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stephen_pearson

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Oct 6, 2014

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Fit Probability Density Function From Sketch

This script is an extension of the "Click on an image to record (x,y) points" from the Data Table Tools Add-in by Brady Brady, JMP Division, SAS. It approximates the graph as a density so Distribution - Continous fit can convert it to an equation.

 

  1. Choose a sketch of a probability function or blank grid.
  2. Fill frame and set the x and y scales (e.g. 0,0 & 10,10).
  3. Add points to approximate the desired probability function.
  4. Press the close button...
  5. (Fit Spline [Lambda 0.05] and save prediction formula).
  6. (Exclude original data, add 200 rows incrementing X from its smallest to largest values)
  7. (Normalise the generated predicted Y's and convert to a count such that the total count ~10,000)
  8. (Create a new table with each increment of X duplicated the number of times indicated by step 6)
  9. (Run Fit Continuous - All in the Distribution platform)
  10. Choose the closest function with the correct properties and make a note of the hyperparameters.
  11. Optional (JMP Pro): Use bootstrap to get an idea of the ranges the hyperparameters might take.

 

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