ENH: Allow to plot weighted KDEs.

[LucaMingarelli]

ENH: Allow to plot weighted KDEs.

[fbourgey]

Hello, I am working on it.

[fbourgey]

I updated the following

https://github.com/fbourgey/pandas/blob/feature-plot-weighted-kde/pandas/plotting/_core.py#L1449
https://github.com/fbourgey/pandas/blob/feature-plot-weighted-kde/pandas/plotting/_matplotlib/hist.py#L266

The code works.

Should we add one example in the function kde with the parameter weights?
Does this function need to be updated as well?

[fbourgey]

The following code gives

s = pd.Series([1, 2, 2.5, 3, 3.5, 4, 5])
ax = s.plot.kde()

Replacing with some weights produces

weights = pd.Series([0.1, 0.0, 0.0, 0.2, 0.3, 0.4, 0.9])
ax = s.plot.kde(weights=weights)

Using a Numpy Array works as well

weights = np.array([0.1, 0.4, 0.0, 0.2, 0.3, 0.4, 0.2])

However, passing a list instead

weights = [0.1, 0.4, 0.0, 0.2, 0.3, 0.4, 0.2]

raises the following error

  File "/Users/florianbourgey/projects/misc/pandas_gaussian_kde.py", line 7, in <module>
    ax = s.plot.kde(weights=weights)
  File "/Users/florianbourgey/projects/pandas/pandas/plotting/_core.py", line 1567, in kde
    return self(kind="kde", bw_method=bw_method, weights=weights, ind=ind, **kwargs)
  File "/Users/florianbourgey/projects/pandas/pandas/plotting/_core.py", line 1049, in __call__
    return plot_backend.plot(data, kind=kind, **kwargs)
  File "/Users/florianbourgey/projects/pandas/pandas/plotting/_matplotlib/__init__.py", line 71, in plot
    plot_obj.generate()
  File "/Users/florianbourgey/projects/pandas/pandas/plotting/_matplotlib/core.py", line 500, in generate
    self._make_plot(fig)
  File "/Users/florianbourgey/projects/pandas/pandas/plotting/_matplotlib/hist.py", line 168, in _make_plot
    kwds["weights"] = type(self)._get_column_weights(self.weights, i, y)
  File "/Users/florianbourgey/projects/pandas/pandas/plotting/_matplotlib/hist.py", line 202, in _get_column_weights
    weights = weights[~isna(y)]