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gammy.formulae.
OrnsteinUhlenbeck1d
OrnsteinUhlenbeck1d¶
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OrnsteinUhlenbeck1d
(grid, corrlen, sigma, prior=None, mu_basis=None, mu_hyper=None, energy=0.99) → gammy.formulae.Formula[source]¶ Ornstein-Uhlenbeck kernel formula
gammy.formulae.
OrnsteinUhlenbeck1d
OrnsteinUhlenbeck1d
(grid, corrlen, sigma, prior=None, mu_basis=None, mu_hyper=None, energy=0.99) → gammy.formulae.Formula[source]¶Ornstein-Uhlenbeck kernel formula