nami.interpolants.gamma#
Classes
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Brownian gamma schedule with variance scale. |
- class nami.interpolants.gamma.BrownianGamma(eps=1e-12)[source]#
Bases:
GammaSchedule- Parameters:
eps (float)
- class nami.interpolants.gamma.ScaledBrownianGamma(scale=1.0, eps=1e-12)[source]#
Bases:
GammaScheduleBrownian gamma schedule with variance scale.
The schedule is
gamma(t)^2 = scale * t * (1 - t). For bridge paths parameterised bysigmawheregamma(t) = sigma * sqrt(t * (1 - t)), usescale = sigma**2(orfrom_sigma).