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cimatosa 75f7cc3c3c add convenient function to check Karhuven Loeve integral equation
2015-08-20 16:40:33 +02:00
stocproc add convenient function to check Karhuven Loeve integral equation 2015-08-20 16:40:33 +02:00
tests added simpson weight, which gives better accuracy when using interpolated eigenfunctions, see test_integral_eq 2015-08-17 17:33:05 +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

README.md

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/