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import ghalton
from pylab import *
from scipy.stats import gamma
def qmc_gamma(alpha, N):
M = len(alpha)
sequencer = ghalton.Halton(2*M)
valid = ones(shape=(N,), dtype=bool)
hs = array(sequencer.get(N)).transpose()
@stucchio
stucchio / gist:837140
Created February 21, 2011 14:43
source code for graph in blog
#Created graph used here: http://crazybear.posterous.com/structural-shift-in-the-economy
import numpy.numarray as na
from pylab import *
labels = ["Financial Activites",
"Construction",
"Information Services",
"Retail",
@stucchio
stucchio / simple_mortgage.py
Last active October 30, 2015 22:11
For a forthcoming blog post.
from pylab import *
from scipy.stats import uniform
gamma = 0.01/12.0
t = arange(0,360)
def compute_payout(payout):
return (payout * exp( - gamma * t)).sum()
def generate_payout():
from pylab import *
from scipy.stats import uniform
gamma = 0.01/12.0
t = arange(0,360)
num_mortgages=50
def compute_payout(payout):
return (payout * exp( - gamma * t)).sum()
from pylab import *
import random
from scipy.stats import beta, uniform
prior = beta(1,1)
class Bandit(object):
def __init__(self):
self.history = [(1.0,1.0), (1.0,1.0)]
import matplotlib
matplotlib.use("WXAgg")
from pylab import *
from scipy.stats import beta, uniform, norm
class BetaBandit(object):
def __init__(self, num_options=2, prior=(1.0,1.0)):
self.trials = zeros(shape=(num_options,), dtype=int)
self.successes = zeros(shape=(num_options,), dtype=int)
self.num_options = num_options
@stucchio
stucchio / equal_weights_monte_carlo.py
Created June 8, 2014 06:22
for equal weights post
from pylab import *
from numpy.random import dirichlet, rand
def _unit_weight(dim):
return ones(dim) / float(dim)
def _feature_vec(dim, storage = None):
result = rand(dim)
result[where(result > 0.5)] = 1.0
result[where(result <= 0.5)] = 0.0
@stucchio
stucchio / monte_carlo_compare_theory_to_practice.py
Created June 17, 2014 13:34
Code to make other graph in equal weights post
from pylab import *
from numpy.random import dirichlet, rand, binomial, uniform, normal
def _unit_weight(dim):
return ones(dim) / float(dim)
ONE_FRAC = 0.5
SQRT_TWO_INV = 1.0 / sqrt(2.0)
def _feature_vec(dim, method="bernoulli"):
if method == "bernoulli":
@stucchio
stucchio / hexbin_vs_scatter.py
Created March 24, 2012 14:58
Hexbin vs Scatterplot
from numpy import *
from pylab import *
x = rand(N)
y = x + random.normal(0, 0.4, size=(N,))
subplot(211)
axis((0,1,0,1))
scatter(x,y)
subplot(212)
@stucchio
stucchio / rc.local
Created December 3, 2011 17:55
Making networking work on cloned Ubuntu VMs
if ! ifconfig eth0 && ! -f /var/log/rewriting-net-rules;
then
echo "Mac address for eth0 is incorrect."
/bin/rm -rf /etc/udev/rules.d/70-persistent-net.rules
touch /var/log/rewriting-net-rules
echo "Rebooting now."
/sbin/reboot
else
/bin/rm /var/log/rewriting-net-rules
fi