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Richard Hartmann 2014-11-20 16:26:41 -02:00
parent 76fe420bd6
commit a198fad5e8
1 changed files with 5 additions and 3 deletions
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stocproc.py
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@ -17,6 +17,7 @@
# along with this program; if not, write to the Free Software
# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,
# MA 02110-1301, USA.
"""
**Stochastic Process Module**
@ -63,8 +64,8 @@ import pickle
import sys
import os
path = os.path.dirname(__file__)
sys.path.append(path)
sys.path.append(os.path.dirname(__file__))
import gquad
@ -250,9 +251,10 @@ class StocProc(object):
"""
if seed != None:
np.random.seed(seed)
self.clear_cache()
# self._Y = np.random.normal(size = (self._num_ev,1))
self._Y = 1/np.sqrt(2)*(np.random.normal(size = (self._num_ev,1)) + 1j*np.random.normal(size = (self._num_ev,1)))
def x_for_initial_time_grid(self):
r"""Get process on initial time grid