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quick fix to noise process correlation
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src/noise_process.jl

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -49,7 +49,7 @@ function construct_correlated_noisefunc(Γ::AbstractArray)
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γ = svdfact(Γ)
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A = γ[:U]*Diagonal(γ[:S])
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b = Vector{eltype(Γ)}(size(Γ,1))
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noise_func! = function (a)
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noise_func! = function (a,integrator)
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randn!(b)
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A_mul_B!(a,A,b)
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end

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