Ticket #11334: 11334_noise2.patch

File 11334_noise2.patch, 831 bytes (added by jdemeyer, 7 years ago)
  • sage/finance/time_series.pyx

    # HG changeset patch
    # User Jeroen Demeyer <jdemeyer@cage.ugent.be>
    # Date 1365860138 -7200
    # Node ID 5f1a014ed190cfc6a5fcd613520771dd74bee57d
    # Parent  ac4a62fd4bbf0c18ca4282df9e4b5a74ad2ecc03
    Numerical noise on OS X 10.8
    
    diff --git a/sage/finance/time_series.pyx b/sage/finance/time_series.pyx
    a b  
    17061706            sage: set_random_seed(0)
    17071707            sage: y = finance.multifractal_cascade_random_walk_simulation(3700,0.02,0.01,0.01,1000,100)
    17081708            sage: finance.TimeSeries([z.hurst_exponent() for z in y]).mean()
    1709             0.579848225779347...
     1709            0.57984822577934...
    17101710
    17111711        We compute the mean Hurst exponent of 100 simulated Markov switching
    17121712        multifractal time series.  The Hurst exponent is quite small. ::