質問編集履歴
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追記
test
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File without changes
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test
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@@ -83,3 +83,71 @@
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print("u_t:", u_t) # ここが①のu_tと等しければ正解
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```
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89
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# 追記
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91
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`scipy.optimize.newton`を用いて、解くことができました。
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```Python
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import numpy as np
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import math
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100
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101
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from scipy import integrate, optimize
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102
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103
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104
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105
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beta = 0.3
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106
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107
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chi = 1.0
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108
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109
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productivity = 100.0
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110
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111
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interest_rate = 0.05
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112
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113
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price_mu = 0.01
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114
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115
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utility_mu = 0.03
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116
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utility_sigma = 0.3
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118
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120
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theta: float = utility_sigma / math.sqrt(2 * utility_mu)
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122
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123
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y = lambda u: math.sqrt(1 / (2 * math.pi * theta ** 2)) * math.e ** (- u ** 2 / (2 * theta ** 2))
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125
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126
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127
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def N_t(u_t):
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128
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iy, err = integrate.quad(y, -np.inf, u_t)
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userbase = 1 - iy
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return userbase - math.exp(-(u_t) + math.log(chi / (productivity * beta)) - ((1 - beta) / beta) * math.log((1 - beta) / (interest_rate - price_mu)))
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136
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u_t = optimize.newton(N_t, 0)
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iy, err = integrate.quad(y, -np.inf, u_t)
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n_t: float = 1 - iy
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print(u_t)
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print(n_t)
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```
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