Working with large data using datashader¶

In [1]:
import datashader as ds
import numpy as np
import holoviews as hv

from holoviews import opts
from holoviews.operation import decimate

hv.extension('bokeh','matplotlib')

decimate.max_samples=1000

def random_walk(n, f=5000):
"""Random walk in a 2D space, smoothed with a filter of length f"""
xs = np.convolve(np.random.normal(0, 0.1, size=n), np.ones(f)/f).cumsum()
ys = np.convolve(np.random.normal(0, 0.1, size=n), np.ones(f)/f).cumsum()
xs += 0.1*np.sin(0.1*np.array(range(n-1+f))) # add wobble on x axis
xs += np.random.normal(0, 0.005, size=n-1+f) # add measurement noise
ys += np.random.normal(0, 0.005, size=n-1+f)
return np.column_stack([xs, ys])

def random_cov():
"""Random covariance for use in generating 2D Gaussian distributions"""
A = np.random.randn(2,2)
return np.dot(A, A.T)

def time_series(T = 1, N = 100, mu = 0.1, sigma = 0.1, S0 = 20):
"""Parameterized noisy time series"""
dt = float(T)/N
t = np.linspace(0, T, N)
W = np.random.standard_normal(size = N)
W = np.cumsum(W)*np.sqrt(dt) # standard brownian motion
X = (mu-0.5*sigma**2)*t + sigma*W
S = S0*np.exp(X) # geometric brownian motion
return S