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2015-07-06 21:03:57 +02:00
stocproc fix in fft stocproc, factor of one oder pi missing 2015-07-06 21:03:28 +02:00
tests test fft stocproc with more general spectral density 2015-07-06 21:03:57 +02:00
README.md Update README.md 2014-06-18 11:23:48 +02:00
setup.py some cython stuff to boost memory nice version of KLE, some reorganization 2015-06-23 19:48:52 +02:00

stocproc

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/