(self)
| 65 | self.x[mask] = self.randn(torch.sum(mask)) * self.sigma / np.sqrt(2 * self.theta) + self.mu |
| 66 | |
| 67 | def step(self): |
| 68 | self.x = self.x + self.theta * (self.mu - self.x) * self.dt + self.sigma * self.randn(*self.shape) * np.sqrt(self.dt) |
| 69 | return self.x |
| 70 | |
| 71 | class WhiteNoise(NoiseProcess): |
| 72 | def __init__(self, shape: Tuple[int, ...], mu: float = 0, sigma: float = 1, **kwargs): |
no outgoing calls
no test coverage detected