◆ __init__()
SMS_BP.fbm_BP.FBM_BP.__init__ |
( |
| self, |
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int | n, |
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float | dt, |
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np.ndarray | diffusion_parameters, |
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np.ndarray | hurst_parameters, |
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np.ndarray | diffusion_parameter_transition_matrix, |
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np.ndarray | hurst_parameter_transition_matrix, |
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np.ndarray | state_probability_diffusion, |
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np.ndarray | state_probability_hurst, |
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np.ndarray | space_lim ) |
◆ _autocovariance()
SMS_BP.fbm_BP.FBM_BP._autocovariance |
( |
| self, |
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| k, |
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| hurst ) |
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protected |
Autocovariance function for fGn
Parameters:
-----------
k : int
Lag
dt : float
Time step
hurst : float
Hurst parameter
diff_a : float
Diffusion coefficient related to the Hurst parameter
Returns:
--------
float
Autocovariance function
◆ _setup()
None SMS_BP.fbm_BP.FBM_BP._setup |
( |
| self | ) |
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protected |
◆ fbm()
SMS_BP.fbm_BP.FBM_BP.fbm |
( |
| self | ) |
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◆ _cov
SMS_BP.fbm_BP.FBM_BP._cov |
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protected |
◆ _diff_a_n
SMS_BP.fbm_BP.FBM_BP._diff_a_n |
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protected |
◆ _hurst_n
SMS_BP.fbm_BP.FBM_BP._hurst_n |
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protected |
◆ diffusion_parameter
SMS_BP.fbm_BP.FBM_BP.diffusion_parameter |
◆ diffusion_parameter_transition_matrix
SMS_BP.fbm_BP.FBM_BP.diffusion_parameter_transition_matrix |
◆ dt
◆ hurst_parameter
SMS_BP.fbm_BP.FBM_BP.hurst_parameter |
◆ hurst_parameter_transition_matrix
SMS_BP.fbm_BP.FBM_BP.hurst_parameter_transition_matrix |
◆ space_lim
SMS_BP.fbm_BP.FBM_BP.space_lim |
◆ state_probability_diffusion
SMS_BP.fbm_BP.FBM_BP.state_probability_diffusion |
◆ state_probability_hurst
SMS_BP.fbm_BP.FBM_BP.state_probability_hurst |
The documentation for this class was generated from the following file: