3.3.8. sdepy.true_source¶

class sdepy.true_source(*, paths=1, vshape=(), dtype=None, rng=None, rtol='max', t0=0.0, z0=0.0)[source]¶

Base class for stochasticity sources with memory.

Parameters:	paths, vshape, dtype, rng See `source` class documentation. rtol : float, or ‘max’ relative tolerance used in assessing the coincidence of `t` with the time of a previously stored realization of the source. If set to `max`, the resolution of the `float` type is used. t0, z0 : array-like z0 is the initial value of the source at time t0.
Returns:	array Once instantiated as `dz`, `dz(t)` returns the realized value at time `t` of the source process, such that `dz(t0) = z0`, with shape `(t + dt).shape + vshape + (paths,)`, as specified by subclasses. `dz(t, dt)` returns `dz(t + dt) - dz(t)`. New values of `dz(t)` should follow a probability distribution conditional on values realized in previous calls. Defaults to an array of `numpy.nan`.

See also

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

`__getitem__`(index)	Reference to a sub-array or element of the source values sharing the same memory of past realizations.
`new_inside`(z1, z2, t1, t2, s)	Generate a new process increment, at a time s between those of formerly realized values.
`new_outside`(z, t, s)	Generate a new process increment, at a time s above or below those of formerly realized values.