ganeumann

import numpy as np

def vcdraws(alpha,n):
    # prob density distribution = 1/3 0x, 1/3 1x, 1/3 power law with alpha=alpha
    # returns list of n draws from the distribution
    pn=np.random.randint(0,3, size=n)
    td = powerlaw.Power_Law(xmin=1.0, parameters=[alpha])
    return [td.generate_random(1)[0] if pn[i]==2 else pn[i] for i in range(n)]

def vcportdraws(alpha,portsize,runs):

ganeumann

import numpy as np

def pickaportfolio(n):
   # possible outcomes, from Fred's post
   # portfolios of size n
   # returns the mean of a single random portfolio
   possible_outcomes = [0,0,0,0,1,1,1,3,3,10]
   # pick n random elements from the list and take the mean of the outcome
   return np.mean(np.random.choice(possible_outcomes,n))

ganeumann

import numpy as np

def vcdist(alpha):
    # generates one pick from the VC distribution
    # prob density distribution = 1/3 0x, 1/3 1x, 1/3 power law with alpha=alpha
    # returns one draw from the distribution as a float
    pn=np.random.randint(0,3)
    if pn==2:
        td = powerlaw.Power_Law(xmin=1.0, parameters=[alpha])
        return td.generate_random(1)[0]

ganeumann

Verifying that +ganeumann is my openname (Bitcoin username). https://onename.com/ganeumann