Hi,
Trying to write something with sympy for the first time... I'm stuck with
some error and not to sure which way to look. The code is fairly short: I
define a profit function, a cdf, and would like to compute the expected
profit for a range of prices, depending on some parameter's value:
s_theta, s_p, s_p_bar, s_eta, s_gamma = symbols('s_theta s_p s_p_bar s_eta
s_gamma')
class function_profit(Function):
nargs = 4
@classmethod
def eval(cls, s_theta, s_p, s_p_bar, s_eta):
return Piecewise((0, s_p > s_p_bar), ((s_p - 0.1)*(s_theta +
s_p**(-s_eta)), True))
class function_cdf_theta(Function):
nargs = 2
@classmethod
def eval(cls, s_theta, s_gamma):
return Piecewise((0, s_theta < 0), (1, s_theta > 1), (s_theta**s_gamma,
True))
class function_expected_profit(Function):
nargs = 4
@classmethod
def eval(cls, s_p, s_p_bar, s_eta, s_gamma):
return integrate(function_profit(s_theta, s_p, s_p_bar, s_eta)*\
diff(function_cdf_theta(s_theta, s_gamma), s_theta),
(s_theta, 0, 1))
for gamma in [0.5, 0.7, 1.0]:
x_axis = np.linspace(0.1, 2.0, int(round(((2.0-0.1)/0.1)))+1)
ls_profits = [function_expected_profit(x, 2.0, 2.0, gamma) for x in
x_axis]
plt.plot(x_axis, ls_profits, label = 'gamma = %s' %gamma)
legend = plt.legend(loc='upper right')
plt.show()
The profit and cdf functions seem to work fine, the differentiation of the
cdf as well... but I can compute the expected profit only for gamma = 1.
Trying to compute the expected profit with gamma = 0.5, I get "ValueError:
Non-suitable parameters.".
Many thanks for your time and sorry about the noobish question,
Etienne
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