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CHANGELOG.rst

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Release Changelog

0.7.0 (2022-07-11)

  • 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 (2020-11-02)

  • 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 (2020-09-22)

  • Fixed a bug with missing drift when sampling Brownian motion at specific times (thanks to MichaelHogervorst)
  • Fixed implementation of fractional Brownian motion (thanks to Antony Lee)
  • Fixed a bug with Bernoulli process success probability

0.4.0 (2018-08-19)

  • Added a MixedPoissonProcess (thanks to Gabinou)

0.3.0 (2018-07-22)

  • 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 (2018-07-11)

  • 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

0.1.0 (2018-01-04)

  • First release.
  • Support for multiple continuous-time, discrete-time, diffusion, and noise processes.