sdepy.true_poisson_source.new_inside¶
-
true_poisson_source.
new_inside
(n1, n2, t1, t2, s)[source]¶ Generate a new process increment, at a time s between those of formerly realized values.
Parameters: - z1, z2 : array
Formerly realized values of the source at times
t1, t2
respectively.- t1, t2 : float
t1, t2
are the times of former realizations closest tos
, witht1 < s < t2
.
Returns: - array
Value of the source at
s
, conditional on formerly realized valuez1
att1
andz2
att2
. Should be defined by subclasses. Defaults to an array ofnumpy.nan
.