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RE: Random Walk Plots In Python

in #programming • 8 years ago

In the steps variable, any draws that are a 1 stay a 1 and anything other than a 1 turns into a -1 with the use of Numpy's where function.

What is this a 1 stay a 1 etc? You may want to clarify the description. Also the image you have used in the beginning lacks license information. Are you sure if it is free to use?

A #steemstem mentor @dexterdev

8 years ago in #programming by
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     8 years ago 

    I have removed the first image. The other images were generated in Python.

    From here:

    ### Multiple Random Walks

nwalks = 200
nsteps = 100

draws = np.random.randint(0, 2, size=(nwalks, nsteps)) # 0 or 1
steps = np.where(draws == 1, 1, -1)
walks = steps.cumsum(1)

    I randomly generate 0s and 1s with numpy's random.randint. Any ones stay a one which represent up jumps in the random walk. Anything other than a 1 in numpy's where function (i.e 0) turns into a -1 for a down jump. The where() function is like an if-else statement.

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