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# binomialconvolution.py | ||
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# Copyright (C) 2015,2018 Greenweaves Software Pty Ltd | ||
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# This is free software: you can redistribute it and/or modify | ||
# it under the terms of the GNU General Public License as published by | ||
# the Free Software Foundation, either version 3 of the License, or | ||
# (at your option) any later version. | ||
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# This software is distributed in the hope that it will be useful, | ||
# but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
# GNU General Public License for more details. | ||
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# You should have received a copy of the GNU General Public License | ||
# along with GNU Emacs. If not, see <http://www.gnu.org/licenses/> | ||
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import math,matplotlib.pyplot as plt | ||
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# Algorithm 1.25 from Krauth | ||
def binomial_convolution(theta,pi): | ||
def calculate_row(pi): | ||
return [theta*x + (1-theta)*y for (x,y) in zip(pi[:-1],pi[1:])] | ||
return calculate_row([0]+pi+[0]) | ||
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if __name__=="__main__": | ||
pi=[1] | ||
theta=math.pi/4 | ||
for i in range(8): | ||
pi=binomial_convolution(theta,pi) | ||
plt.plot(pi) | ||
plt.show() | ||
# binomialconvolution.py | ||
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# Copyright (C) 2015,2018 Greenweaves Software Pty Ltd | ||
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# This is free software: you can redistribute it and/or modify | ||
# it under the terms of the GNU General Public License as published by | ||
# the Free Software Foundation, either version 3 of the License, or | ||
# (at your option) any later version. | ||
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||
# This software is distributed in the hope that it will be useful, | ||
# but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
# GNU General Public License for more details. | ||
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||
# You should have received a copy of the GNU General Public License | ||
# along with GNU Emacs. If not, see <http://www.gnu.org/licenses/> | ||
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import math,matplotlib.pyplot as plt | ||
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# Algorithm 1.25 from Krauth | ||
def binomial_convolution(theta,pi): | ||
def calculate_row(pi): | ||
return [theta*x + (1-theta)*y for (x,y) in zip(pi[:-1],pi[1:])] | ||
return calculate_row([0]+pi+[0]) | ||
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if __name__=="__main__": | ||
pi=[1] | ||
theta=math.pi/4 | ||
for i in range(8): | ||
pi=binomial_convolution(theta,pi) | ||
plt.plot(pi) | ||
plt.show() | ||
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# Copyright (C) 2015-2012 Greenweaves Software Limited | ||
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# This is free software: you can redistribute it and/or modify | ||
# it under the terms of the GNU General Public License as published by | ||
# the Free Software Foundation, either version 3 of the License, or | ||
# (at your option) any later version. | ||
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||
# This software is distributed in the hope that it will be useful, | ||
# but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
# GNU General Public License for more details. | ||
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# You should have received a copy of the GNU General Public License | ||
# along with GNU Emacs. If not, see <http://www.gnu.org/licenses/>. | ||
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''' Test for Box Muller algorithm''' | ||
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from matplotlib.pyplot import hist, show, title, xlabel, ylabel | ||
from smac import BoxMuller | ||
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if __name__=="__main__": | ||
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gauss = BoxMuller() | ||
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hist([gauss.gauss() for _ in range(1000000)], | ||
bins = 200, | ||
density = True) | ||
title("Gaussian Histogram") | ||
xlabel("Value") | ||
ylabel("Frequency") | ||
show() | ||
# Copyright (C) 2015-2012 Greenweaves Software Limited | ||
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# This is free software: you can redistribute it and/or modify | ||
# it under the terms of the GNU General Public License as published by | ||
# the Free Software Foundation, either version 3 of the License, or | ||
# (at your option) any later version. | ||
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||
