topic Re: Can JMP show the probability of 1 result or range through a graph? in Discussions

Can JMP show the probability of 1 result or range through a graph?

Marco1 — Tue, 07 Nov 2023 00:57:44 GMT

Hello everyone!!!, a question:
What graph in JMP can answer the probabilities of obtaining a value or range of response, for example like the following graph.

Greetings,

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

dale_lehman — Tue, 07 Nov 2023 11:42:04 GMT

I don't know any easy way to do exactly what your example shows, but you can of course construct it manually using the quantiles from the Distribution platform. That platform also has an option to display the cdf, so that automatically shows the cumulative probabilities throughout the range. You can also add reference lines at any particular value you are interested in, and select rows less than that value and that part of the histogram will be highlighted. But beyond that I'm not aware of an automatic mechanism to produce your example. Perhaps someone else does or perhaps someone can write a script to do that.

Re: Can JMP show the probability of 1 result or range through a graph?

Mark_Bailey — Tue, 07 Nov 2023 14:29:06 GMT

Do you want the empirical result or one based on a model? Which JMP plot do you want to augment with this capability?

Re: Can JMP show the probability of 1 result or range through a graph?

Marco1 — Tue, 07 Nov 2023 23:12:39 GMT

Hello Mark,

I'm glad to greet you, JMP seems like a great software to me and I think someone can achieve it.

Regarding your question: Do you want the empirical result or one based on a model? Which JMP plot do you want to augment with this capability?

1. The simulation result could generate a bar graph for each objective with the option of entering a value and knowing its % probability or entering a range and knowing its % probability or entering a % probability and knowing the probable value or enter a probable % range and know the probable value range.
2. It should be based on a model, if possible in the Prediction Profiler

Greetings!

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

dale_lehman — Wed, 08 Nov 2023 13:21:25 GMT

To some extent the profiler already does what you suggest. If your Y variable is nominal, the profiler will show the estimated probability for whatever set of X variables you choose. If you change the X variables, the estimated probability will adjust. If you are looking for a display that automatically builds a table showing probabilities as functions of X or a histogram (such as you displayed) that has you enter a value and has the area adjust, I believe that either requires someone to script that or you might suggest that as a wish for further development.

Re: Can JMP show the probability of 1 result or range through a graph?

Victor_G — Wed, 08 Nov 2023 13:33:11 GMT

Hi @Marco1,

I think the Design Space Profiler may be helpful for what you intend to do.
Based on Monte-Carlo simulations, and if you provide some specifications (Lower and/or Upper Specification Limits), the Design Space Profiler will calculate and display the in-spec rate, based on specific inputs ranges.

You can look at an example here and see if it corresponds to your needs : Example of Design Space Profiler.

I hope this answer will help you,

Re: Can JMP show the probability of 1 result or range through a graph?

dale_lehman — Wed, 08 Nov 2023 15:27:12 GMT

Victor

Interesting idea, but I'm not finding the Design Space Profiler. I ran a Fit model with a nominal Y variable and one continuous X variable and there is only the Profiler option at the red arrow and the red arrow for the Profiler does not list Design Space Profiler as an option (not even grayed out). Where do I find it?

Re: Can JMP show the probability of 1 result or range through a graph?

Victor_G — Wed, 08 Nov 2023 15:45:52 GMT

The Design Space Profiler is only available for continuous responses :

As the original poster @Marco1 did not mention any nominal response, I thought the Design Space Profiler may be close to his expectations and goal :

What graph in JMP can answer the probabilities of obtaining a value or range of response

Best,

Re: Can JMP show the probability of 1 result or range through a graph?

Mark_Bailey — Wed, 08 Nov 2023 17:13:15 GMT

1. Simulation

What do you mean by "for each objective?"
Where will your simulation results be found? In a JMP data table?
Can the histogram in Distribution be used, or do you prefer a histogram in Graph Builder?
A value does not have a probability. It only has a density. The histogram you show above has 'bins' to count data occurring in a range. Do you mean the frequency in a bin when you ask for the probability of a value?
The inverse operation is ill-defined on a histogram.

2. Model

What model do you use?
What is the function that you want to profile with the Prediction Profiler?

In general, you might be thinking in terms of frequency, not probability.

Re: Can JMP show the probability of 1 result or range through a graph?

Marco1 — Wed, 08 Nov 2023 20:27:12 GMT

Hi Dale,

I am happy to greet you, could you please show an example of your ingenious idea?

Greetings,

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

Marco1 — Wed, 08 Nov 2023 20:41:10 GMT

Hello Victor,

I am happy to greet you, the alternative you show is an interesting way to solve the problem, I will review it. Thank you!

Greetings,

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

Marco1 — Wed, 08 Nov 2023 21:40:50 GMT

Hello Mark,

Sorry for not letting me understand... although it may be the translator (Spanish-English), my question is... if it is possible that JMP, after a simulation using a bar graph, can answer:

The value in the certainty field changes to reflect the probability of an income level for a range from positive US$0 to positive infinity, that is, the chance of achieving a profit (profit greater than or equal to US$0) is approximately 93.20 %

This graph shows all the possible results, that is, in an investment there is the possibility of losing US$ 14.7 million until winning US 34.4 million and the certainty field shows 100% since the initial range of certainty includes all possible values.

