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lines changed Original file line number Diff line number Diff line change @@ -436,8 +436,7 @@ def num_samples(self) -> int:
436436
437437class LevyModel (Model ):
438438 """
439- Class to be derived from for Levy models.
440- For now, we consider only conditionally Gaussian ones
439+ Class to be derived from for conditionally Gaussian Levy models.
441440 """
442441
443442 driver : Union [ConditionallyGaussianDriver , GaussianDriver ] = Property (
Original file line number Diff line number Diff line change @@ -51,7 +51,9 @@ def characteristic_func():
5151class ConditionallyGaussianDriver (LevyDriver ):
5252 """Conditional Gaussian Levy noise driver.
5353
54- Noise samples are generated according to the Levy State-Space Model by Godsill et al.
54+ Noise samples are generated according to the Levy State-Space Model, which are Gaussian
55+ when conditioned on latent variables in the form of jump times and sizes. The
56+ latent variables may be non-Gaussian.
5557 """
5658
5759 c : np .double = Property (doc = "Truncation parameter, expected no. jumps per unit time." )
Original file line number Diff line number Diff line change @@ -145,7 +145,7 @@ def covar(self, **kwargs):
145145class CombinedLevyTransitionModel (TransitionModel , LevyModel ):
146146 r"""Combine multiple models into a single model by stacking them.
147147
148- The assumption is that all models are Gaussian.
148+ The assumption is that all models are conditionally Gaussian Levy .
149149 Time Variant, and Time Invariant models can be combined together.
150150 If any of the models are time variant the keyword argument "time_interval"
151151 must be supplied to all methods
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