test_igbmNoiseStateEffector

test_igbmNoiseStateEffector.test_igbmNoiseStateEffector()

Statistical test equivalent to test_meanRevertingNoiseStateEffector.py using the factor dens = 1 + delta, which follows an IGBM with stationary mean mu and stationary std sigma_st. Also checks the factor stays strictly positive.

test_igbmNoiseStateEffector.test_igbmNoiseStateEffector_rejectsBadParameters()

The parameter setters reject values outside their valid range.

test_igbmNoiseStateEffector.test_igbmNoiseStateEffector_rejectsNonPositiveInitialFactor()

setStateValue must reject an initial correction <= -1, since the process is only well-posed from a positive initial factor 1 + delta.