/usr/include/openturns/swig/RandomWalk_doc.i is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 | %feature("docstring") OT::RandomWalk
"Random walk process.
Parameters
----------
origin : :class:`~openturns.NumericalPoint`
Origin of the random walk.
distribution : :class:`~openturns.Distribution`
Distribution of dimension equal to the dimension of `origin`.
timeGrid : :class:`~openturns.TimeGrid`, optional
The time grid of the process.
By default, the time grid is reduced to one time stamp equal to 0.
Notes
-----
A random walk is a process :math:`X: \\\\Omega \\\\times \\\\cD \\\\rightarrow \\\\Rset^d` where :math:`\\\\cD=\\\\Rset` discretized on the time grid :math:`(t_i)_{i \\\\geq 0}` such that:
.. math::
\\\\forall n>0,\\\\: X_{t_n} = X_{t_{n-1}} + \\\\varepsilon_{t_n}
where :math:`\\\\vect{x}_0 \\\\in \\\\Rset^d` and :math:`\\\\varepsilon` is a white noise of dimension :math:`d`.
Examples
--------
Create a random walk:
>>> import openturns as ot
>>> myTimeGrid = ot.RegularGrid(0, 0.1, 10)
>>> myDist = ot.ComposedDistribution([ot.Normal(), ot.Exponential(0.2)], ot.ClaytonCopula(0.5))
>>> myOrigin = ot.NumericalPoint(myDist.getMean())
>>> myRandomWalk = ot.RandomWalk(myOrigin, myDist, myTimeGrid)
Get a realization:
>>> myReal = myRandomWalk.getRealization()"
// ---------------------------------------------------------------------
%feature("docstring") OT::RandomWalk::getDistribution
"Accessor to the distribution.
Returns
-------
distribution : :class:`~openturns.Distribution`
The distribution of dimension :math:`d` of the white noise."
// ---------------------------------------------------------------------
%feature("docstring") OT::RandomWalk::getOrigin
"Accessor to the origin.
Returns
-------
origin : :class:`~openturns.NumericalPoint`
The origin of the random walk."
// ---------------------------------------------------------------------
%feature("docstring") OT::RandomWalk::setDistribution
"Accessor to the distribution.
Parameters
----------
distribution : :class:`~openturns.Distribution`
The distribution of dimension :math:`d` of the white noise."
// ---------------------------------------------------------------------
%feature("docstring") OT::RandomWalk::setOrigin
"Accessor to the origin.
Parameters
----------
origin : :class:`~openturns.NumericalPoint`
The origin of the random walk."
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