Sage Interactions - Statistics and Probability
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Contents
A Random Walk
by William Stein
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html('<h1>A Random Walk</h1>')
vv = []; nn = 0
def foo(pts = checkbox(True, "Show points"),
refresh = checkbox(False, "New random walk every time"),
steps = (50,(10..500))):
# We cache the walk in the global variable vv, so that
# checking or unchecking the points checkbox doesn't change
# the random walk.
html("<h2>%s steps</h2>"%steps)
global vv
if refresh or len(vv) == 0:
s = 0; v = [(0,0)]
for i in range(steps):
s += random() - 0.5
v.append((i, s))
vv = v
elif len(vv) != steps:
# Add or subtract some points
s = vv[-1][1]; j = len(vv)
for i in range(steps - len(vv)):
s += random() - 0.5
vv.append((i+j,s))
v = vv[:steps]
else:
v = vv
L = line(v, rgbcolor='#4a8de2')
if pts: L += points(v, pointsize=10, rgbcolor='red')
show(L, xmin=0, figsize=[8,3])
3D Random Walk
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def rwalk3d(n=(50,1000), frame=True):
pnt = [0,0,0]
v = [copy(pnt)]
for i in range(n):
pnt[0] += random()-0.5
pnt[1] += random()-0.5
pnt[2] += random()-0.5
v.append(copy(pnt))
show(line3d(v,color='black'),aspect_ratio=[1,1,1],frame=frame)
Hidden Markov Model: The Occasionally Dishonest Casino
by Marshall Hampton
Based on the classic example in "Biological Sequence Analysis" by Durbin et al.
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m = hmm.DiscreteHiddenMarkovModel([[0.8,0.2],[0.1,0.9]], [[1/10,1/10,1/10,1/10,1/10,1/2],[1/6,1/6,1/6,1/6,1/6,1/6]], [.2,.8],emission_symbols=[1,2,3,4,5,6])
def dishonest_casino(auto_update=False):
test = list(m.generate_sequence(80))
vit_test = list(m.viterbi(test[0])[0])
html('<h3>The Occasionally Dishonest Casino</h3>')
html('Emissions:'+str(test[0]).replace(',','').replace(' ','')[1:-1])
vit_str = str(vit_test).replace(',','').replace(' ','')
vit_str = vit_str.replace('1','F').replace('0','<font color="#FF0000">L</font>')[1:-1]
html('Viterbi: '+vit_str)
actual_str = str(list(test[1])).replace(',','').replace(' ','')
actual_str = actual_str.replace('1','F').replace('0','<font color="#FF0000">L</font>')[1:-1]
html('Actual: '+ actual_str)