bounded-rand-walkers

Generation of bounded random walks and analysis thereof.

Random walk data is generated using C++ and analysed using Python 3.

Usage

For detailed examples, please see examples.

Data Generation

The bounded_rand_walkers.cpp sub-package contains compiled code for fast data generation, and a Python module meant for coordinating this process and reading (and binning) the resulting saved data files. Within bounded_rand_walkers.cpp:

• generate_data: Generate random walk data using one of a set of pre-defined pdfs in either 1D or 2D and a selection of pre-defined boundaries for 2D.
• get_binned_2D: Iteratively load saved data files generated using generate_data, while aggregating the results using binning.

Installation

Python dependencies

For required Python packages (and both xtensor and xtensor-python which are required for the C++ code) see requirements.yaml. It is recommended to install the required packages into a new conda environment using:

conda env create --file requirements.yaml

Followed by

pip install ./bounded-rand-walkers

where bounded-rand-walkers refers to the directory containing this repository.

C++ dependencies

For the C++ code, the following dependencies are required:

• xtensor (installed via conda)
• xtensor-python (installed via conda)
• nlopt
• boost

On Linux, nlopt and boost can usually be installed using your package manager. You may need to run ldconfig post-installation.

Using Ubuntu, for example, nlopt and boost can be installed using

sudo apt-get install libnlopt-cxx-dev libboost-all-dev
sudo ldconfig

Jupyter notebook extensions:

Jupyter notebook extensions may be installed using the commands below.

jupyter nbextensions_configurator enable --user

JupyterLab ipywidgets:

conda install ipywidgets
jupyter nbextension enable --py widgetsnbextension
jupyter labextension install @jupyter-widgets/jupyterlab-manager

To install Jupyterlab Code Formatter (more details at (https://jupyterlab-code-formatter.readthedocs.io/en/latest/installation.html):

• jupyter labextension install @ryantam626/jupyterlab_code_formatter
• conda install -c conda-forge jupyterlab_code_formatter
• jupyter serverextension enable --py jupyterlab_code_formatter

Installation (C++ code compilation)

On Unix (Linux, OS X)

• clone this repository
• pip install ./bounded-random-walkers

On Windows (Requires Visual Studio 2015)

• For Python 3.5:

  • clone this repository
  • pip install ./bounded-random-walkers

• For earlier versions of Python, including Python 2.7:

  xtensor requires a C++14 compliant compiler (i.e. Visual Studio 2015 on Windows). Running a regular pip install command will detect the version of the compiler used to build Python and attempt to build the extension with it. We must force the use of Visual Studio 2015.

  • clone this repository
  • "%VS140COMNTOOLS%\..\..\VC\vcvarsall.bat" x64
  • set DISTUTILS_USE_SDK=1
  • set MSSdk=1
  • pip install ./bounded-random-walkers

  Note that this requires the user building bounded-random-walkers to have registry edition rights on the machine, to be able to run the vcvarsall.bat script.

Windows runtime requirements

On Windows, the Visual C++ 2015 redistributable packages are a runtime requirement for this project. It can be found here.

If you use the Anaconda python distribution, you may require the Visual Studio runtime as a platform-dependent runtime requirement for you package:

requirements:
  build:
    - python
    - setuptools
    - pybind11

  run:
   - python
   - vs2015_runtime  # [win]