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1 files changed, 66 insertions, 0 deletions

diff --git a/fun_math/r_w.py b/fun_math/r_w.py
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index 0000000..c1eb3ed
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+++ b/fun_math/r_w.py
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+
+import matplotlib.pyplot as plt
+import matplotlib.animation as animation
+import numpy as np
+
+np.random.seed(1234)
+
+
+def random_walk(N):
+    """
+    Simulates a discrete random walk
+    :param int N : the number of steps to take
+    """
+    # event space: set of possible increments
+    increments = np.array([1, -1])
+    # the probability to generate 1
+    p = 0.5
+
+    # the epsilon values
+    random_increments = np.random.choice(increments, N, p)
+    # calculate the random walk
+    random_walk = np.cumsum(random_increments)
+
+    # return the entire walk and the increments
+    return random_walk, random_increments
+
+
+# generate a random walk
+N = 500
+X, epsilon = random_walk(N)
+
+# normalize the random walk using the Central Limit Theorem
+# X = X * np.sqrt(1. / N)
+
+fig = plt.figure(figsize=(21, 10))
+ax = plt.axes(xlim=(0, N), ylim=(np.min(X) - 0.5, np.max(X) + 0.5))
+line, = ax.plot([], [], lw=2, color='#0492C2')
+ax.set_xticks(np.arange(0, N+1, 50))
+ax.set_yticks(np.arange(np.min(X) - 0.5, np.max(X) + 0.5, 0.2))
+ax.set_title('2D Random Walk', fontsize=22)
+ax.set_xlabel('Steps', fontsize=18)
+ax.set_ylabel('Value', fontsize=18)
+ax.tick_params(labelsize=16)
+ax.grid(True, which='major', linestyle='--', color='black', alpha=0.4)
+
+# initialization function
+def init():
+    # creating an empty plot/frame
+    line.set_data([], [])
+    return line,
+
+# lists to store x and y axis points
+xdata, ydata = [], []
+
+# animation function
+def animate(i):
+    y = X[i]
+    # appending new points to x, y axes points list
+    xdata.append(i)
+    ydata.append(y)
+    line.set_data(xdata, ydata)
+    return line,
+
+# call the animator
+anim = animation.FuncAnimation(fig, animate, init_func=init, frames=N, interval=20, blit=True)
+anim.save('random_walk.gif',writer='imagemagick')
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