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aleatory 1.2.4 documentation
aleatory 1.2.4 documentation
  • Gallery
    • Arithmetic Brownian Motion
    • Bessel Process
    • Squared Bessel Process
    • Brownian Motion 2D
    • Brownian Bridge Process
    • Brownian Excursion
    • Brownian Meander
    • Brownian Motion
    • CEV Process
    • CIR Process
    • CKLS Process
    • Correlated Brownian Motions
    • Fractional Brownian Motion
    • Galton-Watson Process
    • Gamma Process
    • Gaussian Process Matern
    • Gaussian Process Periodic
    • Gaussian Rational Quadratic Process
    • Gaussian Process RBF
    • Gaussian Process Squared Exponential
    • Geometric Brownian Motion
    • Hawkes Process
    • Inverse Gaussian Process
    • Ornstein-Uhlenbeck Process
    • Poisson Process
    • Mixed Poisson Process
    • Non-homogeneous Poisson Process
    • Generalised Random Walk
    • Simple Random Walk 2D
    • Simple Random Walk
    • Variance-Gamma Process
    • Vasicek Process
    • White Noise
  • Quick-Start Guide
  • Stochastic Processes
    • aleatory.processes.BESProcess
    • aleatory.processes.BESQProcess
    • aleatory.processes.BrownianBridge
    • aleatory.processes.BrownianExcursion
    • aleatory.processes.BrownianMeander
    • aleatory.processes.BrownianMotion
    • aleatory.processes.CEVProcess
    • aleatory.processes.CIRProcess
    • aleatory.processes.CKLSProcess
    • aleatory.processes.fBM
    • aleatory.processes.GBM
    • aleatory.processes.GaltonWatson
    • aleatory.processes.GammaProcess
    • aleatory.processes.GPConstant
    • aleatory.processes.GPLinear
    • aleatory.processes.GPRBF
    • aleatory.processes.GPSquaredExponential
    • aleatory.processes.GPMatern
    • aleatory.processes.GPPeriodic
    • aleatory.processes.GeneralRandomWalk
    • aleatory.processes.HawkesProcess
    • aleatory.processes.InhomogeneousPoissonProcess
    • aleatory.processes.InverseGaussian
    • aleatory.processes.MixedPoissonProcess
    • aleatory.processes.OUProcess
    • aleatory.processes.PoissonProcess
    • aleatory.processes.RandomWalk
    • aleatory.processes.VarianceGammaProcess
    • aleatory.processes.Vasicek
    • aleatory.processes.WhiteNoise
  • Probability Distributions
    • aleatory.stats.ncx
    • aleatory.stats.vg
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Gallery#

Some of the visualisations that you can make with aleatory.

Arithmetic Brownian Motion

Arithmetic Brownian Motion

Bessel Process

Bessel Process

Squared Bessel Process

Squared Bessel Process

Brownian Motion 2D

Brownian Motion 2D

Brownian Bridge Process

Brownian Bridge Process

Brownian Excursion

Brownian Excursion

Brownian Meander

Brownian Meander

Brownian Motion

Brownian Motion

CEV Process

CEV Process

CIR Process

CIR Process

CKLS Process

CKLS Process

Correlated Brownian Motions

Correlated Brownian Motions

Fractional Brownian Motion

Fractional Brownian Motion

Galton-Watson Process

Galton-Watson Process

Gamma Process

Gamma Process

Gaussian Process Matern

Gaussian Process Matern

Gaussian Process Periodic

Gaussian Process Periodic

Gaussian Rational Quadratic Process

Gaussian Rational Quadratic Process

Gaussian Process RBF

Gaussian Process RBF

Gaussian Process Squared Exponential

Gaussian Process Squared Exponential

Geometric Brownian Motion

Geometric Brownian Motion

Hawkes Process

Hawkes Process

Inverse Gaussian Process

Inverse Gaussian Process

Ornstein-Uhlenbeck Process

Ornstein-Uhlenbeck Process

Poisson Process

Poisson Process

Mixed Poisson Process

Mixed Poisson Process

Non-homogeneous Poisson Process

Non-homogeneous Poisson Process

Generalised Random Walk

Generalised Random Walk

Simple Random Walk 2D

Simple Random Walk 2D

Simple Random Walk

Simple Random Walk

Variance-Gamma Process

Variance-Gamma Process

Vasicek Process

Vasicek Process

White Noise

White Noise

Download all examples in Python source code: auto_examples_python.zip

Download all examples in Jupyter notebooks: auto_examples_jupyter.zip

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