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Simplify simulation and prepare for #310. #312
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… and dense state space.
mo2561057
reviewed
Jan 10, 2020
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I really like the changes!
The only major thing I have is that I think that the n_step_ahead_with_data method is buggy here.
I wrote in the comments. Correct me if I am wrong or overlooked something there!
mo2561057
approved these changes
Jan 14, 2020
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Current and desired behavior
There are some code pieces left from when the simulation was almost purely based on NumPy. Now, that we have switched partly to pandas, we can simplify the functions. The function also need too much arguments.
Furthermore, #310 will distribute states in one period for different combinations of the dense variables which is easier if shocks are attached to the states.
The creation of covariates becomes more robust because the order in which the covariates are stated does not matter anymore.