Stochastic processes in Python
Project description
stopro — Elementary Stochastic Processes
stopro is a small Python library for generating and simulating common (multivariate) stochastic processes.
Currently included processes:
- Wiener process
- Ornstein–Uhlenbeck process
- Integrated Ornstein–Uhlenbeck process
- Exponential Ornstein–Uhlenbeck process
- Geometric Brownian Motion
- Colored Geometric Brownian Motion
- Gillespie Replicator
- Kimura Replicator
- White Replicator
- Colored Replicator
- Multispecies Moran process
(discrete particle kinetics & diffusion approximation) - Competitive Lotka–Volterra process
(discrete particle kinetics & diffusion approximation)
Examples and documentation are provided as Jupyter notebooks.
Quick start (recommended)
This project uses uv, a fast Python package manager and virtual environment tool. You need to install uv on your system first. When that's done:
git clone https://github.com/dirkbrockmann/stopro.git
cd stopro
make notebook
Using stopro in your own code
import stopro
Installation via pip
Download and install the latest source:
pip install git+https://github.com/dirkbrockmann/stopro.git
Clone and work with code locally:
git clone https://github.com/dirkbrockmann/stopro.git
cd stopro
pip install -e .
License
MIT
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