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Hi,
sampling from FractionalGaussianNoise
and ColoredNoise
as follows:
import stochastic.processes.noise as sn
import numpy as np
rng = np.random.default_rng(seed=42)
n = 10000
br_noise = sn.ColoredNoise(beta=2.0, rng=rng).sample(n)
fr_noise = sn.FractionalGaussianNoise(hurst=0.5, rng=rng).sample(n)
Results in arrays of unequal length:
br_noise.shape
# Out: (10001,)
fr_noise.shape
# Out: (10000,)
Is this the intended behaviour?
I believe both classes internally check that n
is a positive integer. However, ColoredNoise
then does n = n + 1
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