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Implement exogenous processes. #335

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wants to merge 198 commits into from
Closed

Implement exogenous processes. #335

wants to merge 198 commits into from

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tobiasraabe
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@tobiasraabe tobiasraabe commented Feb 20, 2020 •
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Current and desired behavior

Resolves #329.
Closes #370: issue with notebook on numerical integration.

Solution / Implementation

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tobiasraabe and others added 30 commits October 16, 2019 15:29
@tobiasraabe
Vectorized transform_disturbances.
2727941
@tobiasraabe
Finished one-step-ahead simulation.
f9ee1ad
@tobiasraabe
Merge branch 'develop' into one-step-ahead-simulation
c40bbcc
@tobiasraabe
More fixes.
172579e
@tobiasraabe
Merge branch 'one-step-ahead-simulation' of https://github.com/OpenSo…
5e7454c 
…urceEconomics/respy into one-step-ahead-simulation
@tobiasraabe
Fix period error.
c92ef63
@tobiasraabe
Fixed osa sim with lagged choices.
f86f5d4
@tobiasraabe
Simplified calc_vf_and_fu_func.
c51a5f4
@tobiasraabe
Simplified code, removed useless test which boils down to testing tha…
893d243 
…t delta is zero.
@tobiasraabe
Some clarifications.
9a68f8b
@tobiasraabe
Merge branch 'develop' into one-step-ahead-simulation
45b2148
@tobiasraabe
Unified n-step and one-step-simulation.
bfa0df5
@tobiasraabe
Merge branch 'develop' into one-step-ahead-simulation
021cb4c
@tobiasraabe
n_periods depends on n-step-ahead or one-step-ahead.
00c8bd3
@tobiasraabe
Use index for simulated data. Closes #255.
ba5e8b8
@tobiasraabe
COrrected common returns in extended model.
ba24198
@tobiasraabe
Rearranged functions.
c30048b
@tobiasraabe
Another fix.
c47a3a6
@tobiasraabe
even more.
c326c77
@tobiasraabe
prevent automatic float conversion.
8e8f8cb
@tobiasraabe
Final fix.
469cb36
@tobiasraabe
Merge branch 'develop' into one-step-ahead-simulation
9a01b12
@tobiasraabe
Merged develop into osa-sim.
1ed645e
@tobiasraabe
Merge branch 'develop' into one-step-ahead-simulation
1bdc2cb
@tobiasraabe
Fixed some errors and started tutorial notebook.
a907374
@tobiasraabe
Added to docs.
9d6c9b3
@tobiasraabe
Merge branch 'develop' into one-step-ahead-simulation
222cb4b
@tobiasraabe
Made notebook better.
a012d49
@tobiasraabe
Fix tests.
15f0785
@tobiasraabe
Merge branch 'master' into one-step-ahead-simulation
f8542f2
@tobiasraabe tobiasraabe reopened this Mar 1, 2020
@OpenSourceEconomics OpenSourceEconomics deleted a comment from codecov bot Mar 1, 2020
@tobiasraabe tobiasraabe added this to the 2.0.0 milestone Mar 3, 2020
@tobiasraabe tobiasraabe changed the base branch from better-label-parsing to master March 6, 2020 10:43
@tobiasraabe tobiasraabe removed the blocked This issue/pr is blocked. label Apr 12, 2020
mo2561057
mo2561057 approved these changes Apr 13, 2020
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Good implementation!
I had some comments of which some are of a more general nature but I thought it would still be good to include these in the review such that we can discuss them.
I like how the changes follow the existing logic and change very few components of the existing codebase. I am a bit worried that we buy this simplicity by always imposing a large overhead on the processes. I am not sure whether it is a problem that even the simplest Markov chain process would require to save large NumPy arrays.

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@tobiasraabe tobiasraabe changed the base branch from master to main July 29, 2020 09:51
@tobiasraabe tobiasraabe requested a review from amageh as a code owner July 29, 2020 09:51
@amageh amageh removed their request for review August 10, 2020 10:39
@MaxBlesch MaxBlesch mentioned this pull request Aug 10, 2020
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@tobiasraabe tobiasraabe modified the milestones: 2.0.0, 2.1.0 Aug 19, 2020
@MaxBlesch MaxBlesch mentioned this pull request Aug 20, 2020
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We will redo the implementation of the exogenous process in the layout of the new state space.

@MaxBlesch MaxBlesch closed this Aug 20, 2020
@MaxBlesch MaxBlesch deleted the exogenous-processes branch September 8, 2020 12:38
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