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Example notation about jumpdiff HOT 2 CLOSED

lrydin avatar lrydin commented on August 24, 2024
Example notation

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Comments (2)

LRydin avatar LRydin commented on August 24, 2024

Hey @kyrgeorgiou! Sorry for the delay, I totally missed the notification!

So, the xi, the jump amplitude, should be the variance of the normally distributed jumps. You can see in the code in L.109 that is enters np.random.random() as scale=np.sqrt(xi), and scale expected a standard deviation.

To insert an initial condition to jd_process(), just use init=X_0, with your desired X_0.

Hope this helps!

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kyrgeorgiou avatar kyrgeorgiou commented on August 24, 2024

Hi @LRydin,
Great, thanks so much for replying! This indeed helped :)

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