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1+ ** Stochastic-rs**
2+
3+ A Rust library for stochastic processes
4+
5+ ** Features**
6+ - [x] Gaussian noise
7+ - [x] Fractional Gaussian noise
8+ - [x] Brownian motion
9+ - [x] Fractional Brownian motion
10+ - [ ] Geometric Brownian motion
11+ - [ ] Ornstein-Uhlenbeck process
12+ - [ ] Fractional Ornstein-Uhlenbeck process
13+ - [ ] Cox-Ingersoll-Ross process
14+ - [ ] Vasicek model
15+ - [ ] CIR model
16+ - [ ] Heston model
17+ - [ ] Merton model
18+ - [ ] Jump-diffusion model
19+ - [ ] Variance Gamma model
20+ - [ ] Normal Inverse Gaussian model
21+
22+ ** Usage**
23+
24+ ** Gaussian noise**
25+
26+ ``` rust
27+ use stochastic_rs :: noises :: gn;
28+
29+ let n = 1000 ;
30+ let noise = gaussian (n );
31+ println! (" {:?}" , noise );
32+ ```
33+
34+
35+ ** Fractional Gaussian noise**
36+ ``` rust
37+ use stochastic_rs :: noises :: fgn;
38+
39+ let n = 1000 ;
40+ let hurst = 0.7 ;
41+ let noise = fgn (n , hurst );
42+ println! (" {:?}" , noise );
43+ ```
44+
45+ ** Brownian motion**
46+ ``` rust
47+ use stochastic_rs :: processes :: bm;
48+
49+ let n = 1000 ;
50+ let t = 1 ;
51+ let bm = bm (n , t );
52+ println! (" {:?}" , bm );
53+ ```
54+
55+ ** Fractional Brownian motion**
56+ ``` rust
57+ // using cholesky decomposition
58+ use stochastic_rs :: processes :: fbm_cholesky;
59+
60+ let n = 1000 ;
61+ let hurst = 0.7 ;
62+ let t = 1 ;
63+ let fbm = fbm_cholesky (n , hurst , t );
64+ println! (" {:?}" , fbm );
65+ ```
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