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| #include <chrono> | |
| #include <iostream> | |
| #include <vector> | |
| constexpr size_t kPeople = 10000; | |
| constexpr size_t kLowBoundAge = 1; | |
| constexpr size_t kHighBoundAge = 100; | |
| constexpr size_t kAgeLen = kHighBoundAge - kLowBoundAge; | |
| int main() |
JSzitas
/ beatdown.cpp
Created
March 19, 2024 00:29
'I will pin your comment if you can optimize this' - about 2 hours later....
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| #include <array> | |
| #include <chrono> | |
| #include <iostream> | |
| #include <random> | |
| #include <vector> | |
| void generate_array(std::vector<int>& arr, std::mt19937& gen) { | |
| std::uniform_int_distribution<> dis(0, 99); | |
| for (int & i : arr) { | |
| i = dis(gen); |
JSzitas
/ ou_testing.R
Created
March 24, 2024 08:27
Description of multiple testing problems with many random processes
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| # discretised ornstein-uhlenbeck | |
| ou <- function(steps, theta = 1.0, mu = 1.2, sigma = 0.3, dt = 0.01) { | |
| x <- rep(NA, steps+1) | |
| x[1] = 0 | |
| for(i in 2:(steps+1)) { | |
| x[i] = x[i-1] + theta * (mu - x[i-1]) * dt + sigma * sqrt(dt) * rnorm(1); | |
| } | |
| return(x) | |
| } | |
| # ~~2 years of simulated data if you account for weekends and holidays |