
  DriftDiagnostics

              VariableNames: ["x1"    "x2"    "x3"]
       CategoricalVariables: []
                DriftStatus: ["Stable"    "Drift"    "Warning"]
                    PValues: [0.3850 0.0050 0.0910]
        ConfidenceIntervals: [2×3 double]
    MultipleTestDriftStatus: "Drift"
             DriftThreshold: 0.0500
           WarningThreshold: 0.1000


  Properties, Methods

Plot the ecdf for the third variable.

plotEmpiricalCDF(DDiagnostics,Variable="x3")

plotEmpiricalCDF plots the ecdf for the baseline and target data. The function also displays the estimated p-value and the drift status for the specified variable.

Plot ECDF for Variables in Tiled Layout

Load the sample data.

load humanactivity

For details on the data set, enter Description at the command line.

Assign the first 250 observations as baseline data and the next 250 as target data for columns 10 to 15.

baseline = feat(1:250,10:15);
target = feat(251:500,10:15);

Test for drift on all variables.

DDiagnostics = detectdrift(baseline,target)

DDiagnostics = 
  DriftDiagnostics

              VariableNames: ["x1"    "x2"    "x3"    "x4"    "x5"    "x6"]
       CategoricalVariables: []
                DriftStatus: ["Drift"    "Stable"    "Stable"    "Drift"    "Stable"    "Warning"]
                    PValues: [1.0000e-03 0.5080 0.2370 1.0000e-03 0.5370 0.0820]
        ConfidenceIntervals: [2×6 double]
    MultipleTestDriftStatus: "Drift"
             DriftThreshold: 0.0500
           WarningThreshold: 0.1000


  Properties, Methods

The drift status for variables x4 and x6 is Drift and Warning, respectively. Plot the ecdf values for x4 and x6 in a tiled layout.

tiledlayout(1,2);
ax1 = nexttile;
plotEmpiricalCDF(DDiagnostics,ax1,Variable="x4")
ax2= nexttile;
plotEmpiricalCDF(DDiagnostics,ax2,Variable="x6")

There is a greater difference between the ecdf of the baseline and target data for variable x4. The detectdrift function detects the shift for variable x4.

Input Arguments

DDiagnostics — Diagnostics of permutation testing for drift detection

DriftDiagnostics object

Diagnostics of the permutation testing for drift detection, specified as a DriftDiagnostics object returned by detectdrift.

variable — Variable for which to visualize ecdf

string | character vector | integer index

Variable for which to plot the ecdf, specified as a string, character vector, or integer index.

Example: Variable="x3"

Example: Variable=3

Data Types: single | double | char | string

ax — Axes to plot into

Axes object | UIAxes object

Axes on which to plot, specified as an Axes or UIAxes object. If you do not specify ax, then plotEmpiricalCDF creates the plot using the current axes. For more information on creating an axes object, see axes and uiaxes.

Version History

Introduced in R2022a