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{
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"cell_type": "code",
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"execution_count": 2,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [],
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"source": [
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"from collections import OrderedDict\n",
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{
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"cell_type": "code",
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"execution_count": 43,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [],
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"source": [
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"def generate_data(n=20, p=0, a=1, b=1, c=0, latent_sigma_y=20):\n",
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" with pm.Model() as models[nm]:\n",
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"\n",
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" print('\\nRunning: {}'.format(nm))\n",
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- " pm.glm.glm (fml, df, family=pm.glm.families.Normal())\n",
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+ " pm.glm.GLM.from_formula (fml, df, family=pm.glm.families.Normal())\n",
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"\n",
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" # For speed, we're using Metropolis here\n",
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" traces[nm] = pm.sample(5000, pm.Metropolis())[1000::5]\n",
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{
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"cell_type": "code",
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"execution_count": 4,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 5,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [],
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"source": [
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"n = 12\n",
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{
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"cell_type": "code",
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"execution_count": 6,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 7,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [],
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"source": [
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"dfs_lin = df_lin.copy()\n",
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{
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"cell_type": "code",
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"execution_count": 8,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [],
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"source": [
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"dfs_lin_xlims = (dfs_lin['x'].min() - np.ptp(dfs_lin['x'])/10,\n",
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{
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"cell_type": "code",
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"execution_count": 9,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"name": "stderr",
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{
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"cell_type": "code",
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"execution_count": 10,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 11,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"name": "stderr",
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"source": [
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"with pm.Model() as mdl_ols_glm:\n",
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" # setup model with Normal likelihood (which uses HalfCauchy for error prior)\n",
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- " pm.glm.glm ('y ~ 1 + x', df_lin, family=pm.glm.families.Normal())\n",
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+ " pm.glm.GLM.from_formula ('y ~ 1 + x', df_lin, family=pm.glm.families.Normal())\n",
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" \n",
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" traces_ols_glm = pm.sample(2000)"
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]
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{
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"cell_type": "code",
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"execution_count": 12,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 44,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"name": "stdout",
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{
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"cell_type": "code",
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"execution_count": 45,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"name": "stdout",
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{
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"cell_type": "code",
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"execution_count": 46,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [],
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"source": [
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"dfll = pd.DataFrame(index=['k1','k2','k3','k4','k5'], columns=['lin','quad'])\n",
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{
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"cell_type": "code",
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"execution_count": 47,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 30,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 48,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 49,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 50,
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- "metadata": {
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 51,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 52,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 53,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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{
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"cell_type": "code",
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"execution_count": 54,
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- "metadata": {
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- "collapsed": false
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- },
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+ "metadata": {},
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"outputs": [
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{
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"data": {
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"metadata": {
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"anaconda-cloud": {},
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"kernelspec": {
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- "display_name": "Python [default] ",
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+ "display_name": "Python 3 ",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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- "version": 3.0
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+ "version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"87b986ac3e5a43ec859cf10e013f2955": {
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"views": [
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{
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- "cell_index": 9.0
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+ "cell_index": 9
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}
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]
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},
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"f1f05f8da738419e8e2c54ee1809c61c": {
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"views": [
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{
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+ "cell_index": 47
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}
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]
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}
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}
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},
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"nbformat": 4,
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- "nbformat_minor": 0
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- }
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+ "nbformat_minor": 1
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+ }
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