A stochastic system is a system which state depends or some random elements making its behavior non-deterministic. Questions with this tag should cover topics regarding random variables and non-determenistic systems.
Questions tagged [stochastic]
256 questions
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"Error in as.Formula(formula) : could not find function "as.Formula"" in my codee
While using sfa analysis package this error is coming,"Error in as.Formula(formula) : could not find function "as.Formula"
My code:
install.packages("sfa")
library(frontier)
library(sfa)
truncated_normal<-sfa(formula = lMILK ~ lLAND + lFEED + lCOWS…
DeeDee
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How to implement a system of stochastic ODEs (SDEs) in python?
I have a system of ODEs in which I am trying to include an 'error' term, so that it becomes a system of stochastic ODEs.
For solving a system of ODEs in python I normally use scipy's odeint.
An example derived from the Scipy Cookbook, involving the…
user213544
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How do I implement stochastic gradient descent from the following gradient descent code? (trouble adding a random sample)
I'm struggling to make the gradient descent function I already have into one for stochastic gradient descent. I have the following:
gd <- function(f, grad, y, X, theta0, npars, ndata, a, niters) {
theta <- matrix(data=NA, nrow=niters,…
Mark Durkan
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Excel VBA: Implementing Box Muller, Zigurrat and Ratio of Uniforms Algorithm
This is a very specific question mixing up stochastic knowledge and VBA skills. So very exciting!
I'm trying to compare several methods for generating standard, normally distributed numbers given a source of uniformly distributed random numbers.…
J.schmidt
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What variables are needed for the stochastic frontier production functions to measure if a firm is minimizing costs?
I am trying to help my firm utilize better metrics for future growth. What variables are needed for the stochastic frontier production functions to measure if a firm is minimizing costs or maximizing profits?
Smw10c
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ggplot2 doesnt find an object + problems with legends
I'm trying to plot a simulation of a differential equation versus its exact analytical solution, but keep getting "Error in FUN(X[[i]], ...) : object 'value' not found", even though it is declared just the line before! It seems like I have made a…
user9264168
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1 answer
Deterministic and stochastic part of an equation
I'm on the lookout for a numerical method that can solve both a deterministic and stochastic equation. In the deterministic case, I know that a fourth order RK method is a valuable one, very effective. Unfortunately, there has not been applied to…
user10367182
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1 answer
Stochastic universal sampling
I need a sus implementation in c# for finding candidate individuals in a population this is what i have so far but im not sure if it is correct.
public void sus(IEnumerablepopulation)
{
var ag = population.Sum(i =>…
Romaine Carter
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1 answer
SGD implementation Python
I am aware that SGD has been asked before on SO but I wanted to have an opinion on my code as below:
import numpy as np
import matplotlib.pyplot as plt
# Generating data
m,n = 10000,4
x = np.random.normal(loc=0,scale=1,size=(m,4))
theta_0 =…
srkdb
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SMPS files that are not read by SCIP 6.0
I have a set of SMPS files that are read by Coin-SMI's SMPS reader, but not by SCIP 6.0's. Actually, SCIP 6.0 shows ''Segmentation fault (core dumped)'' when it tries to read .sto file.
Could you take a quick look at it please to see which part is…
Yongkyu Cho
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1 answer
Solving stochastic maximum bipartite matching problem
I have faced the following problem:
there are two disjoint sets, A and B
for each pair of elements (a, b) (a belongs to set A, where b belongs to set B) there a probability pij is known in advance. It represents the probability (certainty level)…
eold
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Generation of random numbers with differences between consecutive numbers following a distribution
Good afternoon,
I'm finding myself in the need to generate a column of 8760 numbers following a Weibull probability density distribution with specific parametres, which has been an easy task so far.
Nevertheless, I also need another property to be…
M. Barbaro
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Matlab Simulation(Stochastic)
Assuming I have a discretized system of SDE of the form
x(:, t+1) = x(:, t) + f1(x(:, t)).*x(:, t)*dt + f2(x(:, t))./(x(:, t).*y(:, t))* sqrt(dt)*rand1;
y(:, t+1) = f2(x(:, t)).*y(:, t)./x(:, t)*dt + f1(x(:, t)).*y(:, t)*sqrt(dt)*rand2;
and I want…
maryam john
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how to find a transformation matrix with sgd
This seems like it would be simple, but I can't get things to work. I 100 dimension vector spaces and I have several vectors in each space that are matched. I want to find the transformation matrix (W) such that:
a_vector[0] in vector space A x W =…
E G
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Add programmatically random values to a matrix using matlab
I am new to Matlab and I am trying to create programmatically a square Matrix which may have some random stochastic columns but I can't come up with a working solution. By stochastic column I mean the sum of the column elements which are positive…
Stackgeek
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