Question 1: What is the probability of not losing money or the income being US$0?
Answer 1: 79.80% or 20.20% to lose (100 minus 79.80)

Question 2: What is the probability of achieving a minimum profit of US$ 2 million?
Answer 2: 73.60%

Question 3: What is the probability of achieving a minimum profit of US$ 4 million?
Answer 3: 66.00%

Greetings,

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

dale_lehman — Thu, 09 Nov 2023 17:16:55 GMT

I'm very familiar with the displays you are showing - they are regular outputs of Excel simulation programs. I don't know of an automatic JMP capability that shows the same - but this will provide the same kind of information, though not quite the same display. You can Analyze Distribution for any variable (it could be the prediction formula from a model or just a variable you have data on). If you save the Probability Scores you get a column of the cumulative probabilities associated with the values of that variable - this is a new column in your data set. You can then use Fit Y by X, with the probability scores as Y and the variable values as X. This will reproduce the cumulative probability distribution. Choose to show the histogram borders.

Now, if you highlight a portion of the histogram border for your X variable, the corresponding cumulative probability associated with that value will show up as the Y value. You can interactively use this to "discover" the types of probabilities you show in your examples, albeit without the automatic graphs. Perhaps somebody knows a way to script producing those graphs - but that is not my expertise.

Re: Can JMP show the probability of 1 result or range through a graph?

Marco1 — Thu, 09 Nov 2023 20:19:03 GMT

Hi Dale,

Ingenious solution!!!....surely someone with a command of scripting could create an add-in for JMP that calculates the certainty of a response or range, just like the examples I shared.

Greetings,

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

Jeff_Perkinson — Thu, 09 Nov 2023 20:51:49 GMT

I think what you're looking for is the Simulator in the Profiler.

You learn more here:

Re: Can JMP show the probability of 1 result or range through a graph?

hogi — Fri, 10 Nov 2023 06:09:32 GMT

If you want to calculate the percentage of the selected part of a distribution, you can plot the distribution in Graph Builder and use a column formula to display the percentage.

Here I took the height distribution in students.jmp, but the same holds for some income, profit etc.

(view in My Videos)

Open( "$SAMPLE_DATA/Students.jmp" );

New Column( "percent",
	Formula(
		(Col Number( If( Selected(), :height, . ) ) / Col Number( :height )) * 100
	)
);
New Column( "one",Nominal, Set each value( 1 ));
:percent << Label( 1 ); // I forgot to add this to the script, thanks @Dale_lehman
Graph Builder(
	Size( 590, 393 ),
	Show Control Panel( 0 ),
	Show Legend( 0 ),
	Variables( X( :height ), Y( :one ), Y( :height ) ),
	Relative Sizes( "Y", [59 231] ),
	Elements( Position( 1, 1 ), Heatmap( Y, Legend( 6 ), Label( "Label by Row" ) ) ),
	Elements( Position( 1, 2 ), Histogram( X, Y, Legend( 9 ) ) )
);

Re: Can JMP show the probability of 1 result or range through a graph?

Marco1 — Thu, 09 Nov 2023 23:01:52 GMT

Hi Jeff,

It's a pleasure to greet you, of course it would be great if the simulation in JMP could show the certainty of obtaining a value or range, thank you for your response!

Greetings,

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

Marco1 — Thu, 09 Nov 2023 23:17:16 GMT

Hello Hogi,

Nice to greet you, a great idea!! It is the closest thing to the examples I shared... I tried to do it but I couldn't, could you share an example of the process (start - end)?, thank you!

Greetings

Marco

Re: Can JMP show the probability of 1 result or range through a graph?

dale_lehman — Fri, 10 Nov 2023 00:35:46 GMT

Very nice. But I think there is one error and one thing missing. The error I believe is in the Graph Builder section of your script where you list the Variables - I think the :one should be :percent. Then what I am missing is how to get the top display to show the percent in the black rectangle. My attempt shows the percent on the Y axis but doesn't display the number across the top like yours does.

Re: Can JMP show the probability of 1 result or range through a graph?

hogi — Fri, 10 Nov 2023 06:31:40 GMT

The JSL code shows the individual steps.

Some steps are just "workarounds" and don't have an apparent "goal"
(like the Heatmap plot to create a display area for the computed value - or the column "one" to get a single heatmap cell.

This video shows how to do it manually:

The histogram works as well without a value on the y axis
- but you need a value on the y axis to add the second subplot on top. So just use any column you want (it will be ignored).
percentage is created as a formula column - and is later used as "row" label for the heatmap plot to shoe the percentage in the plot.
[I added the label tag already in the beginning - I forgot to add this part in the first version of the JSL code, Thanks @dale_lehman for highlighting.]
to create the display area for the percentage:
- use a heatmap graph with just 1 cell:
- to do so, use a column with constant value (1, or "X") - or disabling the Y variable
- remove the X subgroups from the heatmap by disabling the X variable

Then the graph is ready. Just some cosmetics like adjusting the dimensions, bar widths and colors.

(view in My Videos)