Metadata-Version: 2.1
Name: tme
Version: 0.1.0
Summary: Taylor moment expansion in Python.
Home-page: https://github.com/zgbkdlm/tme
Author: Zheng Zhao
Author-email: zz@zabemon.com
License: GPL v3 or later
Download-URL: https://github.com/zgbkdlm/tme
Description: # Taylor moment expansion (TME) in Python
        
        Please see the documentation of the package in https://tme.readthedocs.io.
        
        # Install
        
        Install via `pip install tme` or `python setup.py install`.
        
        # Examples
        
        ```python
        import tme.base_jax as tme
        from jax import jit
        
        # Define SDE coefficients.
        alp = 1.
        def drift(x):
            return jnp.array([x[1],
                              x[0] * (alp - x[0] ** 2) - x[1]])
        
        
        def dispersion(x):
            return jnp.array([[0.],
                              [x[0]]])
        
        
        # Jit the 3-order TME mean and cov approximation functions
        @jit
        def tme_m_cov(x, dt):
            return tme.mean_and_cov(x=x, dt=dt,
                                    a=drift, b=dispersion, Qw=jnp.eye(1),
                                    order=3)
        
        # Compute E[X(t) | X(0)=x0]
        x0 = jnp.array([0., -1])
        t = 1.
        
        m_t, cov_t = tme_m_cov(x0, t)
        ```
        
        Inside folder `examples`, there are a few Jupyter notebooks showing how to use the TME method (in SymPy and JaX).
        
        # License
        
        The GNU General Public License v3 or later
        
Keywords: stochastic differential equations,statistics
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)
Classifier: Operating System :: OS Independent
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Developers
Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: Topic :: Scientific/Engineering :: Mathematics
Requires-Python: >=3.8
Description-Content-Type: text/markdown
