class_docstr: Ornstein-Uhlenbeck
  
  :math::
    dx_t&=\lambda(\mu - x_t)dt+\sigma dW_t
  
  mean reverting process
  
  
  
  TODO: move exact higher up in class hierarchy
class_docstr_tok: ["Ornstein-Uhlenbeck",":","math",":",":","dx_t","&","=\\lambda","(","\\mu","-","x_t",")","dt+\\sigma","dW_t","mean","reverting","process","TODO",":","move","exact","higher","up","in","class","hierarchy"]
code: def exactdist(self, xzero, t):
      # TODO: aggregate over time for process with observations for all t
      # TODO: for single t, return stats.norm
      expnt = np.exp(-self.lambd * t)
      meant = xzero * expnt + self.mu * (1 - expnt)
      stdt = self.sigma * np.sqrt(
          (1 - expnt * expnt) / 2.0 / self.lambd
      )
      from scipy import stats
  
      return stats.norm(loc=meant, scale=stdt)
  
imports: import numpy
  from scipy import stats, signal
  import matplotlib.pyplot
label_desc: Use image node_id 6 for calling the OUprocess obj's underlying member method code with example usage: obj.exactdist(xzero, t) and returns: stats