C:\Users\Adam\Documents\rust\powerlawrs>target\release\powerlawrs.exe
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"alpha": 2.5918097284596784, "n": 647.0, "x_min": 0.021771771771771774, "D": 0.020087324414713836}
Function took: 83.71s seconds
x_min std 0.003851143339365026
alpha std 0.12614707323900926
C:\Users\Adam\Documents\rust\powerlawrs>target\release\powerlawrs.exe
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"x_min": 0.021771771771771774, "D": 0.020087324414713836, "alpha": 2.5918097284596784, "n": 647.0}
Function took: 82.38s seconds
x_min std 0.0038280183816350086
alpha std 0.12662184900559412
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"n": 647.0, "x_min": 0.021771771771771774, "alpha": 2.5918097284596784, "D": 0.020087324414713836}
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"D": 0.020087324414713836, "x_min": 0.021771771771771774, "n": 647.0, "alpha": 2.5918097284596784}
Function took: 80.18s seconds
x_min std 0.0038622972545396925
alpha std 0.12740616769089147
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"D": 0.020087324414713836, "x_min": 0.021771771771771774, "n": 647.0, "alpha": 2.5918097284596784}
Function took: 78.62s seconds
x_min std 0.00384287194732563
alpha std 0.12526818276469848
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"n": 647.0, "D": 0.020087324414713836, "x_min": 0.021771771771771774, "alpha": 2.5918097284596784}
Function took: 80.98s seconds
x_min std 0.0038152189788027394
alpha std 0.1283887522413042
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"alpha": 2.5918097284596784, "x_min": 0.021771771771771774, "D": 0.020087324414713836, "n": 647.0}
Function took: 77.81s seconds
x_min std 0.0038117039189902134
alpha std 0.12471183516741707
8/15/2025 after making modules of supporting functions
abs_neg_rets.csv n=11346
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"n": 443.0, "D": 0.027173028230899038, "alpha": 2.8164145188836995, "x_min": 0.028258258258258263}
Function took: 68.65s seconds
x_min std 0.006367506254119946
alpha std 0.3010973129303242
abs_neg_rets.csv n=11346
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"D": 0.027173028230899038, "alpha": 2.8164145188836995, "n": 443.0, "x_min": 0.028258258258258263}
Function took: 68.16s seconds
x_min std 0.0067277239047994035
alpha std 0.3090906174287623
pos_rets.csv n = 12767
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"n": 647.0, "D": 0.020087324414713836, "x_min": 0.021771771771771774, "alpha": 2.5918097284596784}
Function took: 69.30s seconds
x_min std 0.0037889807824749654
alpha std 0.12585577628101918
8/17/2025 after using arc on the param_est function which is step 3
abs_neg_rets.csv n=11346
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"x_min": 0.028258258258258263, "D": 0.027173028230899038, "alpha": 2.8164145188836995, "n": 443.0}
Function took: 7.04s seconds
x_min std 0.007305061327989682
alpha std 0.3883669342751675
abs_neg_rets.csv n=11346
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"x_min": 0.028258258258258263, "D": 0.027173028230899038, "alpha": 2.8164145188836995, "n": 443.0}
Function took: 6.88s seconds
x_min std 0.007193482043993055
alpha std 0.3806914189486523
8/24/25
abs_neg_rets.csv n=11346
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"D": 0.027173028230899038, "alpha": 2.8164145188836995, "x_min": 0.028258258258258263, "n": 443.0}
Function took: 7.36s seconds
x_min std 0.007239547937352176
alpha std 0.38198057044823597
pos_rets.csv n = 12767
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"n": 647.0, "D": 0.020087324414713836, "alpha": 2.5918097284596784, "x_min": 0.021771771771771774}
Function took: 7.09s seconds
x_min std 0.003513031225850293
alpha std 0.1616569811563483
8/30/25
abs_neg_rets.csv n = 11346, testing alpha MLE search based on actual values
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
Best fit is {"alpha": 2.818509822842303, "x_min": 0.028220540345670175, "D": 0.026855616988212594, "n": 445.0}
Function took: 7.51s seconds
x_min std 0.007063907709296505
alpha std 0.3745877938144069
8/31
C:\Users\Adam\Documents\rust\powerlawrs>.\target\release\powerlawrs.exe
Dplus, Dminus, D (0.19043370747050403, 0.2665622889005555, 0.2665622889005555)
findalphas2 took: 1.61s seconds
gof2 took: 1.16s seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.818509822842303, D: 0.026855616988212594 }
Generating 24 simulations of lenth 11345 for size 272280
Final sim shape: 24
gt 12 n 24 p is: 0.5
Function took: 57.99s seconds
9/1/25
C:\Users\Adam\Documents\rust\powerlawrs>.\target\release\powerlawrs.exe
findalphas2 took: 1.21s seconds
gof took: 1.18s seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228423016, D: 0.026855616988212483 }
Generating 24 simulations of lenth 11345 for size 272280
Final sim shape: 24
gt 11 n 24 p is: 0.4583333333333333
Function took: 51.49s seconds
// this is by NOT sorting the data prior to finding the alphas,
//note the alpha value is now different
findalphas2 took: 770.37ms seconds
gof took: 1.18s seconds
Best fit is Fitment { x_min: 0.02851048492291458, alpha: 2.715040070670549, D: 0.02308585525183604 }
Generating 24 simulations of lenth 11345 for size 272280
Final sim shape: 24
gt 14 n 24 p is: 0.5833333333333334
Function took: 44.39s seconds
