3.3.10. sdepy.true_poisson_source

class sdepy.true_poisson_source(*, paths=1, vshape=(), dtype=<class 'int'>, rng=None, 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) returns z0 plus a realization of Poisson process increments from time t0 to t, and dn(t, dt) returns dn(t + dt) - dn(t). The returned values follow a probability distribution conditional on the realized values in previous calls.

See also

source
poisson_source
true_source

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:
rng

Read-only access to the random number generator used by the stochasticity source.

size

Returns the number of stored scalar values from previous evaluations, or 0 for sources without memory.

t

Returns a copy of the time points at which source values have been stored from previous evaluations, as an array, or an empty array for sources without memory.

Methods

See ``source`` and ``true_source`` methods.