John Stachurski

icon indicating a website link http://johnstachurski.net icon indicating an email [email protected]

icon company Australian National University icon location Canberra Australia icon location Researcher in stochastic dynamics and optimization, comp econ OG, part time code monkey, cofounder of @QuantEcon

Results 217 comments of John Stachurski

Add a Lecture on Numba Cuda

Thanks @HumphreyYang . This application can be used as a running example throughout our parallelization lectures: https://github.com/QuantEcon/cbc_workshops/blob/main/day_4/european_option_jax.ipynb Although it's not published yet, that example appears in the scipy lecture and...

Add GitHub stars badge to sites

Thanks @mmcky . I don't mind to have the count displayed, even if it's low :-)

ENH: Example Gallery

+1

Compatibility with negative physio traces

Thanks @oyamad . I agree. I'll fix this when I get some time.

Using `edit_physio()` in Spyder breaks console after closing interactive plot session.

Code is here: https://sites.google.com/site/pontusrendahl/Research

Using `edit_physio()` in Spyder breaks console after closing interactive plot session.

This could be fun to implement while @Smit-create is visiting (CC @thomassargent30)

Fix numba deprecation notice

@mmcky , I suggest replacing `interp` from `interpolation` with the function of the same name from NumPy.

Getting rid of the LinearStateSpace argument in Kalman

Yeah, fair point. I had a look at the code and the Kalman class never actually uses any of the functionality of the `LinearStateSpace` class internally. So from a coding...

Getting rid of the LinearStateSpace argument in Kalman

Hi @thomassargent30, I think @natashawatkins has a good point here: To build an instance of `Kalman` you need to know about `LinearStateSpace`. This makes sense on a mathematical level but...

Getting rid of the LinearStateSpace argument in Kalman

@mmcky Thanks, great suggestion. @thomassargent30 This is a neat suggestion that will allow us to initialize the class with either the A, B, C matrices (for ease of use) or...