stochastic¶
Stochastic is a python package for generating realizations of stochastic processes.
Installation¶
Stochastic is available on pypi and can be
installed using pip
:
pip install stochastic
Dependencies¶
Stochastic depends on numpy
for most calculations and scipy
for
certain random variable generation.
Compatibility¶
Stochastic is tested on Python versions 3.6, 3.7, and 3.8.
Performance¶
This package uses numpy
and scipy
wherever possible for faster
computation. For improved performance under Monte Carlo simulation, some
classes will store results of intermediate computations for faster generation
on subsequent simulations.