GAA-UAM / scikit-fda

Functional Data Analysis Python package
https://fda.readthedocs.io
BSD 3-Clause "New" or "Revised" License
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Milstein function #615

Open psotom opened 3 weeks ago

psotom commented 3 weeks ago

References to issues or other PRs

Describe the proposed changes

Added milstein function which computes the Milstein scheme for Stochastic Differential Equations (SDEs). Additionally, examples which show the functionality of the SDE solvers are added.

Additional information

Checklist before requesting a review

codecov[bot] commented 4 days ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 86.90%. Comparing base (73161f7) to head (9ba66a5). Report is 30 commits behind head on develop.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## develop #615 +/- ## =========================================== + Coverage 86.65% 86.90% +0.24% =========================================== Files 156 158 +2 Lines 13322 13568 +246 =========================================== + Hits 11544 11791 +247 + Misses 1778 1777 -1 ```

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