shape-runtime 0.3.1

Bytecode compiler, builtins, and runtime infrastructure for Shape
Documentation 
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/// @module std::core::stochastic
/// Stochastic Processes
///
/// Thin wrappers around intrinsic process generators.

/// Brownian motion path
pub fn brownian_motion(n, dt, sigma) {
    __intrinsic_brownian_motion(n, dt, sigma)
}

/// Geometric Brownian Motion (GBM)
pub fn gbm(n, dt, mu, sigma, s0) {
    __intrinsic_gbm(n, dt, mu, sigma, s0)
}

/// Ornstein-Uhlenbeck process
pub fn ou_process(n, dt, theta, mu, sigma, x0) {
    __intrinsic_ou_process(n, dt, theta, mu, sigma, x0)
}

/// Random walk
pub fn random_walk(n, step_size) {
    __intrinsic_random_walk(n, step_size)
}