ajdmom.mdl_2fsvj.euler.r2FSVJ

ajdmom.mdl_2fsvj.euler.r2FSVJ(v0, par, N, n_segment=10, h=1)[source]

Generate a trajectory of samples from mdl_2fsvj by Euler approximation

Parameters:

  • v0 (float) – values of the initial variances \((v_1(0),v_2(0)) > (0,0)\).

  • par (dict) – parameters in a dict.

  • N (int) – target length of samples to generate.

  • n_segment (int) – number of segments each interval is splitted into.

  • h (float) – time interval between each two consecutive samples.

Returns:

a sequence of samples.

Return type:

numpy 1-D array.