C:\Users\Adam\Documents\rust\powerlawrs>.\target\release\powerlawrs.exe
findalphas2 took: 759.89ms seconds
gof took: 1.45s seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228423016, D: 0.026855616988212483 }
Generating 24 simulations of lenth 11345 for size 272280
Final sim shape: 24
gt 12 n 24 p is: 0.5
Function took: 46.62s seconds
C:\Users\Adam\Documents\rust\powerlawrs>.\target\release\powerlawrs.exe
findalphas2 took: 878.48ms seconds
gof took: 1.13s seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228423016, D: 0.026855616988212483 }
Generating 24 simulations of lenth 11345 for size 272280
Final sim shape: 24
gt 12 n 24 p is: 0.5
Function took: 46.36s seconds
*** This will be an approximation as it does not do an exhaustive search for the best alpha
*** but it is MUCH faster
C:\Users\Adam\Documents\rust\powerlawrs>.\target\release\powerlawrs.exe
findalphas3 took: 39.78ms seconds
gof took: 208.82ms seconds
Best fit is Fitment { x_min: 0.02827415029663411, alpha: 2.8208812880315737, D: 0.027014288380088458 }
Generating 24 simulations of length 11345 for size 272280
Final sim shape: 24
loop took: 234.89ms seconds
gt 17 n 24 p is: 0.7083333333333334
Function took: 5.81s seconds
10/18/25 Now on linux
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
findalphas3 took: 58.36ms seconds
gof took: 144.01ms seconds
Best fit is Fitment { x_min: 0.02827415029663411, alpha: 2.8208812880315737, D: 0.027014288380088458 }
I have prec of 0.1
Generating 24 simulations of length 11345 for exhaustive size 272280
Generating 24 simulations of length 2269 for exhaustive size 54456
Final sim shape: 24
gt 10 n 24 p is: 0.4166666666666667
Function took: 3.62s seconds
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
findalphas3 took: 55.66ms seconds
gof took: 145.32ms seconds
Best fit is Fitment { x_min: 0.02827415029663411, alpha: 2.8208812880315737, D: 0.027014288380088458 }
I have prec of 0.01
Generating 2500 simulations of length 11345 for exhaustive size 28362500
Generating 2500 simulations of length 2269 for exhaustive size 5672500
Final sim shape: 2500
gt 1265 n 2500 p is: 0.506
Function took: 360.78s seconds
10/19/25
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
findalphas3 took: 210.33ms seconds
gof took: 581.72ms seconds
Best fit is Fitment { x_min: 0.028243995372737935, alpha: 2.8187616278733096, D: 0.026919461974367787 }
I have prec of 0.01
Generating 2500 simulations of length 11345 for exhaustive size 28362500
Generating 2500 simulations of length 2269 for exhaustive size 5672500
Final sim shape: 2500
gt 1361 n 2500 p is: 0.5444
Function took: 363.18s seconds
10/20/25 split hypothesis test function in multiple smaller functions
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
File: Data/abs_neg_rets.csv
r: 0.2, prec: 0.1, fast: true, n: 11345
Alpha search took: 55.44ms seconds
gof took: 136.62ms seconds
Best fit is Fitment { x_min: 0.02827415029663411, alpha: 2.8208812880315737, D: 0.027014288380088458 }
Generating 24 simulations of length 2269 for exhaustive size 54456
n: 11345 n_tail: 443 p_tail is 0.03904803878360511
gt 12 n 24 p is: 0.5
Function took: 3.58s seconds
testing alpha_hat_fast *its faster!
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
File: Data/abs_neg_rets.csv
r: 0.2, prec: 0.1, fast: true, n: 11345
Alpha search took: 36.03ms seconds
gof took: 146.70ms seconds
Best fit is Fitment { x_min: 0.02827415029663411, alpha: 2.8208812880315737, D: 0.027014288380088458 }
Generating 24 simulations of length 2269 for exhaustive size 54456
n: 11345 n_tail: 443 p_tail is 0.03904803878360511
gt 9 n 24 p is: 0.375
Function took: 3.22s seconds
### This is origional alpha2 (exhaustive x_min search) with alpha_hat_fast ###
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
File: Data/abs_neg_rets.csv
r: 0.2, prec: 0.1, fast: false, n: 11345 # r does not apply
Alpha search took: 647.30ms seconds
gof took: 780.57ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228423016, D: 0.026855616988212483 }
Generating 24 simulations of length 2269 for exhaustive size 54456
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 13 n 24 p is: 0.5416666666666666
Function took: 31.03s seconds
### This is find_alpha2_faster (exhaustive x_min search) with alpha_hat_fast ###
### THE ALPHA VALUE IS NOW DIFFERENT ###
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
File: Data/abs_neg_rets.csv
r: 0.2, prec: 0.1, fast: false, n: 11345 # r does not apply
Alpha search took: 971.87µs seconds
gof took: 845.51ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263 }
Generating 24 simulations of length 2269 for exhaustive size 54456
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 13 n 24 p is: 0.5416666666666666
Function took: 17.27s seconds
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
File: Data/abs_neg_rets.csv
r: 1, prec: 0.1, fast: false, n: 11345
Alpha search took: 987.12µs seconds
gof took: 800.12ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263 }
Generating 24 simulations of length 11345 for exhaustive size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 9 n 24 p is: 0.375
Function took: 17.16s seconds
10/21/2025 CONCLUSION
The function "find_alphas_fast" with the linspace method is potentially very inaccurate when compared to iterating
over all of the observed values. It's functionality will be removed.
