Hi,
Thanks for your nice contribution!
I detected a couple of errors that maybe you would like to correct:
Here:
|
return VpSdeCos(sigma_min, sigma_max) |
sigma_min and sigma_max are not required for the constructor of VpSdeCos. Same for the other SDEs.
And here:
|
t = (self.sde.t_max - self.sde.t_min) * t + self.sde_t.t_min |
"self.sde_t" is not defined. Maybe it should be "self.sde"?
Hi,
Thanks for your nice contribution!
I detected a couple of errors that maybe you would like to correct:
Here:
CRASH/getters.py
Line 20 in 4cf3367
sigma_min and sigma_max are not required for the constructor of VpSdeCos. Same for the other SDEs.
And here:
CRASH/learner.py
Line 142 in 4cf3367
"self.sde_t" is not defined. Maybe it should be "self.sde"?