2.3.10. sdepy.true_poisson_source¶
-
class
sdepy.
true_poisson_source
(*, paths=1, vshape=(), dtype=<class 'int'>, lam=1.0, rtol='max', t0=0.0, z0=0)[source]¶ dn, a source of Poisson process increments with memory.
Parameters: - paths, vshape, dtype, lam
See
poisson_source
class documentation.- rtol, t0, z0
See
true_source
class documentation.
Returns: - array
Once instantiated as
dn
,dn(t)
returnsz0
plus a realization of Poisson process increments from timet0
tot
, anddn(t, dt)
returnsdn(t + dt) - dn(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)
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.