neurotools.signal.sde module

Functions to sample Wiener/OU process.

neurotools.signal.sde.sample_wiener_process(x0, sigma, dt, N, ntrial=1)

Sample from the standard Wiener process.

Parameters:

• x0 (float) – Initial conditions

• sigma (positive float) – Standard deviation of driving Wiener process

• dt (positive float) – Time step

• N (positive int) – Number of samples to draw

neurotools.signal.sde.sample_ou_process(x0, sigma, tau, dt, N, ntrial=1)

Sample from an Ornstein-Uhlenbeck process.

Parameters:

• x0 (float) – Initial conditions

• sigma (positive float) – Standard deviation of driving Wiener process

• tau (positive float) – Exponential damping time constant

• dt (positive float) – Time step

• N (positive int) – Number of samples to draw

Return type:

simulated