David Goldsmith wrote: > Is this a valid algorithm for generating a 3D Wiener process? (When I > graph the results, they certainly look like potential Brownian motion > tracks.) > > def Wiener3D(incr, N): > r = incr*(R.randint(3, size=(N,))-1) > r[0] = 0 > r = r.cumsum() > t = 2*np.pi*incr*(R.randint(3, size=(N,))-1) > t[0] = 0 > t = t.cumsum() > p = np.pi*incr*(R.randint(3, size=(N,))-1) > p[0] = 0 > p = p.cumsum() > x = r*np.cos(t)*np.sin(p) > y = r*np.sin(t)*np.sin(p) > z = r*np.cos(p) > return np.array((x,y,z)).T > > Thanks! > > DG
Not the kind of Wiener process I learned of. This would be the integral of white noise. Here you have used: 1. discrete increments 2. spherical coordinates _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion