Ming | Gary Ang playgrdstar
playgrdstar
/ Fleishman.py
Created
October 10, 2021 13:48
— forked from zeimusu/Fleishman.py
Generate data with given mean, standard deviation, skew, and kurtosis. Intended for monte carlo simulations with non normal distributions
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| import numpy as np | |
| from numpy.linalg import solve | |
| import logging | |
| logging.basicConfig(level = logging.DEBUG) | |
| from scipy.stats import moment,norm | |
| def fleishman(b, c, d): | |
| """calculate the variance, skew and kurtois of a Fleishman distribution | |
| F = -c + bZ + cZ^2 + dZ^3, where Z ~ N(0,1) | |
| """ |