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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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