2.4.3.6. sdepy.SDE.source_dj

SDE.source_dj(dj=None, dn=None, ptype=<class 'int'>, lam=1.0, y=None)[source]

Set up a source of compound Poisson process increments (jumps), to be used as ‘dj’ during integration.

Parameters:
dj : source, or source subclass, or None

If an object complying with the source protocol, it is returned (ptype, lam and y are ignored). If a source subclass, it is instantiated with the given parameters, and returned. If None, a new instance of cpoisson_source is returned, with the given parameters.

ptype, lam, y : see cpoisson_source documentation
Returns:
An object complying with the source protocol,
instantiating the requested stochasticity source.
The shape of source values is set to wshape.

See also

cpoisson_source