示例#1
0
        public void Common_IStochasticProcess_validation()
        {
            var baseProcess     = new RotatingWienerProcess(diffusionCoefficient: 0.577, angularVelocity: new Vector3(-0.8, 0.4, 1.3));
            var integralProcess = CreateIntegralProcess(baseProcess);

            ProbabilityTestUtils.ValidateProcess(integralProcess, _point, _time, eps: 1e-5, tolerance: 1e-7);
        }
示例#2
0
        public void Common_IStochasticProcess_validation()
        {
            var process = new OrnsteinUhlenbeckProcess(_diffusionMatrix, _relaxationTime, _attractorPoint);

            ProbabilityTestUtils.ValidateProcess(process, _point, time: 7.4, eps: 1e-5, tolerance: 1e-7);
        }