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The Distribution.LogNormal class takes two parameters, mu and sigma.
mu
sigma
These are the mean and standard deviation for the underlying normal distribution:
https://github.com/econ-ark/HARK/blob/master/HARK/distribution.py#L89
https://numpy.org/doc/stable/reference/random/generated/numpy.random.lognormal.html
This could be made more clear in the documentation.
There is a separate method for creating the lognormal from the values of its own mean and standard deviation.
https://github.com/econ-ark/HARK/blob/master/HARK/distribution.py#L202
This latter method is used in update_RiskyDstn:
update_RiskyDstn
https://github.com/econ-ark/HARK/blob/master/HARK/ConsumptionSaving/ConsPortfolioModel.py#L209-L249
RiskyDstn is used in the solver.
But the true mean/sigma factory method is not used in get_Risky:
get_Risky
https://github.com/econ-ark/HARK/blob/master/HARK/ConsumptionSaving/ConsPortfolioModel.py#L339-L367
which is used for drawing the shocks in forward simulation.
This is a bit confusing.
The text was updated successfully, but these errors were encountered:
changelog for econ-ark#1019 fixes econ-ark#1003
abc02f2
sbenthall
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The Distribution.LogNormal class takes two parameters,
mu
andsigma
.These are the mean and standard deviation for the underlying normal distribution:
https://github.com/econ-ark/HARK/blob/master/HARK/distribution.py#L89
https://numpy.org/doc/stable/reference/random/generated/numpy.random.lognormal.html
This could be made more clear in the documentation.
There is a separate method for creating the lognormal from the values of its own mean and standard deviation.
https://github.com/econ-ark/HARK/blob/master/HARK/distribution.py#L202
This latter method is used in
update_RiskyDstn
:https://github.com/econ-ark/HARK/blob/master/HARK/ConsumptionSaving/ConsPortfolioModel.py#L209-L249
RiskyDstn is used in the solver.
But the true mean/sigma factory method is not used in
get_Risky
:https://github.com/econ-ark/HARK/blob/master/HARK/ConsumptionSaving/ConsPortfolioModel.py#L339-L367
which is used for drawing the shocks in forward simulation.
This is a bit confusing.
The text was updated successfully, but these errors were encountered: