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aleatory 1.1.1 documentation
aleatory 1.1.1 documentation
  • Gallery
    • Geometric Brownian Motion
    • Brownian Bridge Process
    • Bessel Process
    • Brownian Excursion
    • Squared Bessel Process
    • Correlated Brownian Motions
    • Brownian Motion 2D
    • Brownian Motion
    • Simple Random Walk 2D
    • Galton-Watson Process
    • Fractional Brownian Motion
    • Arithmetic Brownian Motion
    • Simple Random Walk
    • Vasicek Process
    • Poisson Process
    • Brownian Meander
    • Inverse Gaussian Process
    • CKLS Process
    • CEV Process
    • CIR Process
    • Ornstein-Uhlenbeck Process
    • Hawkes Process
    • Gamma Process
    • Variance-Gamma Process
    • Generalised Random Walk
    • Mixed Poisson Process
    • Non-homogeneous Poisson Process
  • Quick-Start Guide
  • Stochastic Processes
    • aleatory.processes.BrownianMotion
    • aleatory.processes.GBM
    • aleatory.processes.BrownianBridge
    • aleatory.processes.BrownianExcursion
    • aleatory.processes.BrownianMeander
    • aleatory.processes.BESProcess
    • aleatory.processes.BESQProcess
    • aleatory.processes.OUProcess
    • aleatory.processes.Vasicek
    • aleatory.processes.CEVProcess
    • aleatory.processes.CIRProcess
    • aleatory.processes.CKLSProcess
    • aleatory.processes.fBM
    • aleatory.processes.GaltonWatson
    • aleatory.processes.GammaProcess
    • aleatory.processes.GeneralRandomWalk
    • aleatory.processes.HawkesProcess
    • aleatory.processes.InverseGaussian
    • aleatory.processes.PoissonProcess
    • aleatory.processes.MixedPoissonProcess
    • aleatory.processes.InhomogeneousPoissonProcess
    • aleatory.processes.RandomWalk
    • aleatory.processes.VarianceGammaProcess
  • Probability Distributions
    • aleatory.stats.ncx
    • aleatory.stats.vg
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Gallery#

Some of the visualisations that you can make with aleatory.

Geometric Brownian Motion

Geometric Brownian Motion

Brownian Bridge Process

Brownian Bridge Process

Bessel Process

Bessel Process

Brownian Excursion

Brownian Excursion

Squared Bessel Process

Squared Bessel Process

Correlated Brownian Motions

Correlated Brownian Motions

Brownian Motion 2D

Brownian Motion 2D

Brownian Motion

Brownian Motion

Simple Random Walk 2D

Simple Random Walk 2D

Galton-Watson Process

Galton-Watson Process

Fractional Brownian Motion

Fractional Brownian Motion

Arithmetic Brownian Motion

Arithmetic Brownian Motion

Simple Random Walk

Simple Random Walk

Vasicek Process

Vasicek Process

Poisson Process

Poisson Process

Brownian Meander

Brownian Meander

Inverse Gaussian Process

Inverse Gaussian Process

CKLS Process

CKLS Process

CEV Process

CEV Process

CIR Process

CIR Process

Ornstein-Uhlenbeck Process

Ornstein-Uhlenbeck Process

Hawkes Process

Hawkes Process

Gamma Process

Gamma Process

Variance-Gamma Process

Variance-Gamma Process

Generalised Random Walk

Generalised Random Walk

Mixed Poisson Process

Mixed Poisson Process

Non-homogeneous Poisson Process

Non-homogeneous Poisson Process

Download all examples in Python source code: auto_examples_python.zip

Download all examples in Jupyter notebooks: auto_examples_jupyter.zip

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