aleatory.processes.GPPeriodic#
- class aleatory.processes.GPPeriodic(length_scale=1.0, sigma=1.0, period=1.0, T=1.0, rng=None)[source]#
-
Methods
__init__([length_scale, sigma, period, T, rng])covariance_function(times)draw(n, N[, T, marginal, envelope, type, title])Simulates and plots paths/trajectories from the instanced stochastic process.
estimate_covariances([times])estimate_expectations()estimate_quantiles(q)estimate_stds()estimate_variances()get_marginal(time)make_widget([cmap, matrix_shape])marginal_expectation([times])marginal_stds([times])marginal_variance([times])plot(n, N[, T, title, suptitle])Simulates and plots paths/trajectories from the instanced stochastic process.
plot_covariance([times, colormap, ...])plot_kernel([times, colormap, matrix_shape, ...])plot_kernel3d([times, title])plot_mean_function([T, n])plot_mean_variance([times])plot_paths_and_kernel(n, N[, T, cmap, ...])Plots the paths of the process and the covariance kernel.
process_covariance([times])process_expectation()process_stds()process_variance()sample(n[, T])sample_at(times)simulate(n, N[, T])Simulate paths/trajectories from the instanced stochastic process.
variance_function(times)Attributes
TEnd time of the process.
rng