# This software is distributed in the hope that it will be useful, | ||
# but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
# GNU General Public License for more details. | ||
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||
# You should have received a copy of the GNU General Public License | ||
# along with GNU Emacs. If not, see <http://www.gnu.org/licenses/>. | ||
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''' Test for Box Muller algorithm''' | ||
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from matplotlib.pyplot import hist, show, title, xlabel, ylabel | ||
from smac import BoxMuller | ||
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if __name__=="__main__": | ||
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gauss = BoxMuller() | ||
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hist([gauss.gauss() for _ in range(1000000)], | ||
bins = 200, | ||
density = True) | ||
title("Gaussian Histogram") | ||
xlabel("Value") | ||
ylabel("Frequency") | ||
show() |
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# Copyright (C) 2015 Greenweaves Software Pty Ltd | ||
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# This is free software: you can redistribute it and/or modify | ||
# it under the terms of the GNU General Public License as published by | ||
# the Free Software Foundation, either version 3 of the License, or | ||
# (at your option) any later version# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
# GNU General Public License for more details. | ||
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# You should have received a copy of the GNU General Public License | ||
# along with GNU Emacs. If not, see <http://www.gnu.org/licenses/> | ||
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import random,math | ||
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def direct_gamma_zeta(gamma,zeta,n): | ||
sigma=0 | ||
sigma2=0 | ||
for i in range(n): | ||
x=0 | ||
while x==0: | ||
x=random.random() | ||
x1=x**(1/(1+zeta)) | ||
x2=x1**(gamma-zeta) | ||
sigma+=x2 | ||
sigma2+=(x2*x2) | ||
mean=sigma/n | ||
return (mean,math.sqrt(sigma2/n-mean*mean)/math.sqrt(n)) | ||
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def run(zeta,n): | ||
print(zeta) | ||
for gamma in [2.0,1.0,0.0,-0.1,-0.4,-0.8]: | ||
(s,t)=direct_gamma_zeta(gamma,zeta,n) | ||
print (gamma, s-t,s+t, (zeta+1)/(gamma+1)) | ||
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if __name__=="__main__": | ||
for zeta in [0.0, -0.1, -0.7]: | ||
# Copyright (C) 2015 Greenweaves Software Pty Ltd | ||
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# This is free software: you can redistribute it and/or modify | ||
# it under the terms of the GNU General Public License as published by | ||
# the Free Software Foundation, either version 3 of the License, or | ||
# (at your option) any later version# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
# GNU General Public License for more details. | ||
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# You should have received a copy of the GNU General Public License | ||
# along with GNU Emacs. If not, see <http://www.gnu.org/licenses/> | ||
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import random,math | ||
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def direct_gamma_zeta(gamma,zeta,n): | ||
sigma=0 | ||
sigma2=0 | ||
for i in range(n): | ||
x=0 | ||
while x==0: | ||
x=random.random() | ||
x1=x**(1/(1+zeta)) | ||
x2=x1**(gamma-zeta) | ||
sigma+=x2 | ||
sigma2+=(x2*x2) | ||
mean=sigma/n | ||
return (mean,math.sqrt(sigma2/n-mean*mean)/math.sqrt(n)) | ||
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def run(zeta,n): | ||
print(zeta) | ||
for gamma in [2.0,1.0,0.0,-0.1,-0.4,-0.8]: | ||
(s,t)=direct_gamma_zeta(gamma,zeta,n) | ||
print (gamma, s-t,s+t, (zeta+1)/(gamma+1)) | ||
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if __name__=="__main__": | ||
for zeta in [0.0, -0.1, -0.7]: | ||
run(zeta,1000) |
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# MIT License | ||
# | ||
# Copyright (c) 2018 Simon Crase | ||
# | ||
# Permission is hereby granted, free of charge, to any person obtaining a copy | ||
# of this software and associated documentation files (the "Software"), to deal | ||
# in the Software without restriction, including without limitation the rights | ||
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
# copies of the Software, and to permit persons to whom the Software is | ||
# furnished to do so, subject to the following conditions: | ||
# | ||
# The above copyright notice and this permission notice shall be included in all | ||
# copies or substantial portions of the Software. | ||
# | ||
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
