quant-econ Solutions: Object Oriented Programming

In [1]:

    

class ECDF:

    def __init__(self, observations):
        self.observations = observations

    def __call__(self, x):
        counter = 0.0
        for obs in self.observations:
            if obs <= x:
                counter += 1
        return counter / len(self.observations)


    

In [2]:

    

# == test == #

from random import uniform
samples = [uniform(0, 1) for i in range(10)]
F = ECDF(samples)

print F(0.5)  # Evaluate ecdf at x = 0.5

F.observations = [uniform(0, 1) for i in range(1000)]

print F(0.5)


    

    




0.2
0.519

In [3]:

    

class Polynomial:

    def __init__(self, coefficients):
        """
        Creates an instance of the Polynomial class representing 

            p(x) = a_0 x^0 + ... + a_N x^N, 
            
        where a_i = coefficients[i].
        """
        self.coefficients = coefficients

    def __call__(self, x):
        "Evaluate the polynomial at x."
        y = 0
        for i, a in enumerate(self.coefficients):
            y += a * x**i  
        return y

    def differentiate(self):
        "Reset self.coefficients to those of p' instead of p."
        new_coefficients = []
        for i, a in enumerate(self.coefficients):
            new_coefficients.append(i * a)
        # Remove the first element, which is zero
        del new_coefficients[0]  
        # And reset coefficients data to new values
        self.coefficients = new_coefficients


    

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