diff --git a/stocproc/__init__.py b/stocproc/__init__.py index a192b4a..bec3c53 100644 --- a/stocproc/__init__.py +++ b/stocproc/__init__.py @@ -2,19 +2,24 @@ __MAJOR__ = 1 __MINOR__ = 0 __PATCH__ = 0 + def version(): """semantic version string with format 'MAJOR.MINOR' (https://semver.org/)""" return "{}.{}".format(__MAJOR__, __MINOR__) + def version_full(): """semantic version string with format 'MAJOR.MINOR.PATCH' (https://semver.org/)""" return "{}.{}.{}".format(__MAJOR__, __MINOR__, __PATCH__) + import sys + if sys.version_info.major < 3: raise SystemError("no support for Python 2") from .stocproc import loggin_setup +from .stocproc import StocProc from .stocproc import StocProc_FFT from .stocproc import StocProc_KLE from .stocproc import StocProc_TanhSinh diff --git a/stocproc/stocproc.py b/stocproc/stocproc.py index dbcf199..d866bb5 100644 --- a/stocproc/stocproc.py +++ b/stocproc/stocproc.py @@ -47,7 +47,7 @@ def loggin_setup( loggin_setup() -class _abcStocProc(abc.ABC): +class StocProc(abc.ABC): r""" Interface definition for stochastic process implementations @@ -209,7 +209,7 @@ class _abcStocProc(abc.ABC): self.sqrt_scale = np.sqrt(scale) -class StocProc_KLE(_abcStocProc): +class StocProc_KLE(StocProc): r""" A class to simulate stochastic processes using Karhunen-Loève expansion (KLE) method. The idea is that any stochastic process can be expressed in terms of the KLE @@ -345,7 +345,7 @@ class StocProc_KLE(_abcStocProc): return self.num_ev -class StocProc_FFT(_abcStocProc): +class StocProc_FFT(StocProc): r"""Generate Stochastic Processes using the Fast Fourier Transform (FFT) method This method uses the relation of the auto correlation function ``alpha`` to the non negative real valued @@ -539,7 +539,7 @@ class StocProc_FFT(_abcStocProc): return len(self.yl) -class StocProc_TanhSinh(_abcStocProc): +class StocProc_TanhSinh(StocProc): r"""Simulate Stochastic Process using TanhSinh integration for the Fourier Integral""" def __init__(