Advertisement
Guest User

Untitled

a guest
Feb 28th, 2018
79
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
Julia 0.51 KB | None | 0 0
  1. function cont_run(time=10000, n=10000, σ=0.005, λ=10, q=0.1)
  2.     r = zeros(time)
  3.     θ = zeros(n)
  4.     for t in 1:time
  5.         Zt = 0
  6.         ε = randn() * σ
  7.         @inbounds for i in 1:n
  8.             if ε > θ[i]
  9.                 Zt += 1
  10.             elseif ε <[i]
  11.                 Zt -= 1
  12.             end
  13.         end
  14.         r[t] = Zt / (λ*n)
  15.         @inbounds for i in 1:n
  16.             if rand() < q
  17.                 θ[i] = abs(r[t])
  18.             end
  19.         end
  20.     end
  21.     return mean(r)
  22. end
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement