Package Exports
- stochastic-js
- stochastic-js/index.ts
This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (stochastic-js) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.
Readme
Stochastic.js
This package is created to bring closer the stochastic calculus in Typescript.
Check the new documentation page. Documentation
**NOTE: the documentation is under construction. Please be patient while all features will be implemented.
Installation
yarn add stochastic-jsnpm i stochastic-jsMaintenance
This is a totally new project. The modules will be come in the future as I have time for it or if there is any request.
Future plans
- Add multiple normal distribution generator
- Add different stochastic process, SDEs
- Add fractional process support
- Add test statistics to estimate the paramters
- Add Fast Fourier implementations
- Add support for Lévy Process
- Add support for Jump Diffusions
Sponsoring
This library can be very useful for anybody who wants to play with stochastic analysis or find data generators for machine learning projects. I plan to extend to a much more complex Math library with a lot of useful tools, but the main concept is still around financial mathematics. If you like this project you can buy me a coffee.
