2.2.2. sdepy.piecewise¶
-
sdepy.
piecewise
(t=0.0, *, x=None, v=None, dtype=None, mode='mid')[source]¶ Return a process that interpolates to a piecewise constant function.
Parameters: - t : array-like
Reference timeline (see below).
- x : array-like, optional
Values of the process along the timeline and across paths. One and only one of
x
,v
, must be provided, as a keyword argument.- v : array-like, optional
Values of a deterministic (one path) process along the timeline.
- dtype : data-type, optional
Data-type of the values of the process.
- mode : string, optional
Specifies how the piecewise constant segments relate to the reference timeline: ‘mid’, ‘forward’, ‘backward’ set
t[i]
to be the midpoint, start or end point respectively, of the constant segment with valuex[i]
orv[i]
.
See also
Notes
Parameters
t
,x
,v
,dtype
conform to theprocess
instantiation interface and shape requirements.The returned process
p
behaves as advertised upon interpolation with default interpolation kind (set to'nearest'
via theinterp_kind
attribute), and may be used as a time dependent piecewise constant parameter in SDE integration. However, its timelinep.t
and valuesp.x
are not guaranteed to coincide with the givent
orx
, and should not be relied upon.