def exactprocess(self, xzero, nobs, ddt=1., nrepl=2):
        t = np.linspace(ddt, nobs*ddt, nobs)
        expnt = np.exp(-self.lambd * t)
        expddt = np.exp(-self.lambd * ddt)
        normrvs = np.random.normal(size=(nrepl,nobs))
        #do I need lfilter here AR(1) ? lfilter doesn't handle 2d arrays, it does?
        from scipy import signal
        #xzero * expnt
        inc = ( self.mu * (1-expddt) +
                self.sigma * np.sqrt((1-expddt*expddt)/2./self.lambd) * normrvs )

        return signal.lfilter([1.], [1.,-expddt], inc)
Returns security context that needs to be available on the distributed
dataset/ETHPy150Open statsmodels/statsmodels/statsmodels/sandbox/tsa/diffusion.py/OUprocess.exactprocess--crossover with--dataset/ETHPy150Open saga-project/BigJob/pilot/filemanagement/globusonline_adaptor.py/GlobusOnlineFileAdaptor.get_security_context