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equal to (num_reps, ts_length-1)
out : ndarray(int, ndim=2)
Array to store the sample paths.
Notes
-----
This routine is jit-complied by Numba.
"""
num_reps, ts_length = out.shape
for i in range(num_reps):
out[i, 0] = init_states[i]
for t in range(ts_length-1):
out[i, t+1] = searchsorted(P_cdfs[out[i, t]], random_values[i, t])
equal to (num_reps, ts_length-1)
out : ndarray(int, ndim=2)
Array to store the sample paths.
Notes
-----
This routine is jit-complied by Numba.
"""
num_reps, ts_length = out.shape
for i in range(num_reps):
out[i, 0] = init_states[i]
for t in range(ts_length-1):
k = searchsorted(P_cdfs1d[indptr[out[i, t]]:indptr[out[i, t]+1]],
random_values[i, t])
out[i, t+1] = indices[indptr[out[i, t]]+k]
def draw_impl(cdf, size):
rs = np.random.random(size)
out = np.empty(size, dtype=np.int_)
for i in range(size):
out[i] = searchsorted(cdf, rs[i])
return out
else:
def draw_impl(cdf, size):
r = np.random.random()
return searchsorted(cdf, r)
return draw_impl
used.
Returns
-------
X : array_like(int, ndim=1)
The simulation of states.
"""
random_state = check_random_state(random_state)
if isinstance(init, numbers.Integral):
X_0 = init
else:
cdf0 = np.cumsum(init)
u_0 = random_state.random_sample()
X_0 = searchsorted(cdf0, u_0)
mc = MarkovChain(P)
return mc.simulate(ts_length=sample_size, init=X_0,
random_state=random_state)