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Merge pull request #218 from SciML/improve-diffnoise-docs
Restructure and improve DiffEqNoiseProcess.jl documentation
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docs/Project.toml

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DiffEqNoiseProcess = "77a26b50-5914-5dd7-bc55-306e6241c503"
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Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
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Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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DiffEqNoiseProcess = "5"

docs/pages.jl

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pages = [
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"Home" => "index.md",
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"noise_processes.md",
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"abstract_noise_processes.md"
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"Tutorials" => [
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"tutorials/basic_usage.md",
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"tutorials/noise_processes.md",
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"tutorials/advanced_features.md"
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],
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"API Reference" => [
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"api/noise_processes.md",
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"api/interface.md"
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],
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"Legacy Docs" => [
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"noise_processes.md",
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"abstract_noise_processes.md"
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]
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]

docs/src/api/interface.md

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# Noise Process Interface
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This page documents the interface functions for working with noise processes.
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## Step Management
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```@docs
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accept_step!
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reject_step!
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calculate_step!
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setup_next_step!
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save_noise!
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```
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## Noise Process Types
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### Abstract Types
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```@docs
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AbstractNoiseProcess
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```
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### Core Types
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```@docs
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NoiseProcess
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SimpleNoiseProcess
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```
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## Configuration
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### Rejection Sampling with Memory (RSWM)
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```@docs
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RSWM
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adaptive_alg
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```
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## Internal Functions
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These functions are used internally by the noise process implementations:
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### Distribution Functions
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```@docs
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DiffEqNoiseProcess.WHITE_NOISE_DIST
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DiffEqNoiseProcess.WHITE_NOISE_BRIDGE
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DiffEqNoiseProcess.VBT_BRIDGE
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DiffEqNoiseProcess.INPLACE_WHITE_NOISE_DIST
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DiffEqNoiseProcess.INPLACE_WHITE_NOISE_BRIDGE
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DiffEqNoiseProcess.INPLACE_VBT_BRIDGE
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DiffEqNoiseProcess.REAL_WHITE_NOISE_DIST
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DiffEqNoiseProcess.REAL_WHITE_NOISE_BRIDGE
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DiffEqNoiseProcess.REAL_INPLACE_WHITE_NOISE_DIST
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DiffEqNoiseProcess.REAL_INPLACE_WHITE_NOISE_BRIDGE
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```
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### Random Number Generation
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```@docs
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DiffEqNoiseProcess.wiener_randn
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DiffEqNoiseProcess.wiener_randn!
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```
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### Ornstein-Uhlenbeck Specific
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```@docs
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DiffEqNoiseProcess.OrnsteinUhlenbeck
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DiffEqNoiseProcess.OrnsteinUhlenbeck!
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DiffEqNoiseProcess.ou_bridge
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DiffEqNoiseProcess.ou_bridge!
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```
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### Geometric Brownian Motion Specific
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```@docs
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DiffEqNoiseProcess.GeometricBrownianMotion
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DiffEqNoiseProcess.GeometricBrownianMotion!
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DiffEqNoiseProcess.gbm_bridge
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DiffEqNoiseProcess.gbm_bridge!
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```
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### Compound Poisson Specific
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```@docs
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DiffEqNoiseProcess.CompoundPoissonProcess
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DiffEqNoiseProcess.CompoundPoissonProcess!
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DiffEqNoiseProcess.cpp_bridge
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DiffEqNoiseProcess.cpp_bridge!
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```

docs/src/api/noise_processes.md

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# Noise Processes API
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## Wiener Processes
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### Standard Wiener Process
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```@docs
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WienerProcess
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WienerProcess!
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SimpleWienerProcess
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SimpleWienerProcess!
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```
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### Real-Valued Wiener Process
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```@docs
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RealWienerProcess
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RealWienerProcess!
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```
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### Correlated Wiener Process
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```@docs
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CorrelatedWienerProcess
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CorrelatedWienerProcess!
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```
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## Geometric Brownian Motion
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```@docs
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GeometricBrownianMotionProcess
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GeometricBrownianMotionProcess!
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```
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## Ornstein-Uhlenbeck Process
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```@docs
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OrnsteinUhlenbeckProcess
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OrnsteinUhlenbeckProcess!
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```
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## Jump Processes
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```@docs
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CompoundPoissonProcess
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CompoundPoissonProcess!
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```
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## Bridge Processes
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```@docs
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BrownianBridge
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BrownianBridge!
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GeometricBrownianBridge
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GeometricBrownianBridge!
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OrnsteinUhlenbeckBridge
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OrnsteinUhlenbeckBridge!
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CompoundPoissonBridge
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CompoundPoissonBridge!
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```
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## Advanced Noise Types
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### Noise Wrapper
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```@docs
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NoiseWrapper
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```
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### Noise Functions
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```@docs
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NoiseFunction
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NoiseTransport
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```
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### Noise from Data
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```@docs
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NoiseGrid
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```
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### Noise Approximation
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```@docs
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NoiseApproximation
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```
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### Memory-Efficient Alternatives
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```@docs
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VirtualBrownianTree
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VirtualBrownianTree!
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BoxWedgeTail
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BoxWedgeTail!
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```
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## Preconditioned Crank-Nicolson
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```@docs
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pCN
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pCN!
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```

docs/src/assets/Project.toml

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[deps]
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DiffEqNoiseProcess = "77a26b50-5914-5dd7-bc55-306e6241c503"
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Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
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SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
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[compat]
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DiffEqNoiseProcess = "5"
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Documenter = "0.27"
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Documenter = "1"
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SciMLBase = "2"

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