2.2.1.29. sdepy.process.chf¶
-
process.
chf
(t=None, u=None)[source]¶ Characteristic function of the probability distribution of process values.
p.chf(t, u)
estimates the characteristic function of interpolated process valuesp(t)
at time(s)t
.p.chf(u)
is a shorthand forp.chf(p.t, u)
(no interpolation).Parameters: - t : array-like, optional
Time points at which to compute the characteristic function. If omitted or
None
, the entire process timeline is used.- u : array-like, mandatory
Values at which to evaluate the characteristic function.
Returns: - array
Returns an array, with shape
t.shape + u.shape + vshape
, wherevshape
is the shape of values of the calling processp
, containing the average across paths ofexp(1j*u*p(t))
.