sdepy.true_poisson_source.new_outside¶
-
true_poisson_source.
new_outside
(n, t, s)[source]¶ 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 valuez
att
. Should be defined by subclasses. Defaults to an array ofnumpy.nan
.