calibrated

Calibrated IVP solvers.

dynamic(strategy)

Create a solver that calibrates the output scale dynamically.

Source code in probdiffeq/solvers/calibrated.py

def dynamic(strategy):
    """Create a solver that calibrates the output scale dynamically."""
    string_repr = f"<Dynamic solver with {strategy}>"
    return _CalibratedSolver(
        strategy=strategy,
        calibration=_MostRecent(),
        string_repr=string_repr,
        impl_step=_step_dynamic,
        requires_rescaling=False,
    )

mle(strategy)

Create a solver that calibrates the output scale via maximum-likelihood.

Warning: needs to be combined with a call to solution.calibrate() after solving if the MLE-calibration shall be used.

Source code in probdiffeq/solvers/calibrated.py

def mle(strategy):
    """Create a solver that calibrates the output scale via maximum-likelihood.

    Warning: needs to be combined with a call to solution.calibrate()
    after solving if the MLE-calibration shall be *used*.
    """
    string_repr = f"<MLE-solver with {strategy}>"
    return _CalibratedSolver(
        calibration=_RunningMean(),
        impl_step=_step_mle,
        strategy=strategy,
        string_repr=string_repr,
        requires_rescaling=True,
    )