Module ambit_stochastics.helpers

Auxiliary functions for the Ambit Stochastics package.

"""Auxiliary functions for the Ambit Stochastics package."""

Sub-modules

ambit_stochastics.helpers.Laplace_transform_inversion

Python implementation of R script from https://www.kent.ac.uk/smsas/personal/msr/webfiles/rlaptrans/rlaptranscount.r

ambit_stochastics.helpers.acf_functions

ambit_stochastics.helpers.adaptive_rejection_sampling_secanats

Created on Fri Sep 10 22:40:53 2021 …

ambit_stochastics.helpers.adaptive_rejection_sampling_tangents

Created on Sat Sep 11 00:05:49 2021 …

ambit_stochastics.helpers.alternative_convolution_implementation

ambit_stochastics.helpers.cov_estimator

ambit_stochastics.helpers.forecasting_helpers

ambit_stochastics.helpers.input_checks

Checks the inputs to the trawl and simple_ambit_field classes.

ambit_stochastics.helpers.loss_functions

ambit_stochastics.helpers.marginal_distribution_functions

ambit_stochastics.helpers.sampler

Samplers for the Gaussian, jump and cpp parts of the Levy basis. The distributions are parametrised as in …