v.1.0.1 From Advent to Janus

New Features 🚀

📣 New Functionality

• Support for the following stochastic processes:

  • Gamma process
  • General Random Walk
  • Hawkes process
  • Inverse Gaussian process
  • Inhomogeneous Poisson process
  • Mixed Poisson process
  • Random Walk
  • Variance-Gamma process

• Implementation of the Variance-Gamma distribution

• Improved documentation and a new Gallery of Stochastic Processes 🖼️

• Styles module which provides easy styling of the plots

Other Changes

🪲 Other minor updates such as fixing typos and improving the descriptions.
👩🏽‍🔧 Extending charts functionality to allow different modes: 'lines', 'steps', 'points', 'points+lines'

Full Changelog: v.0.4.0...v.1.0.1

v.0.4.0 Expanding and Jumping

New Features 🚀

📣 New functionality for the following stochastic processes

• Chan-Karolyi-Longstaff-Sanders (CKLS) process ⭐️
• Poisson process 🎾

Other Changes

🪲 Other minor updates such as fixing typos and improving the descriptions.
👩🏽‍🔧 Extending charts functionality to cover processes with jumps.

Full Changelog: v.0.3.0...v.0.4.0

v0.3.0 Brownian Ways

New Features 🚀

📣 New functionality for the following stochastic processes:

• Brownian Bridge 🌉
• Brownian Excursion 🎒
• Brownian Meander 🏞️
• Tied Brownian Meander 🪢 which is a Brownian Meander conditioned on the last point

Other Changes

🪲 Other minor updates such as fixing typos and improving the descriptions.
👩🏽‍🔧 Refactoring and improvement in the charts functionality

What's Changed

• Update python-package.yml by @quantgirluk in #8
• Update python-package.yml by @quantgirluk in #9

Full Changelog: v.0.2.0...v.0.3.0

v0.2.0 Non-central-chi

New Features 🚀

📣 New functionality: Implementation of the non-central chi continuous random variable.

✅ improved functionality for Bessel processes

Other Changes

🪲 Bug fixed: Draw function was not non-returning a figure in some instances (only showing it).

👩🏽‍🔧Further testing for Bessel processes and the newly implemented non-central chi distribution. Other minor changes including refactoring.

v0.1.3 Non-Integer Dimension

New Features 🚀

• 📣 functionality for Bessel and Squared Bessel processes with non-integer dimension and non-zero initial point.

• 🎨 charts functionality for vertical orientation of the marginal plots.

Other Changes

• 🪲 Bug fixed: failing histogram with small number (n<=3) of paths. Issue #4 kindly opened on Sep 11 by alexhrubin.

• 👩🏽‍🔧More thorough testing for Bessel processes which will be extended for all the processes in next iterations.

v0.1.2 Special Summer

Changes

• New Feature 🚀: added functionality for Bessel and Squared Bessel processes with integer dimension.
• Charts Improvement 🎨: legends and titles now are in LaTex format for a nicer typography.

v0.1.1

Changes

• Fixed a bug 🪲in the implementation of marginal_expectation for some processes.
• New feature 🚀 added which allows to customise the title of the plots produced by functions plot and draw. Both now have an extra argument title which gets the string that will be used as title. Note that this would default to the name of the process if none is passed.

First public release

The aleatory (/ˈeɪliətəri/) Python library provides functionality for simulating and visualising stochastic processes.