Vayel

### Keybase proof

I hereby claim:

  * I am vayel on github.
  * I am vayel (https://keybase.io/vayel) on keybase.
  * I have a public key ASBu4piKL-qabomWg9YNFVEaJls_4hnebIMSwdm-oaTkAAo

To claim this, I am signing this object:

Vayel

import numpy as np
import matplotlib.pyplot as plt
from scipy.stats import kstwobign

d_min, d_max = kstwobign.ppf(0.01), kstwobign.ppf(0.99)
d_vals = np.linspace(d_min, d_max, num=100)
cdf = kstwobign.cdf(d_vals)

fig, ax = plt.subplots()
ax.plot(d_vals, cdf, '-')

Vayel

import random
import json

Y0 = 100
noise = lambda: random.gauss(0, 0.01)

def run(steps):
    y = [Y0] * steps
    for t in range(1, steps):
        y[t] = y[t-1] * (1 + noise())

Vayel

Vayel

import scipy.stats
import numpy as np


def ks_test(real_series, simulated_series):
    # `real_series` and `simulated_series` are lists of series, i.e. lists of lists.
    # All series have the same size but we don't need to have as many real series as
    # simulated series.
    real_series, simulated_series = map(np.asarray, (real_series, simulated_series))
    n_steps = len(real_series[0])

Vayel

import random

# A stochastic model with a single input `p` and a single output `side`
# `p` is the probability of throwing tail
# `side` is either 'head' or 'tail'
def coin_model(p, seed=None):
    # The seed allows us to control randomness and ensure reproducibility
    random.seed(seed)

    # Mathematically, `side_output` is a discrete random variable