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new regressions Huber and Theil-Sen for trendline #1763

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new regressions Huber and Theil-Sen for trendline #1763

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44 changes: 42 additions & 2 deletions packages/python/plotly/plotly/express/_core.py
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Original file line number Diff line number Diff line change
Expand Up @@ -46,7 +46,7 @@ def set_mapbox_access_token(token):
def get_trendline_results(fig):
"""
Extracts fit statistics for trendlines (when applied to figures generated with
the `trendline` argument set to `"ols"`).
the `trendline` argument set to `"ols"` and `"huber"`).

Arguments:
fig: the output of a `plotly_express` charting call
Expand Down Expand Up @@ -192,7 +192,12 @@ def make_trace_kwargs(args, trace_spec, g, mapping_labels, sizeref):
if trace_spec.constructor == go.Histogram:
mapping_labels["count"] = "%{x}"
elif k == "trendline":
if v in ["ols", "lowess"] and args["x"] and args["y"] and len(g) > 1:
if (
v in ["ols", "lowess", "huber", "theil-sen"]
and args["x"]
and args["y"]
and len(g) > 1
):
import statsmodels.api as sm
import numpy as np

Expand Down Expand Up @@ -222,6 +227,41 @@ def make_trace_kwargs(args, trace_spec, g, mapping_labels, sizeref):
hover_header += (
"R<sup>2</sup>=%f<br><br>" % fit_results.rsquared
)
elif v == "huber":
huber_t = sm.RLM(
y, sm.add_constant(x), M=sm.robust.norms.HuberT()
)
fit_results = huber_t.fit()
result["y"] = fit_results.predict()
hover_header = "<b>Huber's trendline</b><br>"
hover_header += "%s = %f * %s + %f<br>" % (
args["y"],
fit_results.params[1],
args["x"],
fit_results.params[0],
)
rsquared = 1 - np.sum((y - result["y"]) ** 2) / np.sum(
(y - np.mean(y)) ** 2
)
hover_header += "R<sup>2</sup>=%f<br><br>" % rsquared
elif v == "theil-sen":
from scipy.stats.mstats import theilslopes

medslope, medintercept, lo_slope, hi_slope = theilslopes(
y, x, alpha=0.95
)
result["y"] = medslope * x + medintercept
hover_header = "<b>Theil-Sen's trendline</b><br>"
hover_header += "%s = %f * %s + %f<br>" % (
args["y"],
medslope,
args["x"],
medintercept,
)
rsquared = 1 - np.sum((y - result["y"]) ** 2) / np.sum(
(y - np.mean(y)) ** 2
)
hover_header += "R<sup>2</sup>=%f<br><br>" % rsquared
mapping_labels[get_label(args, args["x"])] = "%{x}"
mapping_labels[get_label(args, args["y"])] = "%{y} <b>(trend)</b>"

Expand Down
4 changes: 3 additions & 1 deletion packages/python/plotly/plotly/express/_doc.py
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Original file line number Diff line number Diff line change
Expand Up @@ -239,9 +239,11 @@
"If set, a vertical subplot is drawn to the right of the main plot, visualizing the y-distribution.",
],
trendline=[
"(string, one of `'ols'` or `'lowess'`, default `None`)",
"(string, one of `'ols'` , `'lowess'`, `'huber'` or `'theil-sen'`, default `None`)",
"If `'ols'`, an Ordinary Least Squares regression line will be drawn for each discrete-color/symbol group.",
"If `'lowess`', a Locally Weighted Scatterplot Smoothing line will be drawn for each discrete-color/symbol group.",
"If `'huber'`, an Huber regression line with default t=1.345 turning parameter will be drawn for each discrete-color/symbol group.",
"If `'theil-sen'`, an Theil–Sen regression line will be drawn for each discrete-color/symbol group.",
],
trendline_color_override=[
"(string, valid CSS color)",
Expand Down