Hi,
sampling from FractionalGaussianNoise and ColoredNoiseas follows:
import stochastic.processes.noise as sn
import numpy as np
rng = np.random.default_rng(seed=42)
n = 10000
br_noise = sn.ColoredNoise(beta=2.0, rng=rng).sample(n)
fr_noise = sn.FractionalGaussianNoise(hurst=0.5, rng=rng).sample(n)
Results in arrays of unequal length:
br_noise.shape
# Out: (10001,)
fr_noise.shape
# Out: (10000,)
Is this the intended behaviour?
I believe both classes internally check that n is a positive integer. However, ColoredNoise then does n = n + 1
Hi,
sampling from
FractionalGaussianNoiseandColoredNoiseas follows:Results in arrays of unequal length:
Is this the intended behaviour?
I believe both classes internally check that
nis a positive integer. However,ColoredNoisethen doesn = n + 1stochastic/stochastic/processes/noise/colored_noise.py
Line 68 in 90ffba8