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Update state transition matrix #2

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Update state transition matrix #2

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6475a80
Merge remote-tracking branch 'refs/remotes/QuentinAndre/master'
alphagammamle Apr 2, 2017
26e1cbe
State Transition Matrix update
alphagammamle Apr 2, 2017
252987d
Update Data Generation and Likelihood Fit.ipynb
alphagammamle Apr 2, 2017
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25 changes: 5 additions & 20 deletions Data Generation and Likelihood Fit.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -32,6 +32,7 @@
"import random as rnd\n",
"import scipy.stats as stats\n",
"import scipy.optimize as opt\n",
"import scipy.sparse\n",
"import json as json\n",
"import matplotlib as mpl\n",
"from math import exp\n",
Expand Down Expand Up @@ -526,17 +527,8 @@
" # Initialization of the state-transition matrices: describe the state-transition probabilities\n",
" # if the maintenance cost is incurred, and regenerate the state to 0 if the replacement cost\n",
" # is incurred.\n",
" ST_mat = np.zeros((S, S))\n",
" p = np.array(p) \n",
" for i in range(S):\n",
" for j, _p in enumerate(p):\n",
" if i + j < S-1:\n",
" ST_mat[i+j][i] = _p\n",
" \n",
" elif i + j == S-1:\n",
" ST_mat[S-1][i] = p[j:].sum()\n",
" else:\n",
" pass\n",
" ST_mat=scipy.sparse.diags(p, range(len(p)), shape=(S, S)).toarray()\n",
" ST_mat[-2:,-1] = [1 - p[1], 1]\n",
" \n",
" R_mat = np.vstack((np.ones((1, S)),np.zeros((S-1, S)))) \n",
" \n",
Expand Down Expand Up @@ -1211,15 +1203,8 @@
" # A (SxS) matrix indicating the probability of a bus transitioning\n",
" # from a state s to a state s' (used to compute maintenance utility)\n",
" \n",
" self.trans_mat = np.zeros((S, S))\n",
" for i in range(S):\n",
" for j, _p in enumerate(self.p):\n",
" if i + j < S-1:\n",
" self.trans_mat[i+j][i] = _p\n",
" elif i + j == S-1:\n",
" self.trans_mat[S-1][i] = p[j:].sum()\n",
" else:\n",
" pass\n",
" self.trans_mat=scipy.sparse.diags(p, range(len(p)), shape=(S, S)).toarray()\n",
" self.trans_mat[-2:,-1] = [1 - p[1], 1]\n",
"\n",
" # A second (SxS) matrix which regenerates the bus' state to 0 with\n",
" # certainty (used to compute the replacement utility)\n",
Expand Down