JSzitas
/ ou_testing.R
Created
March 24, 2024 08:27
Description of multiple testing problems with many random processes
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| # 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 |
JSzitas
/ beatdown.cpp
Created
March 19, 2024 00:29
'I will pin your comment if you can optimize this' - about 2 hours later....
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| #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); |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| #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() |