Python中的蒙特卡洛模拟 [英] Monte Carlo Simulation in Python
问题描述
我刚刚为蒙特卡洛模拟编写了一个简单的代码:
I just wrote a simple code for a monte carlo simulation:
def loss(r, loc, arg, scale, lam):
X = []
for x in range(27000):
if(r < poisson.cdf(x, lam)):
out = 0
else:
out = lognorm.rvs(s=arg,loc=loc, scale=scale)
X.append(out)
return np.sum(X)
losses = []
for _ in range(2000):
r = np.random.random()
losses.append(loss(r, loc, arg, scale, lam))
E = np.sum(losses)/len(losses)
print(E)
plt.hist(losses, bins='auto')
但是现在,总和仅由对数正态分布的随机变量组成-是否有可能进行合并,比如说两个蒙特卡洛模拟(一个对数正态和一个伽马),然后将其绘制在一个直方图中?
But now, the sum is only consisting of lognormal distributed random variables - Is there a possibility to combine, lets say 2 monte carlo simulations (one lognormal and one gamma) and plot this in one histogram?
在此先感谢您,并致以亲切的问候
Many thanks in advance and kind regards
推荐答案
检查线程模块,该模块允许您同时作为线程运行函数: https://www.tutorialspoint.com/python/python_multithreading.htm
check for the threading module that allows you to run functions simultaneously as thread: https://www.tutorialspoint.com/python/python_multithreading.htm
要显示多个图,可以使用matplotlib的子图功能: https://matplotlib.org/gallery/subplots_axes_and_figures/subplot.html
to show multiple plots you can use the subplot function of matplotlib: https://matplotlib.org/gallery/subplots_axes_and_figures/subplot.html
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