# SOFTWARE. | ||
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# Implement Algorithm 1.29, subtract mean value for each sample, and generate | ||
# histograms of the average of N samples and the rescaled averages. | ||
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import random,pylab,math,numpy as np | ||
from scipy.stats import gaussian_kde | ||
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def direct_gamma(gamma,generator=False,K=10000,N=1000000): | ||
sigma = 0 | ||
for i in range(N): | ||
sigma += random.random()**gamma | ||
return sigma/N | ||
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if __name__ == '__main__': | ||
import argparse | ||
parser = argparse.ArgumentParser(description='Evaluate integral from Krauth Section 1.4.') | ||
parser.add_argument('steps', metavar='M', type=int, nargs=1,help='Number of steps for integral') | ||
parser.add_argument('--N', metavar='N', type=int, nargs='+',default=[1,10,100,1000,10000],help='Number of steps for integral') | ||
parser.add_argument('--gamma',metavar='gamma',type=float,nargs=1,default=-0.8,help='exponent') | ||
args = parser.parse_args() | ||
M = args.steps[0] | ||
gamma = args.gamma | ||
bins=[0,0.5,1,1.5,2,2.5,3,3.5,4,4.5,5,5.5,6,6.5,7,7.5,8,8.5,9,9.5,10,10.5,11,100000000000] | ||
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for N in args.N: | ||
def scaled(n): | ||
return (direct_gamma(gamma,N=n)-5)/(N**(-1-gamma)) | ||
data = [direct_gamma(gamma,N=N) for m in range(M)] | ||
density = gaussian_kde(data) | ||
y,binEdges=np.histogram(data,normed=True,bins=bins) | ||
bincenters = 0.5*(binEdges[1:]+binEdges[:-1]) | ||
pylab.plot(bincenters,density(bincenters),label='N={0}'.format(N)) | ||
pylab.xlim(1,10) | ||
pylab.xlabel(r'$\Sigma/N$') | ||
pylab.ylabel(r'$\pi(\Sigma/N$)') | ||
pylab.title(r'$Average\ {0}\ iterations$'.format(M)) | ||
pylab.legend() | ||
pylab.savefig('histogram.png') | ||
pylab.show() | ||
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# MIT License | ||
# | ||
# Copyright (c) 2018 Simon Crase | ||
# | ||
# Permission is hereby granted, free of charge, to any person obtaining a copy | ||
# of this software and associated documentation files (the "Software"), to deal | ||
# in the Software without restriction, including without limitation the rights | ||
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
# copies of the Software, and to permit persons to whom the Software is | ||
# furnished to do so, subject to the following conditions: | ||
# | ||
# The above copyright notice and this permission notice shall be included in all | ||
# copies or substantial portions of the Software. | ||
# | ||
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
# SOFTWARE. | ||
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# Implement Algorithm 1.29, subtract mean value for each sample, and generate | ||
# histograms of the average of N samples and the rescaled averages. | ||
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import random,pylab,math,numpy as np | ||
from scipy.stats import gaussian_kde | ||
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def direct_gamma(gamma,generator=False,K=10000,N=1000000): | ||
sigma = 0 | ||
for i in range(N): | ||
sigma += random.random()**gamma | ||
return sigma/N | ||
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if __name__ == '__main__': | ||
import argparse | ||
parser = argparse.ArgumentParser(description='Evaluate integral from Krauth Section 1.4.') | ||
parser.add_argument('steps', metavar='M', type=int, nargs=1,help='Number of steps for integral') | ||
parser.add_argument('--N', metavar='N', type=int, nargs='+',default=[1,10,100,1000,10000],help='Number of steps for integral') | ||
parser.add_argument('--gamma',metavar='gamma',type=float,nargs=1,default=-0.8,help='exponent') | ||
args = parser.parse_args() | ||
M = args.steps[0] | ||
gamma = args.gamma | ||
bins=[0,0.5,1,1.5,2,2.5,3,3.5,4,4.5,5,5.5,6,6.5,7,7.5,8,8.5,9,9.5,10,10.5,11,100000000000] | ||
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for N in args.N: | ||
def scaled(n): | ||
return (direct_gamma(gamma,N=n)-5)/(N**(-1-gamma)) | ||
data = [direct_gamma(gamma,N=N) for m in range(M)] | ||
density = gaussian_kde(data) | ||
y,binEdges=np.histogram(data,normed=True,bins=bins) | ||
bincenters = 0.5*(binEdges[1:]+binEdges[:-1]) | ||
pylab.plot(bincenters,density(bincenters),label='N={0}'.format(N)) | ||
pylab.xlim(1,10) | ||
pylab.xlabel(r'$\Sigma/N$') | ||
pylab.ylabel(r'$\pi(\Sigma/N$)') | ||
pylab.title(r'$Average\ {0}\ iterations$'.format(M)) | ||
pylab.legend() | ||
pylab.savefig('histogram.png') | ||
pylab.show() | ||
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