2.3.11. sdepy.true_cpoisson_source¶
-
class
sdepy.
true_cpoisson_source
(*, paths=1, vshape=(), dtype=None, rtol='max', t0=0.0, z0=0.0, dn=None, ptype=<class 'int'>, lam=1.0, y=None)[source]¶ dj, a source of compound Poisson process increments (jumps) with memory.
Parameters: - paths, vshape, dtype, dn, ptype, lam, y
See
cpoisson_source
class documentation.- rtol, t0, z0
See
true_source
class documentation.
Returns: - array
Once instantiated as
dj
,dj(t)
returnsz0
plus a realization of compound Poisson process increments from timet0
tot
, anddj(t, dt)
returnsdj(t + dt) - dj(t)
. The returned values follow a probability distribution conditional on the realized values in previous calls.
See also
Notes
For time-dependent intensity
lam(t)
and compounding random variabley(t)
the result is approximate, mind running a first evaluation on a sequence of consecutive closely spaced time points in the region of interest.Attributes: Methods
See ``source`` and ``true_source`` methods.