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SdePy 1.1.0

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@sdepy sdepy released this 13 Aug 21:55
· 26 commits to master since this release

New in this release

  • The process class acquired new methods
    vmin, vmax, vmean, vvar, vstd to perform summary operations
    across values, for each time point and path (#14).
  • A piecewise constant process constructor was added as the
    piecewise function (#9); it replaces, and improves upon,
    the private _piecewise_constant_process (undocumented,
    not part of the API), now deprecated.

Bug-fixes

  • An incompatibility issue of the process class with
    numpy versions >= 1.16.0 (#11, #12) was solved.
  • A bug in the out parameter of process methods
    pmin, pmax, tmin, tmax (#10, #13) was fixed.

Improvements

  • The behavior of the process attribute interp_kind
    was documented in more detail (#14).
  • There were several minor improvements to the testing
    and maintenance tools, and to the testing suite (#14, #15).

Changes

  • No backward incompatible changes were made against the stated API.
  • Note however that code relying on the out parameter of the
    mentioned process methods might be in need of fixing as well.