All Questions
4 questions
4
votes
1
answer
96
views
Can this numpy code be vectorized?
I've written the following function to produce n realizations of a CIR process for a given set of parameters:
...
- 183
1
vote
1
answer
506
views
Vectorized N-Dimensional Random Walk in Cartesian Coordinates
I have written a random-walk routine that I hope to build upon in the future. Before doing so, I was hoping to get some critique.
I believe the implementation is correct. I noticed that many other ...
user182606
6
votes
2
answers
8k
views
Compute a numerical derivative
Since I could not get numpy.gradient() to compute a derivative successfully, I wrote a script to compute it manually. Running the script below will output a plot of ...
user127168
3
votes
0
answers
314
views
Merging bin-data via a bin count threshold
When performing a chi-squared test, one takes the square of the differences of the expected counts per bin and observed counts per bin, and divides these per-bin differences by the expected counts per ...
user127168