gistfile1.txt

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  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import numpy as np"
   ]
  },
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   "cell_type": "code",
   "execution_count": 52,
   "metadata": {
    "collapsed": false
   },
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   "source": [
    "def stick_breaking(a, samples=10):\n",
    "    out = []\n",
    "    for s in range(samples):\n",
    "        rs = []\n",
    "        res = []\n",
    "        for i in range(len(a)-1):\n",
    "            r = np.random.beta(a[i],a[i+1:].sum())\n",
    "            rs.append(r)\n",
    "        rs = np.array(rs)\n",
    "        #print rs\n",
    "        lengths = np.cumprod(1 - rs)\n",
    "        #print lengths\n",
    "        #print \"--\"\n",
    "        \n",
    "        res.append(rs[0])\n",
    "        #print rs, lengths[0:-1]\n",
    "        rest = rs[1:] * lengths[0:-1]\n",
    "        res += list(rest)\n",
    "        res.append(1-np.array(res).sum())\n",
    "        print res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[0.48974938315910654, 0.0047873386802407712, 0.005204838306359847, 0.0051531851512049004, 0.0052691997675365131, 0.48983605493555138]\n",
      "[0.48901213106318192, 0.0048153332545771395, 0.0054811772556320314, 0.0050379334371551425, 0.0049136710004585929, 0.49073975398899516]\n",
      "[0.48631469952575129, 0.0049147072930897494, 0.0050255471498571215, 0.005196053979963899, 0.0051518210389495823, 0.49339717101238834]\n",
      "[0.49011751283043509, 0.0052621604666821488, 0.0046928325948145172, 0.0050742344773534323, 0.0048879954017979465, 0.48996526422891684]\n",
      "[0.48594140936377145, 0.0053250351025033024, 0.0052557889612454703, 0.0044719037839141568, 0.0056142310332264155, 0.49339163175533918]\n",
      "[0.4858212929973037, 0.0050878185322553865, 0.0052247578323147493, 0.0048549624618914418, 0.0050433684667009031, 0.49396779970953375]\n",
      "[0.48527009650528635, 0.0050608760589918329, 0.0045721570611608258, 0.0049358715859239653, 0.0052879162797139943, 0.49487308250892303]\n",
      "[0.49121010845204904, 0.005370754397591963, 0.0049753008017866121, 0.0047105789261552159, 0.0051607908079086074, 0.48857246661450848]\n",
      "[0.49076817457606631, 0.0047815967114421933, 0.0053080716521472192, 0.0050106023986171257, 0.0045465315065500939, 0.48958502315517705]\n",
      "[0.49413609968098388, 0.0047863879694022646, 0.0048914196807050437, 0.0049163813339388853, 0.0049880377873115439, 0.48628167354765839]\n"
     ]
    }
   ],
   "source": [
    "stick_breaking(np.array([20000,200,200,200,200,20000]))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[]\n"
     ]
    }
   ],
   "source": [
    "a = [1,2]\n",
    "print a[1:-1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
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