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SdePy 1.2.0

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@m-cip m-cip released this 23 Aug 12:33
· 1 commit to master since this release
v1.2.0
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New in this release

SdePy was upgraded to the current NumPy pseudo-random numbers generation
framework, based on the PCG-64 algorithm (#33, #35, #38, #40).
The following additions were made:

  • SDEs and stochasticity source classes now accept upon instantiation
    a new optional parameter rng, to locally set the
    random number generator used by each instance.
    Such rng is expected to expose the interface
    used by numpy.random.Generator and numpy.random.RandomState
    instances.

  • In case no rng parameter is given, random number generation
    is delegated to a global numpy.random.default_rng() object,
    created upon import: absent any user intervention,
    unmodified pre-existing code will rely on PCG-64
    random number generation after upgrading to current
    NumPy and SdePy releases.

  • To access the stably reproducible NumPy legacy random generation,
    it is recommended to instantiate sources and SDEs with the
    rng=numpy.random.RandomState(SEED) parameter. As a result,
    each object is served the random numbers stream formerly obtained
    from the global NumPy random state after a numpy.random.seed(SEED)
    call.

  • Compatibility with legacy NumPy versions was maintained, if now deprecated:
    in such case, SdePy silently falls back on the legacy global NumPy random state.

The present SdePy version safeguards functional compatibility with
code written for previous versions, note however that, if such code is run
with current NumPy and SdePy versions, it will
break pseudo-random numbers reproducibility:

  • numpy.random.seed calls no longer affect SdePy objects.

  • To reproduce the default output of former SdePy versions,
    numpy.random.seed(SEED) statements may be replaced
    with the following assignment:

     sdepy.infrastructure.default_rng = numpy.random.RandomState(SEED)

    Any other use of such global variable should rather be avoided,
    in favor of the rng keyword.

Improvements

The testing suite was updated, and its interface sdepy.test() extended,
for use beyond NumPy legacy random generation;
GitHub Actions were updated accordingly, to perform CI tests using
both legacy and current NumPy random generation (#36, #37).

Changes

Python 3.5 is no longer supported (#39, #41).

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31a9dc7d4233ac3ec6fa910e81f370f6  sdepy-1.2.0-py3-none-any.whl
bb5c233606eb69a77e6ed9397d8732b8  sdepy-1.2.0.tar.gz
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