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Merge branch 'master' of https://github.com/robustzurcher/analysis
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Philipp Eisenhauer committed Sep 30, 2019
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4 changes: 2 additions & 2 deletions .gitignore
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*/jupyter/migrated*
*.pbs
*.png
fixp_results_1000_10_10_4292.pkl
fixp_results_1000_10_10_2223.pkl
fixp_results_5000_50_400_2223.pkl
fixp_results_5000_50_400_4292.pkl
sim_results/
val_results/
demonstration.pkl


15 changes: 13 additions & 2 deletions README.md
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# analysis
# Robust bus replacement problem

This repository hosts our analysis of the robust bus replacement problem as documented in:

> Blesch, M. & Eisenhauer, P. (2019). Robust investments under risk and ambiguity. *Unpublished Working Paper*, submitted.
## Miscellaneous

There are several commands available to ease the workflow.

* `execute-notebooks`, runs all notebooks in the repository

* `update-repository`, updates the whole repository including all submodules

... respository for our analysis

[![Build Status](https://travis-ci.org/robustzurcher/analysis.svg?branch=master)](https://travis-ci.org/robustzurcher/analysis)
154 changes: 77 additions & 77 deletions notebooks/01_introduction.ipynb
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" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <td>0</td>\n",
" <td>10000</td>\n",
" <td>274.0</td>\n",
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" <td>20000</td>\n",
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" <td>30000</td>\n",
" <td>240.0</td>\n",
" </tr>\n",
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" <td>3</td>\n",
" <td>40000</td>\n",
" <td>199.0</td>\n",
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" <tr>\n",
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" <td>80000</td>\n",
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" <tr>\n",
" <td>14</td>\n",
" <td>150000</td>\n",
" <td>109.0</td>\n",
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" </tr>\n",
" <tr>\n",
" <td>30</td>\n",
" <td>310000</td>\n",
" <td>52.0</td>\n",
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" <tr>\n",
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" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" Num_Obs\n",
"0 274.0\n",
"1 238.0\n",
"2 240.0\n",
"3 199.0\n",
"4 196.0\n",
"5 192.0\n",
"6 191.0\n",
"7 176.0\n",
"8 181.0\n",
"9 157.0\n",
"10 141.0\n",
"11 143.0\n",
"12 131.0\n",
"13 124.0\n",
"14 109.0\n",
"15 103.0\n",
"16 103.0\n",
"17 104.0\n",
"18 101.0\n",
"19 101.0\n",
"20 115.0\n",
"21 99.0\n",
"22 93.0\n",
"23 94.0\n",
"24 94.0\n",
"25 93.0\n",
"26 84.0\n",
"27 70.0\n",
"28 65.0\n",
"29 60.0\n",
"30 52.0\n",
"31 45.0\n",
"32 42.0\n",
"33 28.0\n",
"34 31.0\n",
"35 11.0\n",
"36 5.0\n",
"37 4.0"
" Num_Obs\n",
"10000 274.0\n",
"20000 238.0\n",
"30000 240.0\n",
"40000 199.0\n",
"50000 196.0\n",
"60000 192.0\n",
"70000 191.0\n",
"80000 176.0\n",
"90000 181.0\n",
"100000 157.0\n",
"110000 141.0\n",
"120000 143.0\n",
"130000 131.0\n",
"140000 124.0\n",
"150000 109.0\n",
"160000 103.0\n",
"170000 103.0\n",
"180000 104.0\n",
"190000 101.0\n",
"200000 101.0\n",
"210000 115.0\n",
"220000 99.0\n",
"230000 93.0\n",
"240000 94.0\n",
"250000 94.0\n",
"260000 93.0\n",
"270000 84.0\n",
"280000 70.0\n",
"290000 65.0\n",
"300000 60.0\n",
"310000 52.0\n",
"320000 45.0\n",
"330000 42.0\n",
"340000 28.0\n",
"350000 31.0\n",
"360000 11.0\n",
"370000 5.0\n",
"380000 4.0"
]
},
"execution_count": 5,
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"\n",
"\n",
"\n",
"fig.savefig('{:}/fig-framework-ambiguity-set-calibration'.format(DIR_FIGURES))"
"fig.savefig('{:}/fig-framework-ambiguity-set-calibration-sw'.format(DIR_FIGURES))"
]
},
{
Expand All @@ -76,7 +76,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.4"
"version": "3.6.9"
}
},
"nbformat": 4,
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},
{
"cell_type": "code",
"execution_count": 11,
"execution_count": 21,
"metadata": {},
"outputs": [],
"source": [
"obs_per_state = 4292 / scale\n",
"rho = chi2.ppf(0.5, len(p_external) - 1) / (2 * obs_per_state)"
"rho = chi2.ppf(0.95, len(p_external) - 1) / (2 * obs_per_state)"
]
},
{
"cell_type": "code",
"execution_count": 12,
"execution_count": 22,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"0.456"
"0.121"
]
},
"execution_count": 12,
"execution_count": 22,
"metadata": {},
"output_type": "execute_result"
}
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