Update cdf weights plot
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33034
assets/crps_learning/weights_plot/cdf_data.csv
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33034
assets/crps_learning/weights_plot/cdf_data.csv
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@@ -1,5 +1,5 @@
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---
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---
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title: "Knots-Demo"
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title: "CDF Weights"
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date: 2025-07-10
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date: 2025-07-10
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format:
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format:
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revealjs:
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revealjs:
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@@ -15,7 +15,7 @@ d3 = require("d3@7")
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```
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```
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```{ojs}
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```{ojs}
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bsplineData = FileAttachment("basis_functions.csv").csv({ typed: true })
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cdf_data = FileAttachment("cdf_data.csv").csv({ typed: true })
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```
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```
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```{ojs}
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```{ojs}
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@@ -47,9 +47,9 @@ function updateChartInner(g, x, y, linesGroup, color, line, data) {
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chart = {
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chart = {
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// State variable for selected mu parameter
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// State variable for selected mu parameter
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let selectedMu = 0.5;
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let selectedMu = 1;
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const filteredData = () => bsplineData.filter(d =>
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const filteredData = () => cdf_data.filter(d =>
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Math.abs(selectedMu - d.mu) < 0.001
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Math.abs(selectedMu - d.mu) < 0.001
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);
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);
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@@ -84,7 +84,11 @@ chart = {
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muDisplay.text(selectedMu.toFixed(1));
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muDisplay.text(selectedMu.toFixed(1));
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updateChart(filteredData());
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updateChart(filteredData());
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})
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})
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.style('width', '100%');
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.style('width', '100%')
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//.style('-webkit-appearance', 'none')
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.style('appearance', 'none')
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.style('height', '8px')
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.style('background', '#BDBDBDFF');
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const muDisplay = sliderContainer.append('span')
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const muDisplay = sliderContainer.append('span')
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.text(selectedMu.toFixed(1))
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.text(selectedMu.toFixed(1))
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@@ -104,7 +108,7 @@ chart = {
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});
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});
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// Build SVG
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// Build SVG
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const width = 1200;
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const width = 800;
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const height = 450;
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const height = 450;
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const margin = {top: 40, right: 20, bottom: 40, left: 40};
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const margin = {top: 40, right: 20, bottom: 40, left: 40};
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const innerWidth = width - margin.left - margin.right;
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const innerWidth = width - margin.left - margin.right;
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78
assets/crps_learning/weights_plot/make_cdf_data.R
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78
assets/crps_learning/weights_plot/make_cdf_data.R
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@@ -0,0 +1,78 @@
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library(tidyverse)
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source("assets/01_common.R")
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set.seed(2002)
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# Experts
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N <- 2
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# Observations
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T <- 2^5
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# Size of probability grid
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P <- 999
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prob_grid <- 1:P / (P + 1)
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# Realized observations
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y <- rnorm(T)
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# Deviation of the experts
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dev <- c(-1, 3)
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experts_sd <- c(1, sqrt(4))
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# Expert predictions
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experts <- array(dim = c(P, N))
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seq(-5, 10, length.out = P) -> x_grid
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experts[, 1] <- qnorm(prob_grid, mean = dev[1], sd = experts_sd[1])
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experts[, 2] <- qnorm(prob_grid, mean = dev[2], sd = experts_sd[2])
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experts <- rbind(c(rep(min(experts), N)), experts)
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experts <- rbind(experts, c(rep(max(experts), N)))
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prob_grid <- c(0, prob_grid, 1)
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naive <- 1
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df <- data.frame(
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x = rep(prob_grid, each = N),
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y = c(t(experts)),
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expert = rep(1:N, (P + 2)),
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naive = rep(naive, (P + 2) * N)
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)
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naive <- seq(0, 1, length.out = 11)
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dfs <- list()
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df_old <- df
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for (i in seq_along(naive)) {
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df_old$naive <- naive[i]
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df_new <- data.frame(
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x = prob_grid,
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y = (experts[, 1] * (naive[i] * (0.5) + (1 - naive[i]) * (1 - prob_grid)) + (naive[i] * 0.5 + (1 - naive[i]) * (prob_grid)) * experts[, 2]),
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expert = 3,
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naive = rep(naive[i], (P + 2))
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)
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dfs[[i + 1]] <- bind_rows(df_old, df_new)
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}
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dfs <- reduce(dfs, bind_rows)
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colnames(dfs) <- c("y", "x", "b", "mu")
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dfs %>%
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ggplot(aes(x = x, y = y, color = factor(b))) +
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geom_line() +
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labs(
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title = "Expert Predictions",
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x = "Probability Grid",
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y = "Predicted Value"
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) +
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theme_minimal() +
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scale_color_brewer(palette = "Set1") +
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theme(legend.position = "top") +
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facet_wrap(. ~ mu, ncol = 3)
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write_csv(dfs, "assets/crps_learning/weights_plot/cdf_data.csv")
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