In [1]:

    

include("kmr.jl");


    

In [2]:

    

p = 1/3
N = 10
epsilon = 0.01
ts_length = 10^8;


    

In [3]:

    

kmr = KMR2x2(p, N, epsilon);


    

In [4]:

    

@time simulate(kmr, ts_length, init=0);
@time simulate(kmr, ts_length, init=0);
@time simulate(kmr, ts_length, init=0);


    

    




  6.293454 seconds (100.36 M allocations: 2.250 GB, 1.83% gc time)
  5.959441 seconds (100.00 M allocations: 2.235 GB, 1.86% gc time)
  5.993087 seconds (100.00 M allocations: 2.235 GB, 2.33% gc time)

In [5]:

    

x = simulate(kmr, ts_length, init=0);


    

In [6]:

    

plot_sample_path(kmr, x)


    

In [7]:

    

plot_empirical_dist(kmr, x)


    

In [8]:

    

plot_stationary_dist(kmr)


    

In [9]:

    

epsilon!(kmr, 0.005);


    

In [10]:

    

x = simulate(kmr, ts_length, init=0);


    

In [11]:

    

plot_sample_path(kmr, x)


    

In [12]:

    

plot_empirical_dist(kmr, x)


    

In [13]:

    

plot_stationary_dist(kmr)


    

In [ ]: