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@NoFishLikeIan
Created October 20, 2023 14:13
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Get breaking index of state persistence for sequences of length more than tau
import numpy as np
import numpy.typing as npt
def simulate(P:npt.NDArray, T:int, s0:int = 0) -> np.ndarray:
'Simulates with transition matrix P for T steps, starting at s0 = 0.'
u = np.random.uniform(0., 1., T)
S = np.empty(T, dtype = int)
S[0] = s0
for i in range(1, T):
s = S[i - 1]
S[i] = s if u[i] < P[s, s] else 1 - s
return S
def persistent_trials(S:npt.ArrayLike, tau:int) -> np.ndarray:
'Get breaking index of state persistence for sequences of length more than tau'
breakpoints = np.where(np.diff(S) != 0)[0] + 1
relevant_chunks = [ len(chunk) >= tau for chunk in np.split(S, breakpoints)[:-1] ]
return breakpoints[relevant_chunks]
if __name__ == "__main__":
S = np.array([0, 0, 0, 1, 1, 1, 0, 0, 1, 1, 1])
persistent_trials(S, 3)
S = simulate(np.ones((2, 2)) / 2, 10_000_000)
persistent_trials(S, 3)
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