The two fully iterative approaches to alpha paramater searching are both accurate with 12 decimals of each other
10/23/25 updated gof and ks1_samp using fast alpha
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 946.39µs seconds
gof took: 228.57ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263 }
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 9 n 24 p is: 0.375
Function took: 4.46s seconds
**** Major spedups!***
adam@desktop5810:~/Documents/rust/powerlawrs$ ./target/release/powerlawrs
File: Data/abs_neg_rets.csv
prec: 0.01, fast: true, n: 11345
x_min/alpha pair generation took: 920.03µs seconds
gof took: 231.90ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263 }
Generating 2500 simulations of length 11345 for size 28362500
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 1211 n 2500 p is: 0.4844
Function took: 466.24s seconds
10/25/2025 **We now have command line arguments!!
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/pos_rets.csv"
File: Data/pos_rets.csv
prec: 0.1, fast: true, n: 12766
x_min/alpha pair generation took: 1.09ms seconds
gof took: 245.95ms seconds
Best fit is Fitment { x_min: 0.02176148680473876, alpha: 2.592640518635968, D: 0.020096714012411754 }
Generating 24 simulations of length 12766 for size 306384
n: 12766 n_tail: 647 p_tail is 0.05068149772834091
gt 14 n 24 p is: 0.5833333333333334
Function took: 5.63s seconds
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.01 true "Data/pos_rets.csv"
File: Data/pos_rets.csv
prec: 0.01, fast: true, n: 12766
x_min/alpha pair generation took: 1.11ms seconds
gof took: 263.90ms seconds
Best fit is Fitment { x_min: 0.02176148680473876, alpha: 2.592640518635968, D: 0.020096714012411754 }
Generating 2500 simulations of length 12766 for size 31915000
n: 12766 n_tail: 647 p_tail is 0.05068149772834091
gt 1222 n 2500 p is: 0.4888
Function took: 586.66s seconds
## anonymous function for KS test, gof is now slightly faster
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 1.01ms seconds
gof took: 200.88ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263 }
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 10 n 24 p is: 0.4166666666666667
Function took: 4.36s seconds
10/26/25 param est speedups
Before rayon
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 983.70µs seconds
gof took: 195.99ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263 }
param est took: 18.12s seconds
x_min std: 0.0073417907168759145 alpha std: 0.37829333758423767
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 14 n 24 p is: 0.5833333333333334
Function took: 4.35s seconds
after rayon
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 967.15µs seconds
gof took: 195.89ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263 }
param est took: 17.92s seconds
x_min std: 0.00677626136997258 alpha std: 0.3681311625505391
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 7 n 24 p is: 0.2916666666666667
Function took: 4.35s seconds
11/4/25 using traits for distributions:
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 931.15µs seconds
gof took: 207.62ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263, alpha_SE: 0.13361017943338419, len_tail: 445 }
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 12 n 24 p is: 0.5
Function took: 4.67s seconds
method chaining:
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 955.98µs seconds
gof took: 198.71ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263, alpha_SE: 0.13361017943338419, len_tail: 445 }
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 10 n 24 p is: 0.4166666666666667
Function took: 4.41s seconds
canged module structure
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 963.75µs seconds
gof took: 195.40ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263, alpha_SE: 0.13361017943338419, len_tail: 445 }
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 11 n 24 p is: 0.4583333333333333
Function took: 4.37s seconds
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 960.85µs seconds
gof took: 196.91ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263, alpha_SE: 0.13361017943338419, len_tail: 445 }
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 13 n 24 p is: 0.5416666666666666
Function took: 4.43s seconds
11/5/2025 added unit tests
adam@desktop5810:~/Rust/powerlawrs$ ./target/release/powerlawrs 0.1 true "Data/abs_neg_rets.csv"
File: Data/abs_neg_rets.csv
prec: 0.1, fast: true, n: 11345
x_min/alpha pair generation took: 975.25µs seconds
gof took: 196.46ms seconds
Best fit is Fitment { x_min: 0.028220540345670175, alpha: 2.8185098228422762, D: 0.026855616988209263, alpha_SE: 0.13361017943338419, len_tail: 445 }
Generating 24 simulations of length 11345 for size 272280
n: 11345 n_tail: 444 p_tail is 0.03913618334067871
gt 13 n 24 p is: 0.5416666666666666
Function took: 4.39s seconds