API Reference

SigAlg is organized into three main modules: the first, core, containing basic probabilistic objects like \(\sigma\)-algebras, probability measures, and random variables; the second, l2, containing classes and methods for working with \(L^2\) spaces; and the third, processes, containing classes and methods for working with stochastic processes.

SigAlg is well-documented, and so the API reference is essentially complete. Many classes and methods include code examples, making up for the current lack of code snippets to some extent.

As this documentation site is further developed, more details about the organization and design of SigAlg will be added to this page.