Like we talked on 09/26, DiffyQ-SimCAD must allow the user to seed each one of their environmental processes independently. If we use numpy.random.<randomizerFunction> directly, this means we need to run every environmental process for all steps and all montecarlo before running the next environmental process. However, using the design in this PoC, we can have one RandomState object per exogenous state and have each one of them be independently seeded. |
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| .gitignore | ||
| CAD_Engine.ipynb | ||
| Pipfile | ||
| Pipfile.lock | ||
| README.md | ||
| Random, multiseed.ipynb | ||
| Sim_CAD_Engine.ipynb | ||
| TestNotebook.ipynb | ||
README.md
DiffyQ-SimCAD
If you don't already have it installed, install pipenv
Clone this repo, then
cd DiffyQ-SimCAD
pipenv run python -m ipykernel install --user --name DiffyQ-SimCAD --display-name "DiffyQ-SimCAD Env"
pipenv run jupyter notebook
When you open TestNotebook.ipynb, you should see it running on the DiffyQ-SimCAD Env Kernel