New test for value stream #193
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This test verifies the construction and querying of a tensor-valued stream created from signature values of a sampled Brownian stream. It ensures the domain consistency and validates the terminal values using array comparison.
Corrected the sign in the exponent passed to ldexp, ensuring proper computation of the path metadata support. This resolves potential inaccuracies in interval computations caused by the incorrect exponent.
Corrected the conditional logic to properly handle 'support' as an Interval. Added an explicit error throw when 'support' is not an Interval, ensuring clearer feedback for invalid input.
Reversed the order of arguments in tensor multiplication to ensure correct calculations. This change impacts methods using `p_increment_stream->signature` where the initial value must be multiplied first.
This change adds a condition to return the initial value when the input parameter matches the lower bound of the domain. It ensures correct behavior for edge-case input and prevents unnecessary computations.
The increment between two values is not quite the difference of their Lie values as previously used. Instead, it is the log of antipode(previous)*current at each step.
Simplified stream initialization by removing unused resolution, refined initial value assertion, and adjusted query intervals to align with expected behavior. Improved test robustness by introducing an epsilon margin in interval checks.
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I've added a new test for the value stream that tests that the value-stream as the solution to the signature CDE behaves correctly. This also fixes some minor issues in the constructor.