Generate a heatmap in MatPlotLib using a scatter data set

Question

I have a set of X,Y data points (about 10k) that are easy to plot as a scatter plot but that I would like to represent as a heatmap.

I looked through the examples in

Answer 1

Here's Jurgy's great nearest neighbour approach but implemented using scipy.cKDTree. In my tests it's about 100x faster.

import numpy as np
import matplotlib.pyplot as plt
import matplotlib.cm as cm
from scipy.spatial import cKDTree


def data_coord2view_coord(p, resolution, pmin, pmax):
    dp = pmax - pmin
    dv = (p - pmin) / dp * resolution
    return dv


n = 1000
xs = np.random.randn(n)
ys = np.random.randn(n)

resolution = 250

extent = [np.min(xs), np.max(xs), np.min(ys), np.max(ys)]
xv = data_coord2view_coord(xs, resolution, extent[0], extent[1])
yv = data_coord2view_coord(ys, resolution, extent[2], extent[3])


def kNN2DDens(xv, yv, resolution, neighbours, dim=2):
    """
    """
    # Create the tree
    tree = cKDTree(np.array([xv, yv]).T)
    # Find the closest nnmax-1 neighbors (first entry is the point itself)
    grid = np.mgrid[0:resolution, 0:resolution].T.reshape(resolution**2, dim)
    dists = tree.query(grid, neighbours)
    # Inverse of the sum of distances to each grid point.
    inv_sum_dists = 1. / dists[0].sum(1)

    # Reshape
    im = inv_sum_dists.reshape(resolution, resolution)
    return im


fig, axes = plt.subplots(2, 2, figsize=(15, 15))
for ax, neighbours in zip(axes.flatten(), [0, 16, 32, 63]):

    if neighbours == 0:
        ax.plot(xs, ys, 'k.', markersize=5)
        ax.set_aspect('equal')
        ax.set_title("Scatter Plot")
    else:

        im = kNN2DDens(xv, yv, resolution, neighbours)

        ax.imshow(im, origin='lower', extent=extent, cmap=cm.Blues)
        ax.set_title("Smoothing over %d neighbours" % neighbours)
        ax.set_xlim(extent[0], extent[1])
        ax.set_ylim(extent[2], extent[3])

plt.savefig('new.png', dpi=150, bbox_inches='tight')