[package]
edition = "2021"
name = "pathwise-geo"
version = "0.2.0"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Riemannian manifold SDE simulation (geodesic Euler/Milstein/SRI) on S^n, SO(n), SPD(n) via the cartan geometry library"
documentation = "https://docs.rs/pathwise-geo"
readme = "README.md"
keywords = [
"sde",
"simulation",
"stochastic",
"finance",
"riemannian",
]
categories = [
"mathematics",
"science",
"simulation",
]
license = "MIT"
repository = "https://github.com/alejandro-soto-franco/pathwise"
[lib]
name = "pathwise_geo"
path = "src/lib.rs"
[[test]]
name = "manifold_sde"
path = "tests/manifold_sde.rs"
[dependencies.cartan-core]
version = "0.1"
[dependencies.cartan-manifolds]
version = "0.1"
features = ["std"]
default-features = false
[dependencies.nalgebra]
version = "0.33"
features = ["std"]
default-features = false
[dependencies.ndarray]
version = "0.15"
[dependencies.pathwise-core]
version = "0.2"
[dependencies.rand]
version = "0.9"
features = [
"std",
"std_rng",
]
default-features = false
[dependencies.rand_distr]
version = "0.5"
[dependencies.rayon]
version = "1"
[dev-dependencies.rand]
version = "0.9"
features = ["std_rng"]