Estimation

Direct estimation

KramersMoyalEstimator(model, **kwargs)

Kramers-Moyal estimator

Likelihood estimation

LikelihoodEstimator(transition, **kwargs)

Likelihood-based estimator

ELBOEstimator([model, transition])

Maximize the Evidence lower bound.

EMEstimator(transition, *args[, tol, ...])

Maximize the likelihood using Expectation-maximization algorithm TODO: Replace all history by a callback

Overdamped Transition density

ExactDensity(model)

Class which represents the exact transition density for a model (when available)

EulerDensity(model)

Class which represents the Euler approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density

ElerianDensity(model)

Class which represents the Elerian (Milstein) approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density

KesslerDensity(model)

Class which represents the Kessler approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density

DrozdovDensity(model)

Class which represents the Drozdov approximation transition density for a model :param model: the SDE model, referenced during calls to the transition density