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@rgkimball /norvig.py
Last active Feb 26, 2018

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Norvig Economy Simulation
import random
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
COLW = 10
class Economy(object):
plt.style.use('bmh')
def __init__(self, population):
self.n = len(population)
self.population = population
self.stages = [self.population]
self.fig, self.axes = plt.subplots(nrows=2, ncols=2, figsize=(9, 4))
self.stats = list()
@staticmethod
def transaction(a, b):
s = a + b
r = np.random.uniform(0, s)
return r, s - r
@staticmethod
def gini(y):
"""Calculate the Gini coefficient of a numpy array.
based on bottom eq: http://www.statsdirect.com/help/content/image/stat0206_wmf.gif
from: http://www.statsdirect.com/help/default.htm#nonparametric_methods/gini.htm
:param y: 1-dimensional numpy array, input series
:return: int, Gini coefficient
"""
y = sorted(y)
n = len(y)
numer = 2 * sum((i + 1) * y[i] for i in range(n))
denom = n * sum(y)
return (numer / denom) - (n + 1) / n
@staticmethod
def auto_bin(narray, m=5):
""" Modified Freedman-Diaconis rule to optimize # of histogram bins
:param narray: numpy array
:param m: int, optional; minimum number of bins to return
:return: int, rounded number of optimal bins for histogram of sample
"""
iqr = np.subtract(*np.percentile(narray, [75, 25]))
return max(m, int(2 * iqr * narray.size ** (-1/3)))
def simulate(self, generations, events):
print(" ".join(self.cols))
print(" ".join(["-" * len(x) for x in self.cols]))
print(self.stat_row(0, 0))
for _ in range(1, generations + 1):
pop = self.stages[-1].copy()
for __ in range(events):
i, j = random.sample(range(len(pop)), 2)
pop[i], pop[j] = self.transaction(pop[i], pop[j])
self.stages.append(pop)
x = self.stat_row(_, events * _)
if _ % (generations * 0.05) == 0:
print(x)
self.plot(generations, events)
def plot(self, g, e):
# self.fig.suptitle("Simulation Summary Results", fontsize=14, fontweight='bold')
# Starting population
bins = self.auto_bin(self.stages[0])
self.axes[0][0].hist(self.stages[0], edgecolor=(0, 0, .14),
bins=self.auto_bin(self.stages[0]),
range=(0, max(self.stages[-1])))
self.axes[0][0].set_title("Starting population (n={:,.0f})".format(self.n), fontsize=10)
self.axes[0][0].set_xlabel("Wealth")
# Ending population
self.axes[1][0].hist(self.stages[-1], color=(.7, 0, 0, 0.5),
edgecolor=(.14, 0, 0),
bins=self.auto_bin(self.stages[-1]),
range=(0, max(self.stages[-1])))
self.axes[1][0].set_title("Ending population (generation={:,.0f}; transactions={:,.0f})".format(g, g * e), fontsize=10)
self.axes[1][0].set_xlabel("Wealth")
# Quantile dispersion
self.summary()[self.cols[7:11]].plot(ax=self.axes[0][1])
self.axes[0][1].set_title("Quantile Dispersion", fontsize=10)
self.axes[0][1].set_ylabel("Wealth")
# Gini index
self.summary()[self.cols[3]].plot(ax=self.axes[1][1])
self.axes[1][1].set_title("Wealth Inequality", fontsize=10)
self.axes[1][1].set_ylabel("Gini Coefficient")
self.axes[1][1].set_xlabel("Generation")
plt.show()
def summary(self):
return pd.DataFrame(data=self.stats, columns=self.cols)
cols = [x + " " * max(0, COLW - len(x)) for x in \
["generation", "cum events", "n", "G", "median", "stdev", "min", "25%", "50%", "90%", "99%", "max"]]
def stat_row(self, i, j):
""" Store and return summary statistics for most recent generation """
p = self.stages[-1]
self.stats.append([i, j, len(p), self.gini(p), np.median(p), np.std(p),
min(p), np.percentile(p, 25), np.percentile(p, 50),
np.percentile(p, 90), np.percentile(p, 99), max(p)])
row = ["{:.2f}".format(x) for x in self.stats[-1]]
return " ".join([" " * max(0, COLW - len(x)) + x for x in row])
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