Stochastic

Latest version: v0.7.0

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0.7.0

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* Don't install meta assets to ``site-packages`` folder
* Pass GBM ``rng`` to underlying BrownianMotion
* Update dependencies, and support Python 3.8+

0.6.0

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* Removes zero args for dropping first sample vector value (breaking)
* Changes to diffusion process classes to align with common definitions (breaking)
* Refactor into processes and utils subpackages (breaking)
* Move base class checks into utils.validation and create abstract base classes for processes
* Provide RNG control and seeding functionality per instance and globally
* Add Dirichlet process
* Add generalized Diffusion process

0.5.0

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* Fixed a bug with missing drift when sampling Brownian motion at specific times (thanks to `MichaelHogervorst <https://github.com/MichaelHogervorst>`_)
* Fixed implementation of fractional Brownian motion (thanks to `Antony Lee <https://github.com/anntzer>`_)
* Fixed a bug with Bernoulli process success probability

0.4.0

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* Added a MixedPoissonProcess (thanks to `Gabinou <https://github.com/Gabinou>`_)

0.3.0

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* Introduced breaking changes that move the t argument of all processes to the end of the __init__ signature
* Added support for inverse Gaussian process

0.2.0

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* Added support for colored noise processes (generalized power law, violet, blue, white, pink, red/Brownian)
* Added support for multifractional brownian motion
* Added more citations and bibliographical source page to docs

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