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Simplify simulation and prepare for #310. #312

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merged 15 commits into from
Jan 15, 2020
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tobiasraabe
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@tobiasraabe tobiasraabe commented Jan 6, 2020

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.

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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!

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@mo2561057 mo2561057 self-requested a review January 14, 2020 12:52
@tobiasraabe tobiasraabe merged commit 84863f0 into master Jan 15, 2020
@tobiasraabe tobiasraabe deleted the change-simulation branch January 15, 2020 09:18
@tobiasraabe tobiasraabe added this to the 2.0.0 milestone Jan 22, 2020
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2 participants