New2

Kendiukhov · Sep 19, 2024 · a086fbf · a086fbf
1 parent 1501d8a
commit a086fbf
Show file tree

Hide file tree

Showing 70 changed files with 41,574 additions and 2,237 deletions.
diff --git a/.DS_Store b/.DS_Store
diff --git a/_modules/ergodicity/agents/agent_pool.html b/_modules/ergodicity/agents/agent_pool.html
diff --git a/_modules/ergodicity/agents/agents.html b/_modules/ergodicity/agents/agents.html
diff --git a/_modules/ergodicity/agents/evaluation.html b/_modules/ergodicity/agents/evaluation.html
diff --git a/_modules/ergodicity/agents/evolutionary_nn.html b/_modules/ergodicity/agents/evolutionary_nn.html
diff --git a/_modules/ergodicity/agents/portfolio.html b/_modules/ergodicity/agents/portfolio.html
@@ -87,13 +87,12 @@ <h1>Source code for ergodicity.agents.portfolio</h1><div class="highlight"><pre>
 
 <span class="sd">portfolio.visualize()</span>
 <span class="sd">&quot;&quot;&quot;</span>
-
 <span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
 <span class="kn">import</span> <span class="nn">matplotlib.pyplot</span> <span class="k">as</span> <span class="nn">plt</span>
 <span class="kn">from</span> <span class="nn">typing</span> <span class="kn">import</span> <span class="n">List</span><span class="p">,</span> <span class="n">Any</span>
 
 <div class="viewcode-block" id="Portfolio">
-<a class="viewcode-back" href="../../../ergodicity.agents.html#ergodicity.agents.portfolio.Portfolio">[docs]</a>
+<a class="viewcode-back" href="../../../ergodicity/docs/source/ergodicity.agents.html#ergodicity.agents.portfolio.Portfolio">[docs]</a>
 <span class="k">class</span> <span class="nc">Portfolio</span><span class="p">:</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    Portfolio Class</span>
@@ -161,7 +160,7 @@ <h1>Source code for ergodicity.agents.portfolio</h1><div class="highlight"><pre>
         <span class="bp">self</span><span class="o">.</span><span class="n">weight_history</span> <span class="o">=</span> <span class="p">[</span><span class="bp">self</span><span class="o">.</span><span class="n">current_weights</span><span class="p">]</span>
 
 <div class="viewcode-block" id="Portfolio.simulate">
-<a class="viewcode-back" href="../../../ergodicity.agents.html#ergodicity.agents.portfolio.Portfolio.simulate">[docs]</a>
+<a class="viewcode-back" href="../../../ergodicity/docs/source/ergodicity.agents.html#ergodicity.agents.portfolio.Portfolio.simulate">[docs]</a>
     <span class="k">def</span> <span class="nf">simulate</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">timestep</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">time_period</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">total_time</span><span class="p">:</span> <span class="nb">float</span><span class="p">):</span>
 <span class="w">        </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">        Simulate the portfolio over time.</span>
@@ -200,7 +199,7 @@ <h1>Source code for ergodicity.agents.portfolio</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="Portfolio.visualize">
-<a class="viewcode-back" href="../../../ergodicity.agents.html#ergodicity.agents.portfolio.Portfolio.visualize">[docs]</a>
+<a class="viewcode-back" href="../../../ergodicity/docs/source/ergodicity.agents.html#ergodicity.agents.portfolio.Portfolio.visualize">[docs]</a>
     <span class="k">def</span> <span class="nf">visualize</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
 <span class="w">        </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">        Visualize the wealth and weight dynamics of the portfolio.</span>

