sdepy.true_cpoisson_source.new_outside

true_cpoisson_source.new_outside(z, t, s)

Generate a new process increment, at a time s above or below those of formerly realized values.

Parameters:

z : array

Formerly realized value of the source at time t.

t, s : float

t is the highest (lowest) time of former realizations, and s is above (below) t.

Returns:

array

Value of the source at s, conditional on formerly realized value z at t. Should be defined by subclasses. Defaults to an array of numpy.nan.