ó
$Oc           @   s~   d  d l  m Z d  d l Z d  d l Z d  d l Z d  d l Z d  d l m Z m Z d   Z	 d   Z
 d   Z d   Z d S(   i˙˙˙˙(   t   divisionN(   t   sqrtt   expc   	      C   sx   t  |  } | |  d <x[ t d |  D]J } | | | | d } |  | d | |  | d | | | |  | <q& Wd  S(   Ni    i   (   t   lent   xrange(	   t   Xtt   Btt   X0t   mt   sigmat   dtt   ntt   kt   dB(    (    sD   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/mrou.pyt   get_mrou_series_from_BM   s
    
c   
      C   s   t  |   } t |  } d } | |  d <xa t d |  D]P } t j d |  }	 |  | d | |  | d | | |	 |  | <| |	 7} q8 Wd  S(   Ng        i    i   (   R   R   R   t   randomt   gauss(
   R   R   R   R	   R
   R   t   sqrtdtR   R   R   (    (    sD   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/mrou.pyt   get_mrou_series_from_SDE"   s    
.c         C   s[   t  |  } xH t d |  D]7 } | | } t |  } | | | d | |  | <q Wd  S(   Ni    i   (   R   R   R   (   t   mean_seriesR   R   t   tsR   t   it   tt   expmt(    (    sD   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/mrou.pyt   get_mrou_mean_series1   s
    
c         C   s^   t  |  } xK t d |  D]: } | | } t | d d d t d |   |  | <q Wd  S(   Ni    i   i   iŝ˙˙˙(   R   R   R   R   (   t   stddev_seriesR	   R   R   R   R   (    (    sD   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/mrou.pyt   get_mrou_stddev_series<   s    
(   t
   __future__R    t   copyt   syst   reR   t   mathR   R   R   R   R   R   (    (    (    sD   /homepages/25/d321765456/htdocs/pub_http_internet/python/sde/mrou.pyt   <module>   s   0	
		