6.11.2.3.4. statsmodels.sandbox.tsa.diffusion.CompoundPoisson

class statsmodels.sandbox.tsa.diffusion.CompoundPoisson(lambd, randfn=<built-in method normal of mtrand.RandomState object>)

nobs iid compound poisson distributions, not a process in time

__init__(lambd, randfn=<built-in method normal of mtrand.RandomState object>)

6.11.2.3.4.1. Methods

__init__(lambd[, randfn])
simulate(nobs[, nrepl])