Release Notes

Contributing

Stochastic is an open source python package.

If you have additional processes, generalizations, or algorithms that you think would be suitable for this package, please let me know on this project’s GitHub page.

License

MIT License

Copyright (c) 2018-2020 Christopher Flynn

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.

Release Changelog

0.7.0 (2022-07-11)

  • Don’t install meta assets to site-packages folder

  • Pass GBM rng to underlying BrownianMotion

  • Update dependencies, and support Python 3.8+

0.6.0 (2020-11-02)

  • Removes zero args for dropping first sample vector value (breaking)

  • Changes to diffusion process classes to align with common definitions (breaking)

  • Refactor into processes and utils subpackages (breaking)

  • Move base class checks into utils.validation and create abstract base classes for processes

  • Provide RNG control and seeding functionality per instance and globally

  • Add Dirichlet process

  • Add generalized Diffusion process

0.5.0 (2020-09-22)

  • Fixed a bug with missing drift when sampling Brownian motion at specific times (thanks to MichaelHogervorst)

  • Fixed implementation of fractional Brownian motion (thanks to Antony Lee)

  • Fixed a bug with Bernoulli process success probability

0.4.0 (2018-08-19)

  • Added a MixedPoissonProcess (thanks to Gabinou)

0.3.0 (2018-07-22)

  • Introduced breaking changes that move the t argument of all processes to the end of the __init__ signature

  • Added support for inverse Gaussian process

0.2.0 (2018-07-11)

  • Added support for colored noise processes (generalized power law, violet, blue, white, pink, red/Brownian)

  • Added support for multifractional brownian motion

  • Added more citations and bibliographical source page to docs

0.1.0 (2018-01-04)

  • First release.

  • Support for multiple continuous-time, discrete-time, diffusion, and noise processes.