diff --git a/_modules/ergodicity/agents/probability_weighting.html b/_modules/ergodicity/agents/probability_weighting.html
diff --git a/_modules/ergodicity/agents/sml.html b/_modules/ergodicity/agents/sml.html
diff --git a/_modules/ergodicity/cases.html b/_modules/ergodicity/cases.html
@@ -137,7 +137,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="GBM_Properties_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.GBM_Properties_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.GBM_Properties_case">[docs]</a>
 <span class="k">def</span> <span class="nf">GBM_Properties_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case demonstrates how to access and modify properties of the GeometricBrownianMotion process.</span>
@@ -194,7 +194,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="IntroCase">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.IntroCase">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.IntroCase">[docs]</a>
 <span class="k">def</span> <span class="nf">IntroCase</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This is an introductory case that demonstrates the basic usage of the library with the GeometricBrownianMotion process.</span>
@@ -213,7 +213,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="UtilityFitting_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.UtilityFitting_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.UtilityFitting_case">[docs]</a>
 <span class="k">def</span> <span class="nf">UtilityFitting_case</span><span class="p">(</span><span class="n">model_path</span><span class="p">):</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case demonstrates the functionality for the empirical utility function fitting using the UtilityFunctionInference class.</span>
@@ -276,7 +276,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="EvolutionaryNN_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.EvolutionaryNN_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.EvolutionaryNN_case">[docs]</a>
 <span class="k">def</span> <span class="nf">EvolutionaryNN_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case demonstrates the use of evolutionary neural networks for agent-based modeling with encoded processes.</span>
@@ -408,7 +408,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="StochasticHeatEquation_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.StochasticHeatEquation_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.StochasticHeatEquation_case">[docs]</a>
 <span class="k">def</span> <span class="nf">StochasticHeatEquation_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case demonstrates the simulation of a stochastic partial differential equation (PDE), specifically the stochastic heat equation.</span>
@@ -456,7 +456,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="BasicUtilityAgent_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.BasicUtilityAgent_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.BasicUtilityAgent_case">[docs]</a>
 <span class="k">def</span> <span class="nf">BasicUtilityAgent_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case demonstrates the use of basic utility agents interacting with GeometricBrownianMotion processes.</span>
@@ -560,7 +560,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="TimeAverageDynamicsGBM_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.TimeAverageDynamicsGBM_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.TimeAverageDynamicsGBM_case">[docs]</a>
 <span class="k">def</span> <span class="nf">TimeAverageDynamicsGBM_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case focuses on time-average dynamics in a Geometric Brownian Motion process and demonstrates the ergodicity transformation.</span>
@@ -594,7 +594,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 <span class="c1"># Simulate Geometric Levy Process</span>
 <div class="viewcode-block" id="GeometricLevyProcess_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.GeometricLevyProcess_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.GeometricLevyProcess_case">[docs]</a>
 <span class="k">def</span> <span class="nf">GeometricLevyProcess_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case simulates and visualizes the Geometric Levy Process, showcasing how ensemble and time averages can be computed and compared.</span>
@@ -624,7 +624,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="VariousSimulations_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.VariousSimulations_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.VariousSimulations_case">[docs]</a>
 <span class="k">def</span> <span class="nf">VariousSimulations_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case demonstrates a collection of simulations involving various stochastic processes, showcasing the library&#39;s capabilities across multiple process types.</span>
@@ -724,7 +724,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 <span class="c1"># Simulate Multivariate Brownian Motion</span>
 <div class="viewcode-block" id="MultivariateGeometricBrownianMotion_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.MultivariateGeometricBrownianMotion_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.MultivariateGeometricBrownianMotion_case">[docs]</a>
 <span class="k">def</span> <span class="nf">MultivariateGeometricBrownianMotion_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case demonstrates how to simulate and visualize multivariate Geometric Brownian Motion with a specified correlation matrix.</span>
@@ -753,7 +753,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 <span class="c1"># Simulate Geometric Brownian Motion using parallel execution</span>
 
 <div class="viewcode-block" id="GeometricBrownianMotion_case">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.GeometricBrownianMotion_case">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.GeometricBrownianMotion_case">[docs]</a>
 <span class="k">def</span> <span class="nf">GeometricBrownianMotion_case</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case uses parallel execution to simulate the Geometric Brownian Motion process efficiently across multiple settings.</span>
@@ -780,7 +780,7 @@ <h1>Source code for ergodicity.cases</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="ItoLemmaApplication">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.cases.ItoLemmaApplication">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.cases.ItoLemmaApplication">[docs]</a>
 <span class="k">def</span> <span class="nf">ItoLemmaApplication</span><span class="p">():</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    This case applies Ito&#39;s Lemma to a given stochastic differential equation (SDE), providing insight into how symbolic manipulation can be used for process analysis.</span>

diff --git a/_modules/ergodicity/custom_warnings.html b/_modules/ergodicity/custom_warnings.html
@@ -98,7 +98,7 @@ <h1>Source code for ergodicity.custom_warnings</h1><div class="highlight"><pre>
 <span class="kn">import</span> <span class="nn">warnings</span>
 
 <div class="viewcode-block" id="InDevelopmentWarning">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.custom_warnings.InDevelopmentWarning">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.custom_warnings.InDevelopmentWarning">[docs]</a>
 <span class="k">class</span> <span class="nc">InDevelopmentWarning</span><span class="p">(</span><span class="ne">UserWarning</span><span class="p">):</span>
     <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">message</span><span class="p">):</span>
         <span class="c1"># Call the base class constructor</span>
@@ -109,7 +109,7 @@ <h1>Source code for ergodicity.custom_warnings</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="KnowWhatYouDoWarning">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.custom_warnings.KnowWhatYouDoWarning">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.custom_warnings.KnowWhatYouDoWarning">[docs]</a>
 <span class="k">class</span> <span class="nc">KnowWhatYouDoWarning</span><span class="p">(</span><span class="ne">UserWarning</span><span class="p">):</span>
     <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">message</span><span class="p">):</span>
         <span class="c1"># Call the base class constructor</span>
@@ -120,7 +120,7 @@ <h1>Source code for ergodicity.custom_warnings</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="NotTestedWarning">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.custom_warnings.NotTestedWarning">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.custom_warnings.NotTestedWarning">[docs]</a>
 <span class="k">class</span> <span class="nc">NotTestedWarning</span><span class="p">(</span><span class="ne">UserWarning</span><span class="p">):</span>
     <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">message</span><span class="p">):</span>
         <span class="c1"># Call the base class constructor</span>
@@ -131,7 +131,7 @@ <h1>Source code for ergodicity.custom_warnings</h1><div class="highlight"><pre>
 
