QuantEcon.jl
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Add inv and derivativeinv to some utility functions
Adds methods for u^{-1}
and du^{-1}
for utility functions where it can be computed by hand.
I have some tests that make sure u(u^{-1})
returns what we expect (also have them for du(du^{-1})
), but it wouldn't hurt to have someone glance at the equations to make sure I didn't do anything stupid.
Codecov Report
Merging #225 into master will increase coverage by
0.04%
. The diff coverage is100%
.
@@ Coverage Diff @@
## master #225 +/- ##
==========================================
+ Coverage 95.85% 95.89% +0.04%
==========================================
Files 25 25
Lines 1061 1073 +12
==========================================
+ Hits 1017 1029 +12
Misses 44 44
Impacted Files | Coverage Δ | |
---|---|---|
src/modeltools/utility.jl | 95.83% <100%> (+1.38%) |
:arrow_up: |
src/kalman.jl | 100% <0%> (ø) |
:arrow_up: |
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General comment -- I think we should consider edge cases in both the implementation and the testing.
For example, what happens at derivativeinv(u::CRRAUtility, x)
at x=0?