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.

Documentation

• General Usage
  • Processes
  • Usage patterns
• Random Number Generation
  • Numpy’s random number generation
  • Examples
  • Documentation
• Continuous-time Processes
• Diffusion Models
• Discrete-time Processes
• Noise Processes
  • Gaussian increments
  • Colored noise
• Bibliographical Sources
• Release Notes
  • Contributing
  • License
  • Release Changelog

Indices

• Index

• Module Index

• Search Page