def corrupt_result(self, a=100, b=200):
     #tau = gaussian(u=random_sequence_mc(1), mu = 0, sigma = np.exp(np.array([self.c])))
     #tau = np.random.normal(scale=np.exp(self.c))
     add_time = a+random_sequence_mc(1)*(b-a)
     self.add_time = add_time.flatten()
     self.corrupted_times = self.stop_times +self.add_time
Beispiel #2
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def brownian_self(steps):
    u = random_sequence_mc(steps)
    brownian_increments = np.cumsum(gaussian(u))
    return brownian_increments