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2016-10-28 22:37:49 +02:00
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stocproc work in progress, need to choose integral boundary smarter for lorenzian spectral density 2016-10-28 17:34:53 +02:00
tests work in progress, need to choose integral boundary smarter for lorenzian spectral density 2016-10-28 17:34:53 +02:00
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setup.py some cython stuff to boost memory nice version of KLE, some reorganization 2015-06-23 19:48:52 +02:00

stocproc

Build Status codecov

generate time continuous stochastic process for a given correlation function using Karhunen-Loève expansion

sphinx html doc can be found at

http://cimatosa.github.io/stocproc/