 
 <div class="viewcode-block" id="NotRecommendedWarning">
-<a class="viewcode-back" href="../../ergodicity.html#ergodicity.custom_warnings.NotRecommendedWarning">[docs]</a>
+<a class="viewcode-back" href="../../ergodicity/docs/source/ergodicity.html#ergodicity.custom_warnings.NotRecommendedWarning">[docs]</a>
 <span class="k">class</span> <span class="nc">NotRecommendedWarning</span><span class="p">(</span><span class="ne">UserWarning</span><span class="p">):</span>
     <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">message</span><span class="p">):</span>
         <span class="c1"># Call the base class constructor</span>

diff --git a/_modules/ergodicity/developer_tools/custom_samplers.html b/_modules/ergodicity/developer_tools/custom_samplers.html
@@ -120,7 +120,7 @@ <h1>Source code for ergodicity.developer_tools.custom_samplers</h1><div class="h
 <span class="kn">from</span> <span class="nn">ergodicity</span> <span class="kn">import</span> <span class="n">custom_warnings</span> <span class="k">as</span> <span class="n">cw</span>
 
 <div class="viewcode-block" id="create_sampler_from_cdf">
-<a class="viewcode-back" href="../../../ergodicity.developer_tools.html#ergodicity.developer_tools.custom_samplers.create_sampler_from_cdf">[docs]</a>
+<a class="viewcode-back" href="../../../ergodicity/docs/source/ergodicity.developer_tools.html#ergodicity.developer_tools.custom_samplers.create_sampler_from_cdf">[docs]</a>
 <span class="k">def</span> <span class="nf">create_sampler_from_cdf</span><span class="p">(</span><span class="n">cdf</span><span class="p">,</span> <span class="n">lower_bound</span><span class="p">,</span> <span class="n">initial_upper_bound</span><span class="p">,</span> <span class="n">tolerance</span><span class="o">=</span><span class="mf">1e-10</span><span class="p">,</span> <span class="n">max_iterations</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span> <span class="n">warning</span> <span class="o">=</span> <span class="kc">True</span><span class="p">):</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    Creates a sampler function for a given distribution using its CDF.</span>
@@ -220,7 +220,7 @@ <h1>Source code for ergodicity.developer_tools.custom_samplers</h1><div class="h
         <span class="nb">print</span><span class="p">(</span><span class="n">exponential_sampler</span><span class="p">(</span><span class="n">lam</span><span class="o">=</span><span class="mi">1</span><span class="p">))</span>
 
 <div class="viewcode-block" id="characteristic_function_to_pdf">
-<a class="viewcode-back" href="../../../ergodicity.developer_tools.html#ergodicity.developer_tools.custom_samplers.characteristic_function_to_pdf">[docs]</a>
+<a class="viewcode-back" href="../../../ergodicity/docs/source/ergodicity.developer_tools.html#ergodicity.developer_tools.custom_samplers.characteristic_function_to_pdf">[docs]</a>
 <span class="k">def</span> <span class="nf">characteristic_function_to_pdf</span><span class="p">(</span><span class="n">cf</span><span class="p">,</span> <span class="n">t_values</span><span class="p">):</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    Numerically invert the characteristic function to obtain the PDF.</span>
@@ -264,7 +264,7 @@ <h1>Source code for ergodicity.developer_tools.custom_samplers</h1><div class="h
 
 
 <div class="viewcode-block" id="create_sampler_from_cf">
-<a class="viewcode-back" href="../../../ergodicity.developer_tools.html#ergodicity.developer_tools.custom_samplers.create_sampler_from_cf">[docs]</a>
+<a class="viewcode-back" href="../../../ergodicity/docs/source/ergodicity.developer_tools.html#ergodicity.developer_tools.custom_samplers.create_sampler_from_cf">[docs]</a>
 <span class="k">def</span> <span class="nf">create_sampler_from_cf</span><span class="p">(</span><span class="n">cf</span><span class="p">,</span> <span class="n">t_min</span><span class="o">=-</span><span class="mf">0.5</span><span class="p">,</span> <span class="n">t_max</span><span class="o">=</span><span class="mf">0.5</span><span class="p">,</span> <span class="n">n_points</span><span class="o">=</span><span class="mi">10000</span><span class="p">,</span> <span class="n">lower_bound</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span> <span class="n">upper_bound</span><span class="o">=</span><span class="mi">1000</span><span class="p">,</span> <span class="n">warning</span> <span class="o">=</span> <span class="kc">True</span><span class="p">):</span>
 <span class="w">    </span><span class="sd">&quot;&quot;&quot;</span>
 <span class="sd">    Creates a sampler function for a given distribution using its characteristic function.</span>