Created
March 17, 2015 02:01
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{ | |
"cells": [ | |
{ | |
"metadata": {}, | |
"cell_type": "markdown", | |
"source": "# Illustration of [PaCal](http://pacal.sourceforge.net/) (Arithmetic with random variables)" | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "%matplotlib inline\nfrom matplotlib import pyplot as plt", | |
"execution_count": 1, | |
"outputs": [] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "from pacal import *", | |
"execution_count": 2, | |
"outputs": [ | |
{ | |
"output_type": "stream", | |
"name": "stdout", | |
"text": "Using compiled interpolation routine\nUsing compiled sparse grid routine\n" | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": true, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "NormalDistr?", | |
"execution_count": 52, | |
"outputs": [] | |
}, | |
{ | |
"metadata": { | |
"collapsed": true, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "X = NormalDistr(sym='X')", | |
"execution_count": 3, | |
"outputs": [] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "Y = NormalDistr(0,2, sym='Y')", | |
"execution_count": 4, | |
"outputs": [] | |
}, | |
{ | |
"metadata": { | |
"collapsed": true, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S = X + Y", | |
"execution_count": 5, | |
"outputs": [] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S", | |
"execution_count": 6, | |
"outputs": [ | |
{ | |
"execution_count": 6, | |
"output_type": "execute_result", | |
"data": { | |
"text/plain": "#22190_4434034128+#22190_4402720528" | |
}, | |
"metadata": {} | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S.summary()", | |
"execution_count": 7, | |
"outputs": [ | |
{ | |
"output_type": "stream", | |
"name": "stdout", | |
"text": "============= summary =============\n N(0.0,1.0)+N(0,2)\n mean = 8.3266726846886741e-16\n var = 5.0000000000000036\n skewness = -4.7664655742347595e-16\n kurtosis = 2.9999999999999996\n entropy = 2.2236574894217238\n median = -1.3322676295501878e-15\n mode = 1.0674499837498935e-08\n medianad = 1.5082049315656938\n iqrange(0.025) = 8.765225405765802\n interval(0.95) = (-4.382612702882908, 4.382612702882893)\n range = (-inf, inf)\n tailexp = (-216.5841427655505, -216.5841427655505)\n int_err = -4.4408920985006262e-16\n" | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S.plot()\nY.plot(color='b')\nX.plot(color='r')", | |
"execution_count": 8, | |
"outputs": [ | |
{ | |
"output_type": "display_data", | |
"data": { | |
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| |
"text/plain": "<matplotlib.figure.Figure at 0x10a2b7090>" | |
}, | |
"metadata": {} | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S.hist()", | |
"execution_count": 9, | |
"outputs": [ | |
{ | |
"output_type": "display_data", | |
"data": { | |
"image/png": 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| |
"text/plain": "<matplotlib.figure.Figure at 0x10a472b50>" | |
}, | |
"metadata": {} | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S.boxplot()", | |
"execution_count": 10, | |
"outputs": [ | |
{ | |
"output_type": "display_data", | |
"data": { | |
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"text/plain": "<matplotlib.figure.Figure at 0x10cdd3210>" | |
}, | |
"metadata": {} | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S.cdf(-5)", | |
"execution_count": 11, | |
"outputs": [ | |
{ | |
"execution_count": 11, | |
"output_type": "execute_result", | |
"data": { | |
"text/plain": "0.012673659338734152" | |
}, | |
"metadata": {} | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S.cdf(5)", | |
"execution_count": 12, | |
"outputs": [ | |
{ | |
"execution_count": 12, | |
"output_type": "execute_result", | |
"data": { | |
"text/plain": "0.98732634066126623" | |
}, | |
"metadata": {} | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "S.ccdf_value(0.5)", | |
"execution_count": 13, | |
"outputs": [ | |
{ | |
"execution_count": 13, | |
"output_type": "execute_result", | |
"data": { | |
"text/plain": "0.41153163687906058" | |
}, | |
"metadata": {} | |
} | |
] | |
}, | |
{ | |
"metadata": { | |
"collapsed": true, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "a = S.rand(10000)", | |
"execution_count": 14, | |
"outputs": [] | |
}, | |
{ | |
"metadata": { | |
"collapsed": false, | |
"trusted": true | |
}, | |
"cell_type": "code", | |
"source": "plt.hist(a, bins=20); ", | |
"execution_count": 16, | |
"outputs": [ | |
{ | |
"output_type": "display_data", | |
"data": { | |
"image/png": 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| |
"text/plain": "<matplotlib.figure.Figure at 0x10d218810>" | |
}, | |
"metadata": {} | |
} | |
] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"name": "python2", | |
"display_name": "Python 2", | |
"language": "python" | |
}, | |
"language_info": { | |
"mimetype": "text/x-python", | |
"nbconvert_exporter": "python", | |
"name": "python", | |
"pygments_lexer": "ipython2", | |
"version": "2.7.9", | |
"file_extension": ".py", | |
"codemirror_mode": { | |
"version": 2, | |
"name": "ipython" | |
} | |
} | |
}, | |
"nbformat": 3, | |
"nbformat_minor": 0 | |
} |
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