ECDF chart

get_ecdf_chart.py

import numpy as np

def get_ecdf_chart(deltas, title=None):
    
    def ecdf(data):
        """Compute ECDF.
        Empirical Cumulative Distribution Function
        """
        x = np.sort(data)
        n = x.size
        y = np.arange(1, n+1) / n
        return(x,y)
    
    x, y = ecdf(deltas)
    fig, ax = plt.subplots(figsize=(3, 3))
    ax.plot(x, y)
    ax.axhline(y=0.9, color='r', linestyle='-')
 
    if title:
        fig.suptitle(title, fontsize=12, x=0.1, y=1.